Tolerance regions for a multivariate normal population

@article{Slotani1964ToleranceRF,
  title={Tolerance regions for a multivariate normal population},
  author={Mlnoru Slotani},
  journal={Annals of the Institute of Statistical Mathematics},
  year={1964},
  volume={16},
  pages={135-153}
}
  • Mlnoru Slotani
  • Published 1 December 1964
  • Mathematics
  • Annals of the Institute of Statistical Mathematics
A(S) represents the proportion of the population which R(S) includes for a particular sample S. This proportion varies from sample to sample. The requirement (3) for the tolerance region is to guarantee, with the confidence coefficient r, that the proportion A(S) is greater than or equal to a preassigned p. Since we are concerned with a normal population, i t is natural to consider, as R(S), the ellipsoidal region, because the equiprobability surface of the multivariate normal distribution (1… 
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