TOLERANCE LIMITS
Name:
Type:
Purpose:
Generates normal and non-parameteric tolerance intervals.
Description:
Tolerance intervals calculate a confidence interval that
contains a fixed percentage (or proportion) of the data.
This is related to, but distinct from, the confidence interval
for the mean.
There are two numbers for the tolerance interval:
- The coverage probability is the fixed percentage of
the data to be covered.
- The confidence level.
Tolerance limits are given by
where
is the sample mean, s is the sample standard
deviation, and k is determined so that one can state with
(1- )%
confidence that at least
% of the
data fall within the given limits. The values for k, assuming
a normal distribution, have been numerically tabulated.
This is commonly stated as something like "a 95% confidence
interval for 90% coverage".
Dataplot computes the tolerance interval for three confidence
levels (90%, 95%, and 99%) and five coverage percentages
(50.0, 75.0, 90.0, 95.0, 99.9).
In addition, Dataplot computes non-parametric tolerance
intervals. These may be preferred if the data are not
adequately approximated by a normal distribution. In this
case, the tables have been developed based on the smallest
and largest data values in the sample.
Syntax 1:
Syntax 2:
Syntax 3:
Examples:
TOLERANCE LIMITS Y1
TOLERANCE LIMITS Y1 SUBSET TAG > 2
NORMAL TOLERANCE LIMITS Y1 SUBSET TAG > 2
NONPARAMETRIC TOLERANCE LIMITS Y1 SUBSET TAG > 2
Default:
Synonyms:
Related Commands:
Reference:
"Experimental Statistics: NBS Handbook 91", Natrella,
National Institute of Standards and Technology (formerly
National Bureau of Standards), October, 1966, pp. 2-13 - 2-15.
Applications:
Confirmatory Data Analysis
Implementation Date:
1998/12
2006/3: Allow only the normal or only the non-parametric
limits to be generated
Program:
SKIP 25
READ ZARR13.DAT Y
TOLERANCE LIMITS Y
The following output is generated:
**************************
** TOLERANCE LIMITS Y **
**************************
2-SIDED NORMAL TOLERANCE LIMITS: XBAR +- K*S
REFERENCE--CRC HANDBOOK, PAGES 32-35
REFERENCE--GARDINER AND HULL, TECHNOMETRICS, 1966, PAGES 115-122
NUMBER OF OBSERVATIONS = 195
SAMPLE MEAN = 9.2614620
SAMPLE STANDARD DEVIATION = .22788810E-01
CONFIDENCE = 90.%
COVERAGE (%) LOWER LIMIT UPPER LIMIT
50.0 9.244962 9.277963
75.0 9.233320 9.289604
90.0 9.221224 9.301701
95.0 9.213515 9.309409
99.0 9.198452 9.324472
99.9 9.180970 9.341954
CONFIDENCE = 95.%
COVERAGE (%) LOWER LIMIT UPPER LIMIT
50.0 9.244638 9.278286
75.0 9.232769 9.290155
90.0 9.220434 9.302490
95.0 9.212575 9.310349
99.0 9.197216 9.325708
99.9 9.179391 9.343534
CONFIDENCE = 99.%
COVERAGE (%) LOWER LIMIT UPPER LIMIT
50.0 9.244002 9.278922
75.0 9.231684 9.291241
90.0 9.218884 9.304041
95.0 9.210728 9.312197
99.0 9.194788 9.328136
99.9 9.176290 9.346635
----------------------------------------
2-SIDED DISTRIBUTION-FREE TOLERANCE LIMITS:
REFERENCE--WILKS, ANNALS, 1941, PAGE 92
REFERENCE--MOOD AND GRABLE, PAGES 416-417
INVOLVING X(3) = 9.207325 AND X(N-2) = 9.310506
CONFIDENCE (%) COVERAGE (%)
100.0 .5000000E+02
100.0 .7500000E+02
100.0 .9000000E+02
92.8 .9500000E+02
36.2 .9750000E+02
1.4 .9900000E+02
.0 .9950000E+02
.0 .9990000E+02
.0 .9995000E+02
.0 .9999000E+02
INVOLVING X(2) = 9.206343 AND X(N-1) = 9.320067
CONFIDENCE (%) COVERAGE (%)
100.0 .5000000E+02
100.0 .7500000E+02
100.0 .9000000E+02
98.9 .9500000E+02
72.0 .9750000E+02
13.3 .9900000E+02
1.7 .9950000E+02
.0 .9990000E+02
.0 .9995000E+02
.0 .9999000E+02
INVOLVING XMIN = 9.196848 AND XMAX = 9.327973
CONFIDENCE (%) COVERAGE (%)
100.0 .5000000E+02
100.0 .7500000E+02
100.0 .9000000E+02
99.9 .9500000E+02
95.7 .9750000E+02
58.2 .9900000E+02
25.5 .9950000E+02
1.7 .9990000E+02
.4 .9995000E+02
.0 .9999000E+02
Date created: 6/5/2001
Last updated: 4/17/2006
Please email comments on this WWW page to
alan.heckert@nist.gov.
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