ToleranceFactor

版本 2.0.0.3 (898.7 KB) 作者: Viktor Witkovsky
Institute of Measurement Science SAS - ToleranceFactor computes the exact tolerance factor for the two-sided tolerance interval
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更新时间 2022/4/5

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ToleranceFactor computes the exact tolerance factor k for the two-sided (optionally for the one-sided) p-content and (1-alpha)-confidence tolerance interval TI = [Xmean - k * S, Xmean + k * S], where Xmean = mean(X), S = std(X), X = [X_1,...,X_n] is a random sample of size n from the distribution N(mu,sig2) with unknown mean mu and variance sig2.
The tolerance factor k is determined such that the tolerance intervals with the confidence (1-alpha) cover at least the fraction p ('coverage') of the distribution N(mu,sigma^2), i.e.
Prob[ Prob( Xmean - k * S < X < Xmean + k * S ) >= p ]= 1-alpha, for X ~ N(mu,sig2) which is independent with Xmean and S.
SYNTAX:
k = ToleranceFactor(n,coverage,confidence)
k = ToleranceFactor(n,coverage,confidence,m,nu,d2,options)
k = ToleranceFactor(n,coverage,confidence,[],[],[],options)
REFERENCES:
Krishnamoorthy K, Mathew T. (2009). Statistical Tolerance Regions: Theory, Applications, and Computation. John Wiley & Sons, Inc., Hoboken, New Jersey. ISBN: 978-0-470-38026-0, 512 pages.
Witkovsky V. On the exact two-sided tolerance intervals for univariate normal distribution and linear regression. Austrian Journal of Statistics 43(4), 2014, 279-92. http:// ajs.data-analysis.at/index.php/ajs/article/viewFile/vol43-4-6/35
ISO 16269-6:2013: Statistical interpretation of data - Part 6: Determination of statistical tolerance intervals. https://www.iso.org/standard/57191.html

引用格式

Viktor Witkovsky (2024). ToleranceFactor (https://www.mathworks.com/matlabcentral/fileexchange/24135-tolerancefactor), MATLAB Central File Exchange. 检索来源 .

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版本 已发布 发行说明
2.0.0.3

Corrected nctcdfVW and renaming of the ISO tables

2.0.0.2

Corrected parameter checking in ToleranceFactorGK

2.0.0.1

Institute of Measurement Science SAS included in Summary

2.0.0.0

ToleranceFactor ver. 2.0 of is polished for MATLAB 9.3 (R2017b)

1.4.0.0

ToleranceFactorGK uses adaptive Gauss-Kronod quadrature. Moreover, allows computing tolerance factor for simultaneou tolerance intervals, based on sample from m populations with common sample size n.

1.2.0.0

Speed

1.1.0.0

Fisrst revision, 2009-05-17

1.0.0.0