Tolerance regions for random vectors and best linear predictors |
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Authors: | Mark J. Schervish |
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Affiliation: | Carnegie-Mellon University , Pittsburgh, PA, 15213 |
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Abstract: | In the case that vectors X and Y have a joint multivariate normal distribution, tolerance regions are found for the best linear predictor of Y using X if samples are used to estimate the regression coeffierante. Tolerance regions are also found for Y. In addition, simultaneous tolerance intervals for all linear functions of Y or of the best linear predictor of Y using X are found. |
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Keywords: | simultaneous tolerance intervals necessary sample size |
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