BAYESIAN TOLERANCE INTERVALS FOR THE BALANCED ONE-WAY RANDOM EFFECTS MODEL WITH T-DISTRIBUTED MEASUREMENT ERRORS

被引：0

作者：

Hugo, Johan ^{[1
]}

van der Merwe, Abrie J. ^{[2
]}

机构：

[1] Nelson Mandela Metropolitan Univ, Dept Stat, POB 77000, ZA-6031 Port Elizabeth, South Africa

[2] Univ Free State, Dept Math Stat, ZA-9300 Bloemfontein, South Africa

来源：

SOUTH AFRICAN STATISTICAL JOURNAL | 2009年 / 43卷 / 02期

关键词：

Bayesian procedure; Gibbs sampling; t-distributed measurement errors; tolerance intervals; variance components;

D O I：

暂无

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

In this paper we consider the estimation of variance components in the one-way random effects model and consider the assessment of a manufacturing process's performance when a sample of parts produced by the process is measured with error. This estimation of the variance components when a non-standard variance components model is needed will be considered from a Bayesian point of view. Approximate posterior distributions will be obtained which can be used in the balanced case, but which can with relative ease, be converted also for use in the unbalanced case. In addition to point estimates, 95% credibility intervals as well as tolerance intervals will be provided.

引用

页码：219 / 268

页数：50

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