Talk: Multiple-use calibration for all future values: simultaneous or pointwise tolerance bands, or something else?

Date: Monday 09 June 2025, 2.00PM - 3.00PM
Location: Newcastle University
Teaching Room 2, 4th floor, Herschel Building, Newcastle University
Local Group Meeting
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Multiple-use calibration for future observations plays a valuable role in many fields, including health and medical research. Simultaneous tolerance bands (STBs) and simultaneous tolerance regions (STRs) can be used for this purpose. Motivated by a real-world example involving the estimation of gestational age using ultrasound measurements, this study focuses on the construction of exact STBs for polynomial regression and STRs for multivariate regression over any given covariate interval. We also develop weighted simultaneous tolerance regions (WSTRs), demonstrating that confidence sets based on WSTRs exactly satisfy the key property required for multiple-use calibration. Through the lens of WSTRs, we show that confidence sets based on pointwise tolerance regions do not guarantee this property.

 
Dr Yang Han
Senior Lecturer
Department of Mathematics
University of Manchester
 

Local Event Organiser: Hongsheng Dai
Local Group Secretary: Louis Aslett

 
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