Social and Behavioral Sciences Commons^™

Tolerance Intervals For Time Series Models And Specifying Trimming/Winsorizing Cutoffs, Kedai Cheng

Theses and Dissertations--Statistics

Confidence intervals are used to capture a parameter of interest, usually a mean or a quantile, at a specified confidence level. Prediction intervals are another practical interval that aim at making sound predictions of future values with some confidence. Although these are useful inference tools, neither of them gives people a plausible range of the sampled population. Tolerance intervals are such an inference tool that captures a specified proportion of the sampled population at a predetermined confidence level. In this dissertation, tolerance intervals for an autoregressive process with order p are constructed. In addition, a method of utilizing tolerance interval …