A simulation study on the performance of bounded length confidence intervals for quantiles with censored data
作者:
Joseph C. Gardiner,
James II. Stapleton,
期刊:
Communications in Statistics - Simulation and Computation
(Taylor Available online 1990)
卷期:
Volume 19,
issue 2
页码: 419-432
ISSN:0361-0918
年代: 1990
DOI:10.1080/03610919008812865
出版商: Marcel Dekker, Inc.
关键词: coverage probability;product limit estimator;stopping time
数据来源: Taylor
摘要:
Gardiner, Susarla and van Ryzin (1988) considered the problem of constructing confidence intervals of prescribed accuracy (width ≤= 2d, d > 0) and given coverage probability (l-2α, α ε(0, 1/2)) for quantiles of a distribution function based on censored data. In a subsequent paper they obtained bounds on the error between this coverage probability and 1-2α as d shrinks to zero. The purpose of the presentation here is to examine the behavior of the confidence interval estimation procedure in simulations for moderate values of d, for varying amounts of censoring and different survival distributions.
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