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 language | English (US) |
|---|---|
| Pages (from-to) | 1043-1054 |
| Number of pages | 12 |
| Journal | Communications in Statistics - Theory and Methods |
| Volume | 20 |
| Issue number | 3 |
| DOIs | |
| State | Published - Jan 1 1991 |
| Externally published | Yes |
All Science Journal Classification (ASJC) codes
- Statistics and Probability
Keywords
- dependent observations
- non-stationary
- tolerance intervals
- β-content
- β-expectation