Computation of tolerance ellipses for bivariate and trivariate normal populations
Computation of tolerance ellipses for bivariate and trivariate normal populations
We consider the computation of the critical constants c of a p-content (1−
Monte-Carlo simulation, Multivariate normal distribution, tolerance regions
3630-3638
Liu, Wei
b64150aa-d935-4209-804d-24c1b97e024a
Bretz, F.
51270819-e491-4a72-a410-679d86231e64
Hayter, A.J.
841aec34-bd38-42bb-974c-e3de4752ac38
Kiatsupaibul, S.
b072063d-4be1-4ca0-8d4f-27740f0fa651
22 November 2022
Liu, Wei
b64150aa-d935-4209-804d-24c1b97e024a
Bretz, F.
51270819-e491-4a72-a410-679d86231e64
Hayter, A.J.
841aec34-bd38-42bb-974c-e3de4752ac38
Kiatsupaibul, S.
b072063d-4be1-4ca0-8d4f-27740f0fa651
Liu, Wei, Bretz, F., Hayter, A.J. and Kiatsupaibul, S.
(2022)
Computation of tolerance ellipses for bivariate and trivariate normal populations.
Journal of Statistical Computation and Simulation, 92 (17), .
(doi:10.1080/00949655.2022.2076091).
Abstract
We consider the computation of the critical constants c of a p-content (1−
Text
pp5
- Accepted Manuscript
Text
00949655.2022
- Version of Record
More information
Accepted/In Press date: 7 May 2022
e-pub ahead of print date: 27 June 2022
Published date: 22 November 2022
Additional Information:
We thank the two anonymous referees for very helpful comments and suggestions.
Keywords:
Monte-Carlo simulation, Multivariate normal distribution, tolerance regions
Identifiers
Local EPrints ID: 457330
URI: http://eprints.soton.ac.uk/id/eprint/457330
ISSN: 0094-9655
PURE UUID: 1b85f8c2-dc0b-4411-bf45-48805cc543f3
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Date deposited: 01 Jun 2022 16:41
Last modified: 11 Sep 2025 04:02
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Contributors
Author:
F. Bretz
Author:
A.J. Hayter
Author:
S. Kiatsupaibul
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