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Monte Carlo estimation for guaranteed-coverage nonnormal tolerance intervals
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Source Winter Simulation Conference archive
Proceedings of the 25th conference on Winter simulation table of contents
Los Angeles, California, United States
Pages: 509 - 515  
Year of Publication: 1993
ISBN:0-7803-1381-X
Authors
Huifen Chen  School of Industrial Engineering, Purdue University, West Lafayette, Indiana
Bruce W. Schmeiser  School of Industrial Engineering, Purdue University, West Lafayette, Indiana
Sponsors
IEEE-CS : Computer Society
IEEE-SMCS : Systems, Man & Cybernetics Society
ACM: Association for Computing Machinery
ORSA : Operations Research Society of America
SIGSIM: ACM Special Interest Group on Simulation and Modeling
IIE : Institute of Industrial Engineers
SCS : Society for Computer Simulation
ASA : American Statistical Association
NIST : National Institue of Standards & Technology
TIMS/CSG :
Publisher
ACM  New York, NY, USA
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REFERENCES

Note: OCR errors may be found in this Reference List extracted from the full text article. ACM has opted to expose the complete List rather than only correct and linked references.

 
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Aitchison, J. and I. R. Dunsmore. 1975. Statistical Prediction Analysis. Cambridge: Cambridge University Press.
 
2
Andradottir, S. 1992. An empirical comparison of stochastic approximation methods for simulation optimization. In Proceedings of the First Industrial Engineering Research Conference, ed. G. Klutke, D. A. Mitta, B. O. Nnaji, and L. M. Seiford, 471- 475. Institute of Industrial Engineers, Chicago, Illinois.
 
3
Avramidis, A. N. 1993. Variance reduction techniques for simulation with applications to stochastic networks. Ph.D. Thesis, School of Industrial Engineering, Purdue University.
4
 
5
Eberhardt, R. K., R. W. Mee, and C. P. Reeve. 1989. Computing factors for exact two-sided tolerance limits for a normal distribution. Communications in Statistics-Simulation and Computation 18:397- 413.
 
6
Fabian, V. 1973. Asymptotically efficient stochastic approximation: the RM case. Annals of Slatislzcs 1:486-495.
 
7
Guenther, W. C. 1985. Two-sided distribution-free tolerance intervals and accompanying sample size problems. Journal of Quality Technology 17:40-43.
 
8
Guttman, I. 1970. Statistical Tolerance Regions: Classical and Bayesian. London: Charles Griffin and Co.
 
9
Hashem, S. and B. Schmeiser. 1993. Overlapping batch quantiles. A CM Transactions on Mathematical Software, forthcoming.
 
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Hill, I. D., R. Hill, and R. L. Holder. 1976. Algorithm AS 99. Fitting Johnson curves by moments. Applied Statistics 25:180-189.
 
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Johnson, N. L. 1949. Systems of frequency curves generated by methods of translation. Biometrika 36:149-176.
 
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Kesten, H. 1958. Accelerated stochastic approximation. Annals of Mathematical Statistics 29:41-59.
 
13
Lehmann, E. L. 1983. Theory of Point Estimation. New York: john Wiley.
 
14
Odeh, R. E. and D. B. Owen. 1980. Tables for Normal Tolerance Limits, Sampling Plans, and Screening. New York: Marcel Dekker, Inc.
 
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Robbins, H. and S. Monro. 1951. A stochastic approximation method. Annals of Mathematical Statzstzcs 22:400-407.
 
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Wald, A. 1942. Setting of tolerance limits when the sample is large. Annals of Mathematical Statistics 13:389-399.
 
19
Wald, A. and J. Wolfowitz. 1946. Toler~nce limits for a normal distribution. Annals of Mathematical Statistics 17:208-215.

Collaborative Colleagues:
Huifen Chen: colleagues
Bruce W. Schmeiser: colleagues