The problem of obtaining prediction intervals for the Rayleigh distribution is considered. Classical (frequentist) prediction intervals are obtained by construction of a pivotal quantity that has a beta distribution. The proposed intervals are compared to highest posterior density prediction intervals in the literature. The problem of minimum sample size determination is addressed for measuring the variability of the coverage of the beta-expectation tolerance intervals. Tables for determination of sample size are provided.
机构:Univ of Texas at San Antonio, Div of, Mathematics, Computer Science &, Systems Design, San Antonio, TX, USA, Univ of Texas at San Antonio, Div of Mathematics, Computer Science & Systems Design, San Antoni
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UNIV WESTERN ONTARIO,DEPT STAT & ACTUARIAL SCI,LONDON N6A 5B7,ONTARIO,CANADAUNIV WESTERN ONTARIO,DEPT STAT & ACTUARIAL SCI,LONDON N6A 5B7,ONTARIO,CANADA
KHAN, S
HAQ, MS
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UNIV WESTERN ONTARIO,DEPT STAT & ACTUARIAL SCI,LONDON N6A 5B7,ONTARIO,CANADAUNIV WESTERN ONTARIO,DEPT STAT & ACTUARIAL SCI,LONDON N6A 5B7,ONTARIO,CANADA