The Annals of Mathematical Statistics
- Ann. Math. Statist.
- Volume 42, Number 1 (1971), 189-203.
On Bounded Length Sequential Confidence Intervals Based on One-Sample Rank Order Statistics
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.
Ann. Math. Statist., Volume 42, Number 1 (1971), 189-203.
First available in Project Euclid: 27 April 2007
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Sen, Pranab Kumar; Ghosh, Malay. On Bounded Length Sequential Confidence Intervals Based on One-Sample Rank Order Statistics. Ann. Math. Statist. 42 (1971), no. 1, 189--203. doi:10.1214/aoms/1177693506. https://projecteuclid.org/euclid.aoms/1177693506