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A DISTRIBUTION–FREE CONFIDENCE INTERVAL FOR THE DIFFERENCE BETWEEN QUANTILES WITH CENSORED DATA
Authors:S. Chakraborti  M. M. Desu
Affiliation:Dept. of Statistics State University of New York at Buffalo 4230 Ridge Lea Road Amherst, NY USA 14226;Dept. of Management Science and Statistics University of Alabama P.O. Box J University, Alabama USA 35486
Abstract:Abstract. In the context of a two–sample problem, a confidence interval for the difference of appropriate quantiles of the two survival distributions is described. This method is especially useful when the data include some right–censored observations. A relevant mathematical result is proved.
Keywords:Confidence interval    quantiles    distribution–free    censored data    survival analysis
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