Distribution-Free Confidence Intervals for Quantile Intervals
Abstract Wilks [6] introduced distribution-free confidence intervals based on order statistics for quantile intervals. For the rth and sth order statistics in a sample of size n (1 ≤ r < s ≤ n), upper and lower bounds and an exact expression for the confidence coefficient are derived. Numerical examples comparing the bounds and the exact solution are provided. A connection with distribution-free tolerance intervals is indicated.