Tolerance intervals for discrete distributions in exponential families

Tianwen Tony Cai; Hsiu-Ying Wang

Tolerance intervals for discrete distributions in exponential families

Tianwen Tony Cai, Hsiu-Ying Wang

統計學研究所

研究成果: Article › 同行評審

32 引文斯高帕斯（Scopus）

摘要

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 discrete distributions 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.

原文	English
頁（從 - 到）	905-923
頁數	19
期刊	Statistica Sinica
卷	19
發行號	3
出版狀態	Published - 1 7月 2009

其它文件與鏈接

Link to publication in Scopus

引用此

@article{65e39f10749c4d78ab4d508129f2bb06,

title = "Tolerance intervals for discrete distributions in exponential families",

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 discrete distributions 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.",

keywords = "Coverage probability, Edgeworth expansion, Exponential family, Probability matching, Tolerance interval",

author = "Cai, {Tianwen Tony} and Hsiu-Ying Wang",

year = "2009",

month = jul,

day = "1",

language = "English",

volume = "19",

pages = "905--923",

journal = "Statistica Sinica",

issn = "1017-0405",

publisher = "Institute of Statistical Science",

number = "3",

}

TY - JOUR

T1 - Tolerance intervals for discrete distributions in exponential families

AU - Cai, Tianwen Tony

AU - Wang, Hsiu-Ying

PY - 2009/7/1

Y1 - 2009/7/1

N2 - 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 discrete distributions 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.

AB - 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 discrete distributions 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.

KW - Coverage probability

KW - Edgeworth expansion

KW - Exponential family

KW - Probability matching

KW - Tolerance interval

UR - http://www.scopus.com/inward/record.url?scp=69449089994&partnerID=8YFLogxK

M3 - Article

AN - SCOPUS:69449089994

SN - 1017-0405

VL - 19

SP - 905

EP - 923

JO - Statistica Sinica

JF - Statistica Sinica

IS - 3

ER -

Tolerance intervals for discrete distributions in exponential families

摘要

其它文件與鏈接

指紋

引用此