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Monte Carlo estimation for guaranteed-coverage nonnormal tolerance intervals

Published: 01 December 1993 Publication History
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References

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Aitchison, J. and I. R. Dunsmore. 1975. Statistical Prediction Analysis. Cambridge: Cambridge University Press.
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Andradottir, S. 1992. An empirical comparison of stochastic approximation methods for simulation optimization. In Proceedings of the First Industrial Engineering Research Conference, ed. G. Klutke, D. A. Mitta, B. O. Nnaji, and L. M. Seiford, 471- 475. Institute of Industrial Engineers, Chicago, Illinois.
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Avramidis, A. N. 1993. Variance reduction techniques for simulation with applications to stochastic networks. Ph.D. Thesis, School of Industrial Engineering, Purdue University.
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Eberhardt, R. K., R. W. Mee, and C. P. Reeve. 1989. Computing factors for exact two-sided tolerance limits for a normal distribution. Communications in Statistics-Simulation and Computation 18:397- 413.
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Fabian, V. 1973. Asymptotically efficient stochastic approximation: the RM case. Annals of Slatislzcs 1:486-495.
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Guenther, W. C. 1985. Two-sided distribution-free tolerance intervals and accompanying sample size problems. Journal of Quality Technology 17:40-43.
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Guttman, I. 1970. Statistical Tolerance Regions: Classical and Bayesian. London: Charles Griffin and Co.
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Hashem, S. and B. Schmeiser. 1993. Overlapping batch quantiles. A CM Transactions on Mathematical Software, forthcoming.
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Lehmann, E. L. 1983. Theory of Point Estimation. New York: john Wiley.
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Odeh, R. E. and D. B. Owen. 1980. Tables for Normal Tolerance Limits, Sampling Plans, and Screening. New York: Marcel Dekker, Inc.
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Wald, A. 1942. Setting of tolerance limits when the sample is large. Annals of Mathematical Statistics 13:389-399.
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  • (1994)Retrospective approximation algorithms for stochastic root findingProceedings of the 26th conference on Winter simulation10.5555/193201.194031(255-261)Online publication date: 11-Dec-1994
  1. Monte Carlo estimation for guaranteed-coverage nonnormal tolerance intervals

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    cover image ACM Conferences
    WSC '93: Proceedings of the 25th conference on Winter simulation
    December 1993
    1429 pages
    ISBN:078031381X
    DOI:10.1145/256563
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    Published: 01 December 1993

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    WSC93: 1993 Winter Simulation Conference
    December 12 - 15, 1993
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    • (2016)Bayesian Variable Selection in a Large Vector Autoregression for Origin-Destination Traffic Flow ModellingSpatial Econometric Interaction Modelling10.1007/978-3-319-30196-9_10(199-223)Online publication date: 23-Jul-2016
    • (1994)Retrospective approximation algorithms for stochastic root findingProceedings of the 26th conference on Winter simulation10.5555/193201.194031(255-261)Online publication date: 11-Dec-1994

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