Suppose that a random sample of 20 observations is drawn from an unknown continuous distribution, and let

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Suppose that a random sample of 20 observations is drawn from an unknown continuous distribution, and let Y1 < . . . < Y20 denote the order statistics of the sample. Also, let θ denote the 0.3 quantile of the Distribution, and suppose that it is desired to present a confidence interval for θ that has the form (Yr, Yr + 3 + 3). Determine the value of r(r = 1, 2, . . . , 17) for which this interval will have the largest confidence coefficient γ , and determine the value of γ .
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Probability And Statistics

ISBN: 9780321500465

4th Edition

Authors: Morris H. DeGroot, Mark J. Schervish

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