Journal of the Korean Statistical Society

  • 제28권3호
  • /
  • Pages.297-309
  • /
  • 1999
  • /
  • 1226-3192(pISSN)
  • /
  • 2005-2863(eISSN)
한국통계학회 (The Korean Statistical Society)
권호 표지

Sequential Confidence Intervals for Quantiles Based on Recursive Density Estimators

  • Kim, Sung-Kyun (Department of Mathematics, Chungnam National University) ;
  • Kim, Sung-Lai (Department of Mathematics, Chungnam National University)
  • 발행 : 1999.09.01
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초록

A sequential procedure of fixed-width confidence intervals for quantiles satisfying a condition of coverage probability is provided based on recursive density estimators. It is shown that the proposed sequential procedure is asymptotically efficient. In addition, the asymptotic normality for the proposed stopping time is derived.

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참고문헌

  1. Sequential Analysis v.8 Berry-Esseen type theorems for sequential density estimation Basu, A. K.;Sahoo, D.K.
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