A Comparison of Two Simple Methods for Obtaining Robust Confidence Intervals / Richard W. Hill.

By:

Hill, Richard W

Contributor(s):

National Bureau of Economic Research

Material type: Text

TextSeries: Working Paper Series (National Bureau of Economic Research) ; no. w0084.Publication details: Cambridge, Mass. National Bureau of Economic Research 1975.Description: 1 online resource: illustrations (black and white)Online resources:

Available additional physical forms:

Hardcopy version available to institutional subscribers

Abstract: In this paper we study two methods for finding confidence limits for the simple median. One method is the new parametric procedure based on the sign test, and the other is derived in the paper. The two methods are compared asymptotically and also for small samples

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Working Paper	Biblioteca Digital	Colección NBER	nber w0084 (Browse shelf(Opens below))	Not For Loan

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Previous	nber w0081 The Parental Bequest to Children /	nber w0082 Certain Aspects of Generalized Box-Jenkins Models /	nber w0083 Robust Line Estimation With Errors in Both Variables /	nber w0084 A Comparison of Two Simple Methods for Obtaining Robust Confidence Intervals /	nber w0085 On the Identification of Time Varying Structures /	nber w0086 THe Use of the Box Step Method in Discrete Optimization /	nber w0087 Exports and Foreign Investment in the Pharmaceutical Industry /	Next

May 1975.

In this paper we study two methods for finding confidence limits for the simple median. One method is the new parametric procedure based on the sign test, and the other is derived in the paper. The two methods are compared asymptotically and also for small samples