Confidence intervals for quantiles in a minimal repair set-up

We further examine the situation that repair times of two identically structured minimal repair systems are observed. Based on the distribution theory for the pooled sample, we construct exact nonparametric confidence intervals for quantiles of the underlying baseline distribution. We present an algorithm to compute the shortest confidence interval in terms of the difference between the upper and the lower index for a given quantile and given confidence level. Moreover, we compare our exact nonparametric confidence intervals with those derived from both the asymptotic distribution of the quantile function and a parametric approach.