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Computational aspects of statistical intervals based on two Type-II censored samples

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Abstract

In this paper, we propose an efficient branch and bound procedure to compute exact nonparametric statistical intervals based on two Type-II right censored data sets. The procedure is based on some recurrence relations for the distribution and density functions of progressively Type-II censored order statistics which can be applied to compute the coverage probabilities. We illustrate the method for both confidence and prediction intervals of a given level.

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Correspondence to E. Cramer.

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Balakrishnan, N., Beutner, E. & Cramer, E. Computational aspects of statistical intervals based on two Type-II censored samples. Comput Stat 28, 893–917 (2013). https://doi.org/10.1007/s00180-012-0335-z

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  • DOI: https://doi.org/10.1007/s00180-012-0335-z

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