Tolerance Interval for the Mixture Normal Distribution Based on Generalized Extreme Value Theory

Autor: Junjun Jiao, Ruijie Guan
Jazyk: angličtina
Rok vydání: 2024
Předmět:
Zdroj: Mathematics, Vol 12, Iss 7, p 1114 (2024)
Druh dokumentu: article
ISSN: 2227-7390
DOI: 10.3390/math12071114
Popis: For a common type of mixture distribution, namely the mixture normal distribution, existing methods for constructing its tolerance interval are unsatisfactory for cases of small sample size and large content. In this study, we propose a method to construct a tolerance interval for the mixture normal distribution based on the generalized extreme value theory. The proposed method is implemented on simulated as well as real-life datasets and its performance is compared with the existing methods.
Databáze: Directory of Open Access Journals
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