Extreme-order-statistic tolerance interval 2026-10-14
The sample minimum and maximum enclose random population content given by the uniformized sample range. The exact failure probability for content at least is . For small , setting gives the displayed sample-size approximation at confidence . The positive solution is unique for , since decreases from one to zero. A tolerance interval concerns population content, rather than a confidence interval for a fixed parameter; the exact inequality should select the final integer size.
Past exam of the mathematics course of the University of Cambridge 2003 iii Paper 41 5 i Solution Created 2026-10-03 Updated 2026-10-14
For , the probability integral transform makes iid uniform on . Continuity of is enough; strict increase is unnecessary. Their extreme order statistics have joint densitychoose the observations giving the two extremes and put the remaining between them. Transform to and integrate from zero to . The uniformized sample range therefore hasEquivalently . For , the range is identically zero instead.
The exact failure probability isThus the exact integer sample size is the least making this quantity at most . For with , it tends to . This function decreases strictly from one to zero on positive , because its derivative is . For there is therefore exactly one positive solution ofThis gives the extreme-order-statistic tolerance interval sample-size ruleWhen is small, , so a useful first refinement is . This is an approximation, not an exact integer guarantee; use the preceding exact failure probability to check rounding and very stringent tail requirements. The interval here encloses population content, rather than estimating a fixed distribution parameter.