Showing papers on "Coverage probability published in 1972"
TL;DR: In this paper, a procedure based on order statistics is given for the interval estimation of the largest α-quantile of several continuous distributions, and results on infimum of coverage probability are obtained for one-sided and two-sided intervals.
Abstract: A procedure based on order statistics is given for the interval estimation of the largest α-quantile of several continuous distributions. Results on infimum of coverage probability are obtained for one-sided and two-sided intervals. An optimality criterion is proposed and an algorithm is given for two-sided intervals. Large sample approximations are also considered.
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