Tolerance limits for gamma distribution based on generalized fiducial method

This study proposes methods for constructing tolerance limits for the gamma distribution. The gamma distribution is found to be useful in many areas and the tolerance limits are often desirable in some monitoring and control problems. Existing inference methods either assume some parameters known or do not work well for one-sided tolerance limit case. In this study, the generalized fiducial method is used for constructing the tolerance limits for the gamma distribution. The proposed methods are assessed by a simulation study. An illustrative example demonstrates the inference methods.