Mean-Tilted Intervals: Short Tolerance Intervals
Abstract
Intervals with the same probability content can have different endpoint placements and widths. This matters for tolerance inference, where a reported interval must also satisfy a repeated-sampling content-confidence statement. We develop mean-tilted intervals (MTIs), a fixed-content family indexed by retained-mean balance. The zero-tilt member is the mean-preserving interval (MPI) induced by the residual-product criterion of Pouplin et al.; nonzero tilts move through admissible contiguous windows, including distribution-specific central and shortest intervals. For tolerance inference, we introduce TCSP, a tolerance-calibrated shortest-path action. TCSP chooses the retained order-statistic count by distribution-free scan calibration and reports the shortest closed window at that count. This keeps the certified interval action separate from generalized-posterior endpoint summaries. We also study a calibrated MTI-ECM comparator that profiles fitted content and tilt over a prespecified grid and applies an independent Dirichlet-process content-probability check. In iid simulations at tolerance confidence 0.95, we compare TCSP, MTI-ECM, Young-Mathew interpolation, and Wilks intervals across feasible content-sample-size cells and eight continuous distributions. The study emphasizes skewed distributions, where placement matters most, and excludes cells where the sample range cannot support the requested two-sided distribution-free statement.
Related
BibTeX
@misc{leon2026meantilted,
title = {{Mean-Tilted Intervals: Short Tolerance Intervals}},
author = {Antonio De Leon and Raquel Prado and Bruno Sansó},
howpublished = {arXiv},
year = {2026},
month = aug,
doi = {10.48550/arxiv.2607.26098},
eprint = {2607.26098},
archivePrefix = {arXiv},
url = {https://arxiv.org/abs/2607.26098},
note = {CC BY 4.0},
}
RIS
TY - UNPB
TI - Mean-Tilted Intervals: Short Tolerance Intervals
AU - Antonio De Leon
AU - Raquel Prado
AU - Bruno Sansó
PY - 2026
DA - 2026/08/28
PB - arXiv
DO - 10.48550/arxiv.2607.26098
UR - https://arxiv.org/abs/2607.26098
AB - Intervals with the same probability content can have different endpoint placements and widths. This matters for tolerance inference, where a reported interval must also satisfy a repeated-sampling content-confidence statement. We develop mean-tilted intervals (MTIs), a fixed-content family indexed by retained-mean balance. The zero-tilt member is the mean-preserving interval (MPI) induced by the residual-product criterion of Pouplin et al.; nonzero tilts move through admissible contiguous windows, including distribution-specific central and shortest intervals. For tolerance inference, we introduce TCSP, a tolerance-calibrated shortest-path action. TCSP chooses the retained order-statistic count by distribution-free scan calibration and reports the shortest closed window at that count. This keeps the certified interval action separate from generalized-posterior endpoint summaries. We also study a calibrated MTI-ECM comparator that profiles fitted content and tilt over a prespecified grid and applies an independent Dirichlet-process content-probability check. In iid simulations at tolerance confidence 0.95, we compare TCSP, MTI-ECM, Young-Mathew interpolation, and Wilks intervals across feasible content-sample-size cells and eight continuous distributions. The study emphasizes skewed distributions, where placement matters most, and excludes cells where the sample range cannot support the requested two-sided distribution-free statement.
ER -