βExpectation and β-content tolerance intervals for dependent observations |
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Authors: | PM Kulkarni Debashis Kushary |
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Institution: | Department of Mathematics and Statistics , University of South Alabama , Mobile, AL, 36688, U.S.A |
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Abstract: | Methods of constructing exact tolerance intervals (β-expectation and β-content) for independent observations are well known. For the case of dependent observations, obtaining exact results is not possible. In this article we provide an approximate method of constructing β-expectation tolerance intervals via a Taylor series expansion. Examples of independent observations are considered to compare the intervals constructed with those obtained by the exact method. For the case of non-stationary type processes we have proposed a method of constructing approximate β-content tolerance intervals. Once again an example is given to illustrate the results. |
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Keywords: | β-expectation β-content tolerance intervals dependent observations non-stationary |
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