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  4. 廣義容許區間之研究
 
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廣義容許區間之研究

Date Issued
2003-07-31
Date
2003-07-31
Author(s)
廖振鐸  
DOI
912118M002009
URI
http://ntur.lib.ntu.edu.tw//handle/246246/19833
Abstract
A tolerance interval procedure is derived from the concept of generalized pivotal quantities which is usually used to obtain confidence intervals in situations where standard procedures do not lead to useful solutions. We apply the generalized confidence intervals approach and propose a two-sided tolerance interval for the distribution 2 1 ( , ) q i i i Nθ hσ = Σ based on mutually independent statistics ˆθ , 2 1 S , 2 2 S , …, 2 q S where ˆθ is distributed with 2 1 ( , ) q i i i Nθ cσ = Σ , hi and ci are known constants, and i i2/ i2 n S σ are independent chi-squared random variables with ni df, for i=1,2,..,q. Some practical examples are given to illustrate the applications of the proposed procedure. A simulation study is conducted to evaluate its frequentist coverage probability. The results indicate that the proposed method may be recommended for use in practical applications. The procedure provided in this paper can be applied to tolerance interval questions arising in arbitrary normal balanced mixed linear model situations.
Subjects
chi-squared approximation
generalized P-values
generalized confidence
intervals
linear models
variance components
Publisher
臺北市:國立臺灣大學農藝學系暨研究所
Type
report
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912118M002009.pdf

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