One-Sided R-Reliable Intervals and Their Associated Confidences on the Sum of Two Continuous/Independent, Random Variables.
Abstract
The purpose of this proposal is to define and determine an R-reliable interval and its associated confidence on the sum of two continuous, independent, random variables with different scale parameters. The relationship between the confidence of the R-reliable interval on the sum and the confidences of the R-reliable intervals on the summand variables was also investigated. The confidence of the R-reliable interval on the sum was defined, and the largest order statistics were chosen which simplified the expression for the confidence of the R-reliable interval on the sum. The choice of the largest order statistics led to nonparametric results for the confidences of the R-reliable intervals on the summand variables. Exponential and folded normal continuous distributions were considered, and numerical values of the confidences associated with the R-reliable interval on the sum were obtained for selected sample sizes and selected ratios of the scale parameters. A distribution-free bound for the confidence of the R-reliable interval on the sum in terms of the confidence associated with the R-reliable intervals on the summand variables was obtained. The monotonicity of the confidence of the R-reliable interval on the sum was established for specific values of sample sizes. (Author)
Document Details
- Document Type
- Technical Report
- Publication Date
- Jun 01, 1984
- Accession Number
- ADA143387
Entities
People
- S. A. Patil
Organizations
- Tennessee Technological University