Bayesian tolerance regions with an application to linear mixed models
arxiv(2022)
摘要
We review and contrast frequentist and Bayesian definitions of tolerance regions. We give conditions under which for large samples a Bayesian region also has frequentist validity, and study the latter for smaller samples in a simulation study. We discuss a computational strategy for computing a Bayesian two-sided tolerance interval for a Gaussian future variable, and apply this to the case of possibly unbalanced linear mixed models. We illustrate the method on a quality control experiment from the pharmaceutical industry.
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关键词
bayesian tolerance regions,mixed models
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