Distribution-free hyperrectangular tolerance regions for setting multivariate reference regions in laboratory...

Reference regions are important in laboratory medicine to interpret the test results of patients, and usually given by tolerance regions. Tolerance regions of $p\hspace{0.17em}(\ge 2)$ dimensions are highly desirable when the test results contains $p$ outcome measures. Nonparametric hyperrectangular tolerance regions are attractive in real problems due to their robustness with respect to the underlying distribution of the measurements and ease of intepretation, and methods to construct them have been recently provided by Young and Mathew [Stat Methods Med Res. 2020;29:3569-3585]. However, their validity is supported by a simulation study only. In this paper, nonparametric hyperrectangular tolerance regions are constructed by using Tukey's [Ann Math Stat. 1947;18:529-539; Ann Math Stat. 1948;19:30-39] elegant results of equivalence blocks. The validity of these new tolerance regions is proven mathematically in [Ann Math Stat. 1947;18:529-539; Ann Math Stat. 1948;19:30-39] under the only assumption that the underlying distribution of the measurements is continuous. The methodology is applied to analyze the kidney function problem considered in Young and Mathew [Stat Methods Med Res. 2020;29:3569-3585].