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Corment
WEI-YINLOH and C. F. J. WU*
* Wei-YinLoh is Assistant
Professorand C. F. J. Wu is Professor,
bothat theDepartmentofStatistics,
UniversityofWisconsin, Madison, ? 1987AmericanStatistical
Association
WI 53706.Thisworkis supported by jointNSF-AFOSR GrantDMS JournaloftheAmericanStatistical
Association
8502303andISSA 86-0068. March1987,Vol.82, No.397,Theory
and Methods
Table 1. NonparametricEstimationof the Mean (nominal90%/o; Table 2. NonparametricEstimationof the Variance (nominal90%;
n = 20; B = 200; 500 replicates) n = 20; B = 200; 500 replicates)
Distribution PER BC BC. BST t interval Distribution PER BC BC. BST CSR
Normal Normal
Coverage .91 .90 .89 .92 .90 Coverage .79 .82 .83 .88 .83
E(length) .71 .71 .72 .77 .76 E(length) .86 .89 .94 1.5 1.0
t2 t5
Coverage .84 .81 .79 .83 .91 Coverage .68 .75 .77 .85 .87
E(length) 1.7 1.7 1.8 2.7 1.8 E(length) 1.1 1.2 1.3 3.2 1.6
Weibull Exponential
Coverage .73 .73 .75 .83 .75 Coverage .65 .67 .69 .83 .71
E(length) 2.6 2.7 3.0 5.5 2.8 E(length) 1.3 1.3 1.5 5.5 1.4
3. Nonparametric
case. Examplesof functions
thatdo Letr0= A{z(1a() - [(Z(la())2 andrl 2{Z(la) +
+ 4]1/2} -
not possesstransformation-to-normality
properties
(3.6) [(Z(O-a))2 + 4]1/2} oftheequationa2
be thesolutions -
Comment
D. R. COX*
? 1987AmericanStatistical
Association
* D. R. Cox is Senior Research Fellow, Departmentof Mathematics, JournaloftheAmericanStatistical
Association
ImperialCollege, London SW7 2BZ, England. and Methods
March1987,Vol.82, No.397,Theory