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Bootstrapped confidence bands for percentile lifetime

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Summary

We propose bootstrapped confidence bands for the percentile lifetime function. Our method is based on a joint approximation of the empirical and quantile processes and their bootstrapped counterparts. Modest simulations support the results. Confidence bands are applied to quantile and median residual lifetimes of tractor rear brakes.

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Author information

Authors and Affiliations

  1. Technical University, Budapest

    Béla Barabás, Miklós Csörgő, Lajos Horváth & Brian S. Yandell

  2. Carleton University, Ottawa

    Béla Barabás, Miklós Csörgő, Lajos Horváth & Brian S. Yandell

  3. Szeged University, Szeged

    Béla Barabás, Miklós Csörgő, Lajos Horváth & Brian S. Yandell

  4. University of Wisconsin, Madison

    Béla Barabás, Miklós Csörgő, Lajos Horváth & Brian S. Yandell

Authors
  1. Béla Barabás
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  2. Miklós Csörgő
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  3. Lajos Horváth
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  4. Brian S. Yandell
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Additional information

Research done while at Carleton University Norman Paterson Centre: also partially supported by NSERC Canada grants of M. Csörgő.

Research supported in part by a NSERC Canada operating grant.

Research done while at Carleton University; also partially supported by NSERC Canada grants of m. Csörgő and D. A. Dawson and by an EMR Canada grant of M. Csögő.

Research supported in part by a United States Department of Agriculture CSRS grant and a United States NSF grant of D. M. Bates, G. Wahba and B. S. Yandell.

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Barabás, B., Csörgő, M., Horváth, L. et al. Bootstrapped confidence bands for percentile lifetime. Ann Inst Stat Math 38, 429–438 (1986). https://doi.org/10.1007/BF02482529

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  • DOI: https://doi.org/10.1007/BF02482529

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