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Nonparametric tolerance intervals controlling percentages in both tails and simultaneous testing of quantiles

Research output: Contribution to journalArticlepeer-review

Abstract

The problem of constructing nonparametric equal-tailed tolerance
intervals is considered. A method for finding minimum sample size
required so that the rth order statistic and the largest rth order statistic
form a p-content (1 − α) coverage equal-tailed tolerance interval
is proposed. A simultaneous test for quantiles is also provided. Minimum
sample sizes that are required to construct equal-tailed TIs and
those to carry out hypothesis tests at a given nominal level are presented.
The methods are illustrated using data collected from a new
secure messaging system.
Original languageAmerican English
Number of pages10
JournalNonparametric tolerance intervals controlling percentages in both tails and simultaneous testing of quantiles
DOIs
StatePublished - Jun 2025
Externally publishedYes

Keywords

  • content level
  • coverage probability
  • equivalency of devices
  • order statistics
  • sampling inspection

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