Academic Journal
Tolerance intervals in statistical software and robustness under model misspecification
| Τίτλος: | Tolerance intervals in statistical software and robustness under model misspecification |
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| Συγγραφείς: | Kyung Serk Cho, Hon Keung Tony Ng |
| Πηγή: | Journal of Statistical Distributions and Applications. 8 |
| Στοιχεία εκδότη: | Springer Science and Business Media LLC, 2021. |
| Έτος έκδοσης: | 2021 |
| Θεματικοί όροι: | Statistical tolerance regions, Tolerance (Engineering)--Statistical methods, 13. Climate action, 0211 other engineering and technologies, Observed confidence levels (Statistics), 02 engineering and technology, 0101 mathematics, 01 natural sciences |
| Περιγραφή: | A tolerance interval is a statistical interval that covers at least 100ρ%of the population of interest with a 100(1−α)%confidence, whereρandαare pre-specified values in (0, 1). In many scientific fields, such as pharmaceutical sciences, manufacturing processes, clinical sciences, and environmental sciences, tolerance intervals are used for statistical inference and quality control. Despite the usefulness of tolerance intervals, the procedures to compute tolerance intervals are not commonly implemented in statistical software packages. This paper aims to provide a comparative study of the computational procedures for tolerance intervals in some commonly used statistical software packages including JMP, Minitab, NCSS, Python, R, and SAS. On the other hand, we also investigate the effect of misspecifying the underlying probability model on the performance of tolerance intervals. We study the performance of tolerance intervals when the assumed distribution is the same as the true underlying distribution and when the assumed distribution is different from the true distribution via a Monte Carlo simulation study. We also propose a robust model selection approach to obtain tolerance intervals that are relatively insensitive to the model misspecification. We show that the proposed robust model selection approach performs well when the underlying distribution is unknown but candidate distributions are available. |
| Τύπος εγγράφου: | Article Other literature type |
| Γλώσσα: | English |
| ISSN: | 2195-5832 |
| DOI: | 10.1186/s40488-021-00123-2 |
| DOI: | 10.7916/qn3a-yr07 |
| Σύνδεσμος πρόσβασης: | https://jsdajournal.springeropen.com/track/pdf/10.1186/s40488-021-00123-2 https://jsdajournal.springeropen.com/articles/10.1186/s40488-021-00123-2 https://link.springer.com/content/pdf/10.1186/s40488-021-00123-2.pdf |
| Rights: | CC BY |
| Αριθμός Καταχώρησης: | edsair.doi.dedup.....662fb4b05da3c624a5ff2724ac2fa03d |
| Βάση Δεδομένων: | OpenAIRE |
| ISSN: | 21955832 |
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| DOI: | 10.1186/s40488-021-00123-2 |