A tolerance interval (TI) is a statistical interval within which, with some confidence level, a specified sampled proportion of a population falls. "More specifically, a 100×p%/100×(1−α) tolerance interval provides limits within which at least a certain proportion (p) of the population falls with a given level of confidence (1−α)."[1] "A (p, 1−α) tolerance interval (TI) based on a sample is constructed so that it would include at least a proportion p of the sampled population with confidence 1−α; such a TI is usually referred to as p-content − (1−α) coverage TI."[2] "A (p, 1−α) upper tolerance limit (TL) is simply a 1−α upper confidence limit for the 100 p percentile of the population."[2]
^D. S. Young (2010), Book Reviews: "Statistical Tolerance Regions: Theory, Applications, and Computation", TECHNOMETRICS, FEBRUARY 2010, VOL. 52, NO. 1, pp.143-144.
^ abKrishnamoorthy, K. and Lian, Xiaodong(2011) 'Closed-form approximate tolerance intervals for some general linear models and comparison studies', Journal of Statistical Computation and Simulation, First published on: 13 June 2011 doi:10.1080/00949655.2010.545061
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A toleranceinterval (TI) is a statistical interval within which, with some confidence level, a specified sampled proportion of a population falls. "More...
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