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- Computing statistical tolerance intervals in JMP

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Nov 1, 2016 7:34 AM
(2186 views)

Hi,

I am looking into the calculation of one-sided tolerance intervals. Searching the documentation, I found the following paragraph:

Now, please correct me if I am wrong, but as I understand it:

**s**is the standard deviation of the data samples- is the sample mean
**n**is the number of samples**1-α**is the confidence**t**is the noncentral t inverse cumulative distribution function- and finally is the inverse cumulative normal distribution

The reason I am asking is that I am having difficulties recreating the tolerance interval calculated by this method in matlab. Please let me know if there is something here that I got wtong. Thank you.

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Nov 3, 2016 6:32 AM
(2983 views)

Solution

It looks like you have it correct; for the one-sided case, g' can be calculated exactly (as shown in the documentation). For the two sided case, however, a variety of approximations are available and some are better than others. But, be warned, it is not the case that two one-sided tolerance intervals (lower and upper, respectively, each at 1-alpha/2 confidence) gives the same interval as a two-sided tolerance interval at 1-alpha confidence.

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Nov 3, 2016 6:32 AM
(2984 views)