Journal
COMMUNICATIONS IN STATISTICS-THEORY AND METHODS
Volume 42, Issue 7, Pages 1145-1152Publisher
TAYLOR & FRANCIS INC
DOI: 10.1080/03610926.2012.724502
Keywords
Linear regression model; Simultaneous two-sided tolerance interval; Simultaneous tolerance factor
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Funding
- Ministry of Education, Youth and Sports of the Czech Republic [CZ.1.07/2.3.00/30.0041]
- Slovak Research and Development Agency (APVV) [0096-10/STATGUM]
- Scientific Grant Agency of the Slovak Republic (VEGA) [2/0038/12, 2/0043/13]
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In this article we deal with simultaneous two-sided tolerance intervals for a univariate linear regression model with independent normally distributed errors. We present a method for determining the intervals derived by the general confidence-set approach (GCSA), i.e. the intervals are constructed based on a specified confidence set for unknown parameters of the model. The confidence set used in the new method is formed based on a suggested hypothesis test about all parameters of the model. The simultaneous two-sided tolerance intervals determined by the presented method are found to be efficient and fast to compute based on a preliminary numerical comparison of all the existing methods based on GCSA.
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