Probability Matching Tolerance Intervals for Distributions in Exponential FamiliesTony Cai and Hsiuying Wang
Probability Matching Tolerance Intervals for Distributions in Exponential FamiliesTony Cai and Hsiuying Wang
- 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.
- Paper: pdf file.
- Other related papers:
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