β-Expectation and β-content tolerance intervals for dependent observations

P. M. Kulkarni, Debashis Kushary

Research output: Contribution to journalArticlepeer-review

4 Scopus citations

Abstract

Methods of constructing exact tolerance intervals (β-expectation and β-content) for independent observations are well known. For the case of dependent observations, obtaining exact results is not possible. In this article we provide an approximate method of constructing β- expectation tolerance intervals via a Taylor series expansion. Examples of independent observations are considered to compare the intervals constructed with those obtained by the exact method. For the case of non-stationary type processes we have proposed a method of constructing approximate β-content tolerance intervals. Once again an example is given to illustrate the results.

Original languageEnglish (US)
Pages (from-to)1043-1054
Number of pages12
JournalCommunications in Statistics - Theory and Methods
Volume20
Issue number3
DOIs
StatePublished - Jan 1 1991
Externally publishedYes

All Science Journal Classification (ASJC) codes

  • Statistics and Probability

Keywords

  • dependent observations
  • non-stationary
  • tolerance intervals
  • β-content
  • β-expectation

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