FixedWidth Confidence Interval of P(X < Y) under a Data Dependent Adaptive Allocation Design

Autor: Uttam Bandyopadhyay, Radhakanta Das
Jazyk: angličtina
Rok vydání: 2016
Předmět:
Zdroj: Austrian Journal of Statistics, Vol 36, Iss 3 (2016)
Druh dokumentu: article
ISSN: 1026-597X
DOI: 10.17713/ajs.v36i3.330
Popis: The present article is related to a nonparametric fixed-width confidence interval estimation of the parameter µ = P(X < Y ) = R F(y)dG(y), where F and G are two unknown continuous distribution functions. The estimation procedure is based on a sample obtained under some non-iid adaptive situation. We provide various asymptotic results related to the proposed procedure and compare it with a non-adaptive procedure.
Databáze: Directory of Open Access Journals