Recursive estimates of quantile based on 0-1 observations
Charamza, Pavel
Applications of Mathematics, Tome 37 (1992), p. 173-192 / Harvested from Czech Digital Mathematics Library
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The objective of this paper is to introduce some recursive methods that can be used for estimating an $LD-50$ value. These methods can be used more generally for the estimation of the $\gamma$-quantile of an unknown distribution provided we have 0-1 observations at our disposal. Standard methods based on the Robbins-Monro procedure are introduced together with different approaches of Wu or Mukerjee. Several examples are also mentioned in order to demonstrate the usefulness of the methods presented.

Publié le : 1992-01-01
Classification:  62G05,  62L20,  62P10 
@article{104502,
     author = {Pavel Charamza},
     title = {Recursive estimates of quantile based on 0-1 observations},
     journal = {Applications of Mathematics},
     volume = {37},
     year = {1992},
     pages = {173-192},
     zbl = {0764.62068},
     mrnumber = {1157454},
     language = {en},
     url = {http://dml.mathdoc.fr/item/104502}
}

Charamza, Pavel. Recursive estimates of quantile based on 0-1 observations. Applications of Mathematics, Tome 37 (1992) pp. 173-192. http://gdmltest.u-ga.fr/item/104502/

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