Tolerance intervals for discrete distributions in exponential families. (English) Zbl 1166.62015
Summary: Tolerance intervals are widely used in industrial applications. So far attention has been mainly focused on the construction of tolerance intervals for continuous distributions.
We introduce a unified analytical approach to the construction of tolerance intervals for discrete distributions in exponential families with quadratic variance functions. These tolerance intervals are shown to have desirable probability matching properties and outperform existing tolerance intervals in the literature.
We introduce a unified analytical approach to the construction of tolerance intervals for discrete distributions in exponential families with quadratic variance functions. These tolerance intervals are shown to have desirable probability matching properties and outperform existing tolerance intervals in the literature.
MSC:
62F25 | Parametric tolerance and confidence regions |
62P30 | Applications of statistics in engineering and industry; control charts |