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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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