Accession Number : AD0721232

Title :   A Method of Approximating Percentile Points of Highly Skewed, Two Parameter Beta Distributions.

Descriptive Note : Master's thesis,

Corporate Author : NAVAL POSTGRADUATE SCHOOL MONTEREY CALIF

Personal Author(s) : Boyd,Thornton

Report Date : MAR 1971

Pagination or Media Count : 24

Abstract : An approximation formula is derived which provides a simplified and efficient method of calculating the alpha th percentile point of a two parameter beta function when the two parameters are known. A specific application is presented by using the formula to compute the lower 100(1-alpha)% Bayesian confidence limit for the reliability of a component when the prior distribution of that reliability is known to be beta with parameters a' and b'. The posterior distribution is then determined by mission testing n items and recording the number of successes, s. This distribution is known to be beta with parameters a and b, where a = a' + s and b = b' + n - s. Therefore, the formula can be utilized to determine the alpha th percentile point of this posterior distribution which by definition is the lower 100(1-alpha)% confidence limit for the reliability of the component. (Author)

Descriptors :   (*STATISTICAL DISTRIBUTIONS, APPROXIMATION(MATHEMATICS)), (*RELIABILITY, STATISTICAL DISTRIBUTIONS), CONFIDENCE LIMITS, NUMERICAL ANALYSIS, THESES

Subject Categories : Statistics and Probability
      Mfg & Industrial Eng & Control of Product Sys

Distribution Statement : APPROVED FOR PUBLIC RELEASE