On Bounded Length Sequential Confidence Intervals Based on One-Sample Rank Order Statistics
Sen, Pranab Kumar ; Ghosh, Malay
Ann. Math. Statist., Tome 42 (1971) no. 6, p. 189-203 / Harvested from Project Euclid
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The problem of obtaining sequential confidence intervals for the median of an unknown symmetric distributon based on a general class of one-sample rank-order statistics is considered. It is shown that the usual one-sample rank-order statistic possesses the martingale or sub-martingale property according as the parent distribution is symmetric about the origin or not. Certain asymptotic almost sure convergence results (with specified order of convergence) for a class of rank-order processes and the empirical distribution are derived, and these are then utilized for the study of the properties of the proposed procedures.
Publié le : 1971-02-14
Classification:  
@article{1177693506,
     author = {Sen, Pranab Kumar and Ghosh, Malay},
     title = {On Bounded Length Sequential Confidence Intervals Based on One-Sample Rank Order Statistics},
     journal = {Ann. Math. Statist.},
     volume = {42},
     number = {6},
     year = {1971},
     pages = { 189-203},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1177693506}
}

Sen, Pranab Kumar; Ghosh, Malay. On Bounded Length Sequential Confidence Intervals Based on One-Sample Rank Order Statistics. Ann. Math. Statist., Tome 42 (1971) no. 6, pp.  189-203. http://gdmltest.u-ga.fr/item/1177693506/