One-sided tolerance intervals for the two-parameter double exponential distribution

Abstract

One-sided B-content tolerance intervals for the two-parameter double exponential distribution are considered. Monte Carlo tolerance factors along with estimates of their asymptotic standard deviations are presented. Smoothing the Monte Carlo results using least squares regression is investigated. Comparisons among the approximate, Monte Carlo and smoothed tolerance factors are also investigated.

Keywords:

• Double Exponential Distribution
• Monte Carlo Procedure
• Tolerance Interval
• Tolerance Factor