Two-sided Tolerance Intervals in a Simple Linear Regression
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...