Title :
Approximate 1-sided tolerance limits for future observations for the Rayleigh distribution, using regression
Author_Institution :
Dept. of Math., Towson State Univ., MD, USA
fDate :
12/1/1993 12:00:00 AM
Abstract :
Two types of tolerance limits are derived for future values of a response variable which has the Rayleigh distribution whose parameter depends on a set of fixed explanatory variables. The Fisher Scoring method is used to approximate maximum likelihood estimates of the regression parameters. Simulation results show the adequacy of the approximation. A real data-set illustrates the computations in finding the tolerance limits. The computations can be handled using software that allows matrix arithmetic and has a programming capability
Keywords :
engineering computing; probability; reliability; statistical analysis; Fisher Scoring method; Rayleigh distribution; approximation; matrix arithmetic; maximum likelihood; programming capability; regression; response variable; software; tolerance limits; Arithmetic; Art; Computational modeling; Earthquake engineering; Linear regression; Maximum likelihood estimation; Reliability theory; State estimation; Statistical distributions; Weibull distribution;
Journal_Title :
Reliability, IEEE Transactions on
