Improved Tolerance Factors for Multivariate Normal Distributions

DOI10.1080/03610910600591883zbMath1093.62055OpenAlexW2009689414MaRDI QIDQ5481632

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Publication date: 10 August 2006

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610910600591883

zbMATH Keywords

confidencecoverage probabilityWishart distributioncontentnon-central chi-square approximation

Mathematics Subject Classification ID

Related Items (10)

A geometric approach for computing tolerance bounds for elastic functional data ⋮ Computation of tolerance ellipses for bivariate and trivariate normal populations ⋮ Regression Tolerance Intervals ⋮ Tolerance intervals for symmetric location-scale families based on uncensored or censored samples ⋮ Approximate tolerance intervals for nonparametric regression models ⋮ Central tolerance regions and reference regions for multivariate normal populations ⋮ Tolerance Factors in Multiple and Multivariate Linear Regressions ⋮ Modified Normal-based Approximation to the Percentiles of Linear Combination of Independent Random Variables with Applications ⋮ A note on computing Bayesian tolerance intervals in exponential distribution based on $k$-record values ⋮ Approximate ellipsoidal tolerance regions for multivariate normal populations

Cites Work

• Tolerance regions in multivariate linear regression
• Tolerance regions for a multivariate normal population
• Approximations to noncentral distributions
• Computing factors for exact two-sided tolerance limits for a normal distribution
• Tables of two-sided tolerance factors for a normal distribution
• Comparison of Approximation Methods for Computing Tolerance Factors for a Multivariate Normal Population
• Construction of $\beta$-Content Tolerance Regions at Confidence Level $\gamma$ for Large Samples from the $k$-Variate Normal Distribution
• Approximate and Asymptotic Distributions of Chi-Squared–Type Mixtures With Applications
• Unnamed Item

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