Monte carlo estimation for guaranteed-coverage non-normal tolerance intervals

DOI10.1080/00949659508811634zbMath0842.62078OpenAlexW2067252561MaRDI QIDQ4869579

Huifen Chen, Bruce W. Schmeiser

Publication date: 26 March 1996

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL: http://www.lib.ncsu.edu/resolver/1840.4/5509

zbMATH Keywords

confidencereliabilitysample sizestochastic approximationgeometrical interpretationroot-finding problemunknown location and scaleMonte Carlo sampling algorithmknown shapeguaranteed-coverage tolerance factorsnon-normal continuous distributionsquantile-estimation problem

Mathematics Subject Classification ID

Parametric tolerance and confidence regions (62F25) Monte Carlo methods (65C05) Reliability and life testing (62N05) Probabilistic methods, stochastic differential equations (65C99)

Related Items (1)

Computation of the sample size and coverage for guaranteed-coverage nonnormal tolerance intervals

Uses Software

• Algorithm 727

Cites Work

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• Accelerated Stochastic Approximation
• Computing factors for exact two-sided tolerance limits for a normal distribution
• Tolerance limits - a review
• A bibliography of statistical tolerance regions
• Acceleration of Stochastic Approximation by Averaging
• A Scaled Stochastic Approximation Algorithm
• Algorithm 727: Quantile estimation using overlapping batch statistics
• A bibliography of statistical tolerance regions, II
• An Extension of the Robbins-Monro Procedure
• Asymptotic Distribution of Stochastic Approximation Procedures
• Effect of Non-Normality on Tolerance Limits Which Control Percentages in Both Tails of Normal Distribution
• A Stochastic Approximation Method
• Setting of Tolerance Limits When the Sample is Large
• Tolerance Limits for a Normal Distribution

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