Confidence bounds are derived for the upper 100$p$ percentile of an inverse distribution function. These bounds are considerably less conservative than similar bounds which apply to the entire function.
Publié le : 1980-11-14
Classification:
Empirical distribution function,
confidence bounds,
62E25,
62F25
@article{1176345211,
author = {Alexander, Charles H.},
title = {Simultaneous Confidence Bounds for the Tail of an Inverse Distribution Function},
journal = {Ann. Statist.},
volume = {8},
number = {1},
year = {1980},
pages = { 1391-1394},
language = {en},
url = {http://dml.mathdoc.fr/item/1176345211}
}
Alexander, Charles H. Simultaneous Confidence Bounds for the Tail of an Inverse Distribution Function. Ann. Statist., Tome 8 (1980) no. 1, pp. 1391-1394. http://gdmltest.u-ga.fr/item/1176345211/