A procedure for approximate negative binomial tolerance intervals
In this article, we present a procedure for approximate negative binomial tolerance intervals. We utilize an approach that has been well-studied to approximate tolerance intervals for the binomial and Poisson settings, which is based on the confidence interval for the parameter in the respective distribution. A simulation study is performed to assess the coverage probabilities and expected widths of the tolerance intervals. The simulation study also compares eight different confidence interval approaches for the negative binomial proportions. We recommend using those in practice that perform the best based on our simulation results. The method is also illustrated using two real data examples.
confidence interval coverage probability expected width fiducial inference inverse sampling saddle-point approximation 62d05 62f25