Computation of tolerance ellipses for bivariate and trivariate normal populations

DOI10.1080/00949655.2022.2076091OpenAlexW4283654168MaRDI QIDQ5055259

Frank Bretz, Seksan Kiatsupaibul, Wei Liu, Anthony J. Hayter

Publication date: 13 December 2022

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

Full work available at URL: https://doi.org/10.1080/00949655.2022.2076091

zbMATH Keywords

tolerance regionsmultivariate normal distributionMonte-Carlo simulation

Mathematics Subject Classification ID

Statistics (62-XX)

Uses Software

• AS 53
• tolerance
• StInt

Cites Work

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• A new chi-square approximation to the distribution of non-negative definite quadratic forms in non-central normal variables
• Central tolerance regions and reference regions for multivariate normal populations
• Approximate ellipsoidal tolerance regions for multivariate normal populations
• Approximation Theorems of Mathematical Statistics
• Statistical Tolerance Regions: Theory, Applications, and Computation
• Comparison of Approximation Methods for Computing Tolerance Factors for a Multivariate Normal Population
• Statistical Intervals
• Improved Tolerance Factors for Multivariate Normal Distributions
• Computing the distribution of quadratic forms in normal variables

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