Interval Estimates for Probabilities of Non-Perforation Derived From aGeneralized Pivotal Quantity

Report No. ARL-TR-3596
Authors: David W. Webb (ARL)
Date/Pages: September 2005; 40 pages
Abstract: A generalized pivotal quantity is developed that yields exact confidence intervals for the cumulative distribution function (CDF) at a specific value when the underlying distribution is assumed to be normal. This problem is similar to the development of a tolerance interval, and unsurprisingly, its solution involves the non-central ?t? distribution. Confidence bands for a normal CDF follow easily. Military applications include vulnerability and lethality assessment (e.g., interval estimation for the probability of non-perforation against homogeneous armored targets).
Distribution: Approved for public release
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Last Update / Reviewed: September 1, 2005