Estimation of the variance of percentile estimates
dc.contributor.author | Brown, Morton B. | en_US |
dc.contributor.author | Wolfe, Robert A. | en_US |
dc.date.accessioned | 2006-04-07T18:44:38Z | |
dc.date.available | 2006-04-07T18:44:38Z | |
dc.date.issued | 1983-03 | en_US |
dc.identifier.citation | Brown, Morton B., Wolfe, Robert A. (1983/03)."Estimation of the variance of percentile estimates." Computational Statistics & Data Analysis 1(): 167-174. <http://hdl.handle.net/2027.42/25275> | en_US |
dc.identifier.uri | http://www.sciencedirect.com/science/article/B6V8V-482YJ89-14/2/59d19119d856a7a888be34e5a945ddb2 | en_US |
dc.identifier.uri | https://hdl.handle.net/2027.42/25275 | |
dc.description.abstract | The asymptotic formula for the variance of a percentile estimate is inversely proportional to the square of the probability density function evaluated at that percentile. In this note we show, for small and moderate sample sizes, that the estimate of the variance can have a moderate to large coefficient of variation even when the form of the density is known. When the density must be estimated empirically, the coefficient of variation increases substantially. We conclude that the estimate of the variance should not be used in either confidence interval estimation or hypothesis testing except for very large sample sizes. | en_US |
dc.format.extent | 389034 bytes | |
dc.format.extent | 3118 bytes | |
dc.format.mimetype | application/pdf | |
dc.format.mimetype | text/plain | |
dc.language.iso | en_US | |
dc.publisher | Elsevier | en_US |
dc.title | Estimation of the variance of percentile estimates | en_US |
dc.type | Article | en_US |
dc.rights.robots | IndexNoFollow | en_US |
dc.subject.hlbsecondlevel | Statistics and Numeric Data | en_US |
dc.subject.hlbsecondlevel | Mathematics | en_US |
dc.subject.hlbtoplevel | Social Sciences | en_US |
dc.subject.hlbtoplevel | Science | en_US |
dc.description.peerreviewed | Peer Reviewed | en_US |
dc.contributor.affiliationum | Department of Biostatistics, School of Public Health, University of Michigan, Ann Arbor, MI 48109, USA | en_US |
dc.contributor.affiliationum | Department of Biostatistics, School of Public Health, University of Michigan, Ann Arbor, MI 48109, USA | en_US |
dc.description.bitstreamurl | http://deepblue.lib.umich.edu/bitstream/2027.42/25275/1/0000718.pdf | en_US |
dc.identifier.doi | http://dx.doi.org/10.1016/0167-9473(83)90088-9 | en_US |
dc.identifier.source | Computational Statistics & Data Analysis | en_US |
dc.owningcollname | Interdisciplinary and Peer-Reviewed |
Files in this item
Remediation of Harmful Language
The University of Michigan Library aims to describe library materials in a way that respects the people and communities who create, use, and are represented in our collections. Report harmful or offensive language in catalog records, finding aids, or elsewhere in our collections anonymously through our metadata feedback form. More information at Remediation of Harmful Language.
Accessibility
If you are unable to use this file in its current format, please select the Contact Us link and we can modify it to make it more accessible to you.