Abstract
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.
Citation
Pranab Kumar Sen. Malay Ghosh. "On Bounded Length Sequential Confidence Intervals Based on One-Sample Rank Order Statistics." Ann. Math. Statist. 42 (1) 189 - 203, February, 1971. https://doi.org/10.1214/aoms/1177693506
Information