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Computation of tolerance ellipses for bivariate and trivariate normal populations

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
0094-9655
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
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), 3630-3638. (doi:10.1080/00949655.2022.2076091).

Record type: Article

Abstract

We consider the computation of the critical constants c of a p-content (1−

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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
ORCID for Wei Liu: ORCID iD orcid.org/0000-0002-4719-0345

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Date deposited: 01 Jun 2022 16:41
Last modified: 11 Sep 2025 04:02

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Contributors

Author: Wei Liu ORCID iD
Author: F. Bretz
Author: A.J. Hayter
Author: S. Kiatsupaibul

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