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28 views

Some clear range and interval definitions

What is your or an offical (please provide link to citation) definition of range AND interval _? Or perhaps put in another way: what is the major important difference between the two terms _? In my ...
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0answers
23 views

Defining tolerance interval for choosing related representative records in R, Postgresql or Excel

I have a time series data for a hour with two minutes sampling frequency. I have a value that is a indicator of being outlier in this time-series data. I would like to extract those records that are ...
7
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2answers
216 views

Tolerance bound for a normalized variable

Based on a sample $(x_i) \sim_{\text{iid}} {\cal N}(\mu, \sigma^2)$, how can you get an exact or a well-approximated upper tolerance bound (i.e. an upper confidence bound of a quantile of the ...
3
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0answers
102 views

Tolerance interval for Deming regression

I am trying to derive (one-sided) tolerance intervals related to the Deming regression model: $$ x_i=x^*_i + \epsilon_i$$ $$ y_i = (\alpha+\beta x^*_i) + \epsilon'_i$$ where the $x^*_i$'s are ...
4
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1answer
247 views

What is the equivalent of a standard deviation when considering a least squares fit line?

I am calculating a tolerance interval following http://www.itl.nist.gov/div898/handbook/prc/section2/prc253.htm but this says to multiply the k value by the standard deviation of the sample. I have a ...
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0answers
71 views

How to I find out where the lower bounds of a tolerance interval crosses a given threshold?

Suppose I have some data: y<-c(10, 5, 2, 0, 2, 4, 9) x<-c(-3,-2, -1, 0, 1, 2, 3) And I want to fit a curve to the data and get a tolerance interval ...
4
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1answer
468 views

Prediction and Tolerance Intervals

I have a couple of questions for prediction and tolerance intervals. Let's agree on the definition of the tolerance intervals first: We are given a confidence level, say 90%, the percentage of the ...
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1answer
217 views

Prediction vs. tolerance interval

I want to predict a factor and also get an upper bound for my prediction. It seems that what I want is prediction interval. but prediction interval only specifies the bound for one next prediction not ...