Probability Matching Tolerance Intervals for Distributions in Exponential Families
Tony Cai and Hsiuying Wang
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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:
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