Confidence estimation for tolerance intervals |
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Authors: | C Andy Tsao Yu-Ling Tseng |
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Institution: | (1) Department of Applied Mathematics, National Dong Hwa University, Hualien, Taiwan |
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Abstract: | The post-data performances of normal tolerance intervals are studied. Under a robust Bayesian predictive scheme, we establish
the ordering and bounds of the confidence estimators. It is found that the nominal confidence coefficient tends to be extreme
yet coincides with the limiting Bayes estimators in some scenarios. A remark on the choice of beta priors is also given. |
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Keywords: | Tolerance intervals Infinite exchangeability De Finetti’ s representation theorem Robust Bayesian analysis |
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