Outlier-Resistant Tolerance Intervals for Exponential Distributions

SYNOPTIC ABSTRACT

We consider the effect of a possible outlier observation on tolerance intervals. It is shown that the most stable β-content γ-level tolerance interval, and the minimax most-stringent β-expectation tolerance interval, are adversely affected if an outlier is present. We suggest alternative tolerance intervals. The performance of these alternative tolerance intervals is studied.

Key Words and Phrases:

• exponential distribution
• tolerance intervals
• outliers
• premium-protection