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Browsing by Author "Lin, Shuo-Huei"

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    A non-parametric coverage interval
    (2008-02-01)
    Lin, Shuo-Huei
    ;
    Chan, Wenyaw
    ;
    Chen, Lin-An
    ;
    統計學研究所
    ;
    Institute of Statistics
    Classically the non-parametric coverage interval is estimated by empirical quantiles. We introduce an alternative way for estimating the coverage interval by symmetric quantiles given by Chen and Chiang (1996 J. Nonparametric Stat. 7 171-85). We further show that this alternative has a better precision in the sense that its asymptotic variances are smaller than the classical one.