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Abstract:
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For a random variable X, with c.d.f. F, the proportion of conformance for an interval (A,B) is F(B)-F(A). There are many practical applications, such as quality control and environmental monitoring, where confidence intervals for the proportion of conformance are needed. In this paper a method is presented for constructing approximate confidence intervals for the proportion of conformance for two distributions: the normal distribution with unknown mean and variance and the uniform distribution with unknown location and scale parameters. The method is very general and can easily be extended to other distributions. The approximate confidence intervals are constructed using Fiducial Generalized Pivotal Quantities. Performance of the one-sided limits is assessed using a simulation study. The asymptotic exactness of the confidence interval coverage will be discussed.
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