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Activity Number: 402
Type: Contributed
Date/Time: Wednesday, August 6, 2008 : 10:30 AM to 12:20 PM
Sponsor: General Methodology
Abstract - #302592
Title: Normal-Based Methods for a Gamma Distribution: Prediction and Tolerance Intervals and Stress-Strength Reliability
Author(s): Shubhabrata Mukherjee*+ and K. Krishnamoorthy and Thomas Mathew
Companies: Virginia State University and University of Louisiana at Lafayette and University of Maryland, Baltimore County
Address: Department of Mathematics and Computer Science, Petersburg, VA, 23803,
Keywords: Tolerance Limits ; Coverage probability ; Survival probability ; Wilson-Hilferty approximation
Abstract:

In this article, we propose inferential procedures for a gamma distribution using the Wilson-Hilferty normal approximation. We propose normal based approaches for a gamma distribution (i) for constructing prediction limits, one-sided tolerance limits and tolerance intervals, (ii) for obtaining upper prediction limits for at least l of m observations from a gamma distribution at each of r locations, and (iii) for assessing the reliability of a stress-strength model involving two independent gamma random variables. For each problem, a normal based approximate procedure is outlined, and its applicability and validity for a gamma distribution are studied using Monte Carlo simulation. Our investigation shows that the approximate procedures are very satisfactory for all of the above problems. For each of the problems considered, the results are illustrated using practical examples.


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