Approximate ellipsoidal tolerance regions for multivariate normal populations

DOI10.1016/J.SPL.2014.11.001zbMath1364.62120OpenAlexW2056491547MaRDI QIDQ2343627

Malick Mbodj, Thomas Mathew

Publication date: 6 May 2015

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2014.11.001

zbMATH Keywords

Imhof's approximationlinear combination of non-central chi-squareLiu, Tang and Zhang approximationtolerance factor

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Parametric tolerance and confidence regions (62F25)

Related Items (3)

Computation of tolerance ellipses for bivariate and trivariate normal populations ⋮ Equal-tailed and shortest Bayesian tolerance intervals based on exponential k-records ⋮ A note on computing Bayesian tolerance intervals in exponential distribution based on $k$-record values

Cites Work

• Unnamed Item
• A new chi-square approximation to the distribution of non-negative definite quadratic forms in non-central normal variables
• Tolerance regions in multivariate linear regression
• Tolerance Factors in Multiple and Multivariate Linear Regressions
• Statistical Tolerance Regions: Theory, Applications, and Computation
• Comparison of Approximation Methods for Computing Tolerance Factors for a Multivariate Normal Population
• Improved Tolerance Factors for Multivariate Normal Distributions
• Computing the distribution of quadratic forms in normal variables

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