Accession Number : ADA119196

Title :   Asymptotic Theory for Nonparametric Confidence Intervals.

Descriptive Note : Technical rept.,

Corporate Author : STANFORD UNIV CA DEPT OF OPERATIONS RESEARCH

Personal Author(s) : Glynn,Peter W

PDF Url : ADA119196

Report Date : Jul 1982

Pagination or Media Count : 51

Abstract : In practice, nonparametric confidence intervals often have undesirable small sample asymmetry and converge characteristics. By applying Edgeworth expansion theory, we obtain asymptotic expansions for the errors associated with nonparametric confidence intervals. This analysis isolates the various elements that contribute to error. We then proceed to develop first and second order corrections to the standard nonparametric interval, which deal with asymmetry problems and coverage difficulties, respectively. (Author)

Descriptors :   *CONFIDENCE LIMITS, *NONPARAMETRIC STATISTICS, *ASYMPTOTIC SERIES, EXPANSION, INTERVALS, THEORY, CORRECTIONS, ASYMMETRY

Subject Categories : Statistics and Probability

Distribution Statement : APPROVED FOR PUBLIC RELEASE