Confidence bands for the CDF when sampling from a finite population
We develop two methods for obtaining a confidence band for the cumulative distribution function (CDF) based on a simple random sample from a finite population of known size. The methods are exact when the population contains no repeated values, and conservative otherwise. The first method consists of using a Kolmogorov-Smirnov-type band, and the second method consists of combining together separate, equal-coverage-probability confidence intervals for each ordered population value. Confidence bands obtained using either method yield simultaneous confidence intervals for all ordered population values. Coverage probabilities are computed using a new recursive algorithm.
Year of publication: |
2009
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Authors: | Frey, Jesse |
Published in: |
Computational Statistics & Data Analysis. - Elsevier, ISSN 0167-9473. - Vol. 53.2009, 12, p. 4126-4132
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Publisher: |
Elsevier |
Saved in:
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