A SIMPLE AND EXACT METHOD OF CONSTRUCTING TOLERANCE INTERVALS FOR THEONE-WAY ANOVA WITH RANDOM EFFECTS

This article gives a simple and exact method of constructing one-sided tolerance intervals for the case of one-way analysis of variance (ANO VA) with random effects when the variance ratio is known. Because the method developed does not involve any approximations and it retains th e maximum possible degrees of freedom, it is superior to any existing methods. Further, the method is applicable for both unbalanced and bal anced designs. When the variance ratio is unknown, we suggest an appro ximate unbiased estimator to be used. Simulations are conducted to ind icate the loss in precision with respect to the coverage and the confi dence. An example is given to illustrate the methodology.