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Properties of frequency distributions induced by general ‘up-and-down’ methods for estimating quantiles

✍ Scribed by Alessandra Giovagnoli; Nicolò Pintacuda


Publisher
Elsevier Science
Year
1998
Tongue
English
Weight
97 KB
Volume
74
Category
Article
ISSN
0378-3758

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✦ Synopsis


In this paper a general deÿnition of an up-and-down algorithm for estimating given quantiles of a binary response curve is suggested. Conditions are given for the distribution to which the design converges to be unimodal, for its mode to be 'next' to the quantile speciÿed and for the distribution to be more concentrated around the mode. Results of Derman (1957) and of Durham and Flournoy (1994) are extended.