蔡天文 Tony Cai 2014-10-10 6:17 PM

Probability Matching Tolerance Intervals for Distributions in Exponential Families

Abstract

Tolerance intervals are widely used in industrial applications. So far attention has been mainly focused on the construction of tolerance intervals for continuous distributions. In this paper we introduce a unified analytical approach to the construction of tolerance intervals for distributions, both discrete and continuous, in exponential families with quadratic variance functions. These tolerance intervals are shown to have desirable probability matching properties and outperform existing tolerance intervals in the literature.


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ABOUT THE AUTHOR

蔡天文 Tony Cai

宾夕法尼亚大学沃顿商学院Dorothy Silberberg 统计学讲席教授、应用数学及计算科学教授

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