A tolerance region is a map from the sample space of one statistical model to the event space of a second statistical model having the same parameter. This paper derives an optimum [beta]-expectation tolerance region for the multivariate regression model. A measure of power is proposed and...

Barndorff-Nielsen's formula (normed likelihood with constant-information metric) has been proffered as an approximate conditional distribution for the maximum-likelihood estimate, based on likelihood functions. Asymptotic justifications are available and the formula coincides with the...