Optimum Tolerance Regions and Power When Sampling From Some Non-Normal Universes
Guttman, Irwin
Ann. Math. Statist., Tome 30 (1959) no. 4, p. 926-938 / Harvested from Project Euclid
We assume familiarity with the concepts defined in [1] and [2], where optimum $\beta$-expectation tolerance regions and their power functions were found for $k$-variate normal distributions. The method used is to reduce this problem to that of solving an equivalent hypothesis testing problem. It is the purpose of this paper to find optimum $\beta$-expectation tolerance regions for the single and double exponential distributions, and to exhibit the corresponding power functions. Let $X = (X_1, \cdots, X_n)$ be a random sample point in $n$ dimensions, where each $X_i$ is an independent observation, distributed by some continuous probability distribution function. It is often desirable to estimate on the basis of such a sample point a region, say $S(X_1, \cdots, X_n)$, which contains a given fraction $\beta$ of the parent distribution. We usually seek to estimate the center 100 $\beta$% of the distribution and/or one of the 100 $\beta$% tails of the parent distribution.
Publié le : 1959-12-14
Classification: 
@article{1177706076,
     author = {Guttman, Irwin},
     title = {Optimum Tolerance Regions and Power When Sampling From Some Non-Normal Universes},
     journal = {Ann. Math. Statist.},
     volume = {30},
     number = {4},
     year = {1959},
     pages = { 926-938},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1177706076}
}
Guttman, Irwin. Optimum Tolerance Regions and Power When Sampling From Some Non-Normal Universes. Ann. Math. Statist., Tome 30 (1959) no. 4, pp.  926-938. http://gdmltest.u-ga.fr/item/1177706076/