A unified method for constructing expectation tolerance intervals

被引:0
作者
Christopher S. Withers
Saralees Nadarajah
机构
[1] Industrial Research Limited,Applied Mathematics Group
[2] University of Manchester,School of Mathematics
来源
Statistical Papers | 2014年 / 55卷
关键词
Expectation tolerance intervals; Location-scale families; Simulation;
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中图分类号
学科分类号
摘要
Given a random sample of size n\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$n$$\end{document} with mean X¯\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\overline{X} $$\end{document} and standard deviation s\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$s$$\end{document} from a symmetric distribution F(x;μ,σ)=F0((x-μ)/σ)\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$F(x; \mu , \sigma ) = F_{0} (( x- \mu ) / \sigma ) $$\end{document} with F0\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$F_0$$\end{document} known, and X∼F(x;μ,σ)\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$X \sim F(x;\; \mu , \sigma )$$\end{document} independent of the sample, we show how to construct an expansion an′=∑i=0∞cin-i\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$ a_n^{\prime } = \sum _{i=0}^\infty \ c_i \ n^{-i} $$\end{document} such that X¯-san′<X<X¯+san′\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\overline{X} - s a_n^{\prime } < X < \overline{X} + s a_n^{\prime } $$\end{document} with a given probability β\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\beta $$\end{document}. The practical value of this result is illustrated by simulation and using a real data set.
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页码:951 / 965
页数:14
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