Simultaneous Confidence Bounds for the Tail of an Inverse Distribution Function
The Annals of Statistics · 1980 · Volume 8 · Issue 6
Abstract
Confidence bounds are derived for the upper 100$p$ percentile of an inverse distribution function. These bounds are considerably less conservative than similar bounds which apply to the entire function.
Keywords
62E25, 62F25, Confidence bounds, Empirical distribution function
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