An Approximate Tolerance Interval for the Size-Biased Poisson-Lindley Random Variable

In this paper, an approximate tolerance interval is presented for the discrete size-biased Poisson-Lindley distribution. This approximate tolerance interval, is constructed based on large sample Wald confidence interval for the parameter of the size-biased Poisson-Lindley distribution. Then, coverage probabilities and expected widths of the proposed tolerance interval is considered. The results show that the coverage probabilities have a better performance for the small values of the parameter and are close to the nominal confidence level, and are conservative for the large values of the parameter. Finally, an applicable example is provided for illustrating approximate tolerance interval.