Distribution-Free Tolerance Intervals for Stochastically Ordered Distributions

Abstract

Consider $k$ stochastically ordered distributions with $F_{(1)} \leqq\cdots\leqq F_{(k)}$. The present paper deals with distribution-free tolerance intervals for $F_{(j)}$ based on order statistics in samples of same size from each of the $k$ distributions. Two criteria are defined for determining such intervals. These two criteria are extensions of $\beta$-expectation tolerance intervals and $\beta$-content tolerance intervals with confidence coefficient $\gamma$ used in the single population literature. A tolerance interval for the lifetime distribution of a series system is considered as an example.