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Influence Function on Tolerance Limit
Kim, Honggie,Lee, Yun Hee,Shin, Hee Sung,Lee, Sounki 한국통계학회 2003 Communications for statistical applications and me Vol.10 No.2
Under normality assumption, the tolerance interval for a future observation is sometimes of great interest in statistics. In this paper, we state the influence function on the standard deviation $\sigma$, and use it to derive the influence function on tolerance limits. Simulation study shows that the two influence functions perform very well.