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multiple-use confidence interval; simultaneous two-sided tolerance interval
Numerical results for a simple linear regression indicate that the non-simultaneous two-sided tolerance intervals nearly satisfy the condition of multiple-use confidence intervals, see Lee and Mathew (2002), but the numerical computation of the limits of the multiple-use confidence intervals is needed. We modified the Lieberman–Miller method (1963) for computing the simultaneous two-sided tolerance intervals in a simple linear regression with independent normally distributed errors. The suggested tolerance intervals are the narrowest of all the known simultaneous two-sided tolerance intervals. The computation of the multiple-use confidence intervals based on the new simultaneous two-sided tolerance intervals is simple and fast.
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