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Upper tolerance limit for the largest observation from censored samples
Authors:Yoshikazu Takada
Institution:Department of Mathematics, Faculty of Science, Kumamoto University, Kumamoto, Japan(860)

Research completed while at the University of Tsukuba.

Abstract:This paper deals with obtaining an upper tolerance limit for a largest observation X(n) in an ordered sample of size n from a continuous distribution where the first m observations X(1) < X(2) < … < X(m), l ≤ m < n, have been observed. A criterion of “goodness” of tolerance limit is developed, and a method is given to obtain the best tolerance limit. This method is applied to exponential and Pareto distributions.
Keywords:Tolerance limits  prediction interval  confidence limit  exponential distribution  Pareto distribution
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