Title
Approximate two-sided tolerance interval for sample variances
Date Issued
02 January 2020
Access level
metadata only access
Resource Type
journal article
Author(s)
Yao Y.
Chakraborti S.
Epprecht E.K.
PUC-Rio
Publisher(s)
Taylor and Francis Inc.
Abstract
Tolerance limits for variances are useful in quality assessments when the focus is on the precision of a quality characteristic. Two-sided tolerance intervals (limits) provide insight into a process degradation as well as improvement, in terms of process variability. Sarmiento, Chakraborti, and Epprecht constructed the exact two-sided tolerance intervals for the population of sample variances, assuming normality of the data. The required tolerance factors cannot be expressed in a closed-form and their computation is complex, depending on the numerical solutions of a system of three nonlinear equations. Motivated by this, from a practical point of view, we consider a simpler, approximate tolerance interval based on the approximate tolerance interval for the gamma distribution, which uses the Wilson–Hilferty approximation. The required tolerance factors for the proposed interval are readily obtained using existing tables and software and therefore can be implemented more easily in practice. The performance of the proposed tolerance interval is compared with that of the exact interval in terms of accuracy and robustness in simulation studies. In addition, the tolerance intervals are illustrated with a dataset from a real application. A summary and some conclusions are offered. It is seen that the proposed approximate tolerance intervals are fairly accurate, reasonably robust and being much simpler to calculate, can be useful in practical applications.
Start page
10
End page
24
Volume
32
Issue
1
Language
English
OCDE Knowledge area
Estadísticas, Probabilidad Ingeniería industrial Matemáticas
Publication version
Version of Record
Scopus EID
2-s2.0-85070468673
Source
Quality Engineering
ISSN of the container
0898-2112
DOI of the container
10.1080/08982112.2019.1609687
Sponsor(s)
This work was financially supported in part by the Coordenação de Aperfeiçoamento de Pessoal de Nível Superior-Brazil (CAPES) - Finance Code 001 for the second author, and by the CNPq (Brazilian Council for Scientific and Technological Development) through project numbers 401523/2014-4 (for the third author) and 308677/2015-3 (for the fourth author).
Sources of information: Directorio de Producción Científica Scopus