Tolerance intervals in statistical software and robustness under model misspecification

DOI10.1186/s40488-021-00123-2zbMath1490.62083OpenAlexW3185457407MaRDI QIDQ2129243

Hon Keung Tony Ng, Kyung Serk Cho

Publication date: 22 April 2022

Published in: Journal of Statistical Distributions and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1186/s40488-021-00123-2

zbMATH Keywords

model selectionmaximum likelihoodmodel uncertaintyCauchy distribution

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Parametric tolerance and confidence regions (62F25)

Uses Software

• JMP
• R
• MINITAB
• NCSS
• SAS
• ismev
• tolerance
• Python
• StInt

Cites Work

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• Computational statistics with R
• Tolerance intervals for symmetric location-scale families based on uncensored or censored samples
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• Improved nonparametric tolerance intervals based on interpolated and extrapolated order statistics
• Tables of Tolerance-Limit Factors for Normal Distributions
• Statistical Tolerance Regions: Theory, Applications, and Computation
• Simple Approximate Distributional Results for Confidence and Tolerance Limits for the Weibull Distribution Based on Maximum Likelihood Estimators
• Construction of Tolerance Bounds for the Extreme-Value and Weibull Distributions
• One-Sided Tolerance Limits for a Logistic Distribution Based on Censored Samples
• Order Statistics
• Tests of Fit for the Laplace Distribution, with Applications
• Statistical Intervals
• Some Analytical Properties of Bivariate Extremal Distributions
• Two-Sided Tolerance Limits for Normal Populations, Some Improvements
• Sample Size for Tolerance Limits on a Normal Distribution
• Interval Estimation for the Two-Parameter Double Exponential Distribution
• Determination of Sample Sizes for Setting Tolerance Limits
• Statistical Prediction with Special Reference to the Problem of Tolerance Limits
• An Extension of Wilks' Method for Setting Tolerance Limits
• On Distribution-free Tolerance Limits in Random Sampling
• Tolerance Limits for a Normal Distribution
• An introduction to statistical modeling of extreme values

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