Simultaneous Two-Sided Tolerance Intervals for a Univariate Linear Regression Model

0535140 - ÚI 2021 US eng J - Journal Article
Chvosteková, Martina
Simultaneous Two-Sided Tolerance Intervals for a Univariate Linear Regression Model.
Communications in Statistics - Theory and Methods. Roč. 42, č. 7 (2013), s. 1145-1152. ISSN 0361-0926. E-ISSN 1532-415X
Keywords : calibration * Linear regression model * Simultaneous two-sided tolerance interval * Simultaneous tolerance factor
Impact factor: 0.289, year: 2013

In this article we deal with simultaneous two-sided tolerance intervals for a univariate linear regression model with independent normally distributed errors. We present a method for determining the intervals derived by the general confidence-set approach (GCSA), i.e. the intervals are constructed based on a specified confidence set for unknown parameters of the model. The confidence set used in the new method is formed based on a suggested hypothesis test about all parameters of the model. The simultaneous two-sided tolerance intervals determined by the presented method are found to be efficient and fast to compute based on a preliminary numerical comparison of all the existing methods based on GCSA.
Permanent Link: http://hdl.handle.net/11104/0313233