Effect of model choice and sample size on statistical tolerance limits. [LMFBR]

Statistical tolerance limits are estimates of large (or small) quantiles of a distribution, quantities which are very sensitive to the shape of the tail of the distribution. The exact nature of this tail behavior cannot be ascertained brom small samples, so statistical tolerance limits are frequently computed using a statistical model chosen on the basis of theoretical considerations or prior experience with similar populations. This report illustrates the effects of such choices on the computations.