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One-Sided Distribution-Free Simultaneous-Prediction Limits for p Future Samples

Summary: Distribution-free one-sided prediction limits are derived for p additional samples based on a preliminary sample. The probability of all p additional samples meeting a criterion determined from the results of a preliminary sample is expressed in terms of the multivariate hypergeometric distribution function.

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  • Topics: Statistics
  • Keywords: Statistics,Distribution-free procedures,Prediction intervals,Multivariate analysis,Order statistics
  • Author: Chou, Youn-Min; Owen, D. B.
  • Journal: Journal of Quality Technology