## The Annals of Statistics

### Simultaneous Confidence Bounds for the Tail of an Inverse Distribution Function

Charles H. Alexander

#### Abstract

Confidence bounds are derived for the upper 100$p$ percentile of an inverse distribution function. These bounds are considerably less conservative than similar bounds which apply to the entire function.

#### Article information

Source
Ann. Statist., Volume 8, Number 6 (1980), 1391-1394.

Dates
First available in Project Euclid: 12 April 2007

https://projecteuclid.org/euclid.aos/1176345211

Digital Object Identifier
doi:10.1214/aos/1176345211

Mathematical Reviews number (MathSciNet)
MR594655

Zentralblatt MATH identifier
0459.62025

JSTOR