Improved Tolerance Factors for Multivariate Normal Distributions

DOI10.1080/03610910600591883zbMath1093.62055MaRDI 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

confidence; coverage probability; Wishart distribution; content; non-central chi-square approximation

Mathematics Subject Classification ID

62H10: Multivariate distribution of statistics

62H99: Multivariate analysis

62F25: Parametric tolerance and confidence regions

65C05: Monte Carlo methods

62Q05: Statistical tables

Related Items

Tolerance intervals for symmetric location-scale families based on uncensored or censored samples, Tolerance Factors in Multiple and Multivariate Linear Regressions

Cites Work

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• Tolerance regions for a multivariate normal population
• Approximations to noncentral distributions
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• 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