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Tolerance Intervals for Variance Component Models Using Bayesian Simulation

Summary: This article presents a simulation-based approach for determining Bayesian tolerance intervals in variance component models. The approach handles different kinds of tolerance intervals in a straightforward fashion and is easily tailored to particular applications. It utilizes a computer-generated sample from the joint posterior distribution of the mean and variance parameters to construct a sample from other relevant posterior distributions. An aircraft manufacturing example illustrates important features of the method, including the use of informative and noninformative priors and relationships with frequentist methodologies.

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  • Topics:
  • Keywords: Measurement error,Statistical methods,Likelihood methods,Random effects
  • Author: Wolfinger, Russell D.
  • Journal: Journal of Quality Technology