Comparison of Approximation Methods for Computing Tolerance Factors for a Multivariate Normal Population

DOI10.2307/1270568zbMath1069.62531OpenAlexW2058442293MaRDI QIDQ4541381

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Publication date: 30 July 2002

Full work available at URL: https://doi.org/10.2307/1270568

zbMATH Keywords

Wishart distributionNoncentral chi-squared distributionChi-squared approximation

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Monte Carlo methods (65C05)

Related Items (8)

Tolerance regions in multivariate linear regression ⋮ Computation of tolerance ellipses for bivariate and trivariate normal populations ⋮ Computing discrete mixtures of continuous distributions: noncentral chisquare, noncentral \(t\) and the distribution of the square of the sample multiple correlation coefficient ⋮ Central tolerance regions and reference regions for multivariate normal populations ⋮ Tolerance Factors in Multiple and Multivariate Linear Regressions ⋮ Improved Tolerance Factors for Multivariate Normal Distributions ⋮ Matrix-variate Lindley distributions and its applications ⋮ Approximate ellipsoidal tolerance regions for multivariate normal populations

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