Comparison of One-Sided Tolerance Limits in Random Effects

• Activity Number: 376
• Type: Contributed
• Date/Time: Tuesday, August 6, 2013 : 10:30 AM to 12:20 PM
• Sponsor: Section on Statistical Computing
• Author(s): Jie Peng*+ and Kalimuthu Krishnamoorthy
• Companies: St. Ambrose University and University of Louisiana at Lafayette
• Keywords: Exceedance Probability ; Generalized Variable ; Graybill-Wang Approximation ; MOVER ; Satterthwaite Approximation ; Nested Model

Abstract

The problems of constructing one-sided tolerance limits in random effects model with balanced or unbalanced data, and in a two-way nested model are addressed. Several methods of constructing tolerance limits for the distribution of the observable random variable and for the distribution of unobservable random variable in one-way random model are considered. The merits of the tolerance limits are evaluated using Monte Carlo simulation. Our comparison studies indicate that the approximate tolerance limits based on the modified variance estimate recovery (MOVER) are quite satisfactory for all parameter and sample size configurations, and better than the existing approximate ones in some cases. Tolerance limits The procedures are illustrated using two examples.