Confidence Limits Based on Quantile Stabilizing Transformations
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by D. F. Andrews
http://utstat.toronto.edu/david/quantile.ps
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Abstract:
Quantile stabilizing transformations are defined and used to compute confidence intervals. Expressions for the limits are computed symbolically. The resulting limits are compared with standard parametric and bootstrap intervals. 1 Introduction. We consider the construction of confidence intervals for a parameter ` with estimate `. As is typically the case the population distribution is unknown.
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