In this paper, we propose an efficient branch and bound procedure to compute exact nonparametric statistical intervals based on two Type-II right censored data sets. The procedure is based on some recurrence relations for the distribution and density functions of progressively Type-II censored order statistics which can be applied to compute the coverage probabilities. We illustrate the method for both confidence and prediction intervals of a given level.
- Mixtures of order statistics
- Nonparametric confidence intervals
- Nonparametric prediction intervals
- Progressively Type-II censored order statistics
- Right censored order statistics