Abstract
Tolerance ranges have been constructed for the sample distribution F* and the quantiles of it xF * from series generated by the LNAR probability model. These are compared with nonparametric and parametric confidence ranges, which shows that the nonparametric ranges can be used only when the correlation in the initial series is slight, and otherwise one should use the parametric confidence ranges.
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Additional information
Translated from Izmeritel'naya Tekhnika, No. 1, pp. 51–54, January, 1994.
We are indebted to A. I. Lapshin and N. E. Shvede for useful discussions of the results and the metrological applications.
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Mikulinskaya, S.M., Rozhkov, V.A. & Rumyantseva, S.A. Confidence and tolerance ranges for distribution and quantile estimators derived from time series. Meas Tech 37, 90–95 (1994). https://doi.org/10.1007/BF01418916
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DOI: https://doi.org/10.1007/BF01418916