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Dataplot Vol 1 Auxiliary Chapter

TOLERANCE LIMITS

Name:
    TOLERANCE LIMITS
Type:
    Analysis Command
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:

    1. The coverage probability is the fixed percentage of the data to be covered.
    2. The confidence level.

    Tolerance limits are given by

      XBAR +/-  k*s

    where XBAR is the sample mean, s is the sample standard deviation, and k is determined so that one can state with (1-alpha)% confidence that at least phi% 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:
    TOLERANCE LIMITS <y>             <SUBSET/EXCEPT/FOR qualification>
    where <y> is the response variable,
    and where the <SUBSET/EXCEPT/FOR qualification> is optional.

    This syntax generates both the normal and the non-parametric tolerance limits.

Syntax 2:
    NORMAL TOLERANCE LIMITS <y>
                            <SUBSET/EXCEPT/FOR qualification>
    where <y> is the response variable,
    and where the <SUBSET/EXCEPT/FOR qualification> is optional.

    This syntax generates only the normal tolerance limits.

Syntax 3:
    NONPARAMETRIC TOLERANCE LIMITS <y>
                            <SUBSET/EXCEPT/FOR qualification>
    where <y> is the response variable,
    and where the <SUBSET/EXCEPT/FOR qualification> is optional.

    This syntax generates only the non-parametric tolerance limits.

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:
    None
Synonyms:
    None
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.