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

DOI10.1080/00949659508811634MaRDI QIDQ4869579zbMATH OpenOpenAlexFDO

Authors 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

confidencegeometrical interpretationguaranteed-coverage tolerance factorsknown shapeMonte Carlo sampling algorithmnon-normal continuous distributionsquantile-estimation problemreliabilityroot-finding problemsample sizestochastic approximationunknown location and scale

Mathematics Subject Classification ID

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

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• The probability distribution of tolerance intervals
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Cites work

• A bibliography of statistical tolerance regions
• A bibliography of statistical tolerance regions, II
• A Scaled Stochastic Approximation Algorithm
• A Stochastic Approximation Method
• Accelerated Stochastic Approximation
• Acceleration of Stochastic Approximation by Averaging
• Algorithm 727: Quantile estimation using overlapping batch statistics
• An Extension of the Robbins-Monro Procedure
• Asymptotic Distribution of Stochastic Approximation Procedures
• Computing factors for exact two-sided tolerance limits for a normal distribution
• Effect of Non-Normality on Tolerance Limits Which Control Percentages in Both Tails of Normal Distribution
• scientific article; zbMATH DE number 3826980 (Why is no real title available?)
• scientific article; zbMATH DE number 3700098 (Why is no real title available?)
• scientific article; zbMATH DE number 3366343 (Why is no real title available?)
• Setting of Tolerance Limits When the Sample is Large
• Tolerance limits - a review
• Tolerance Limits for a Normal Distribution

Cited in

(2)

• scientific article; zbMATH DE number 4036918 (Why is no real title available?)
• Computation of the sample size and coverage for guaranteed-coverage nonnormal tolerance intervals

Describes a project that uses

Uses Software

• Algorithm 727

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