Specialty › Quality control

Tolerance interval

A tolerance interval covers at least a proportion P of the population with confidence γ, computed by the normal K-factor method and a distribution-free order-statistic method side by side.

What is Tolerance interval?

A confidence interval brackets a parameter (the mean); a tolerance interval brackets the population itself: 'with 95% confidence, at least 95% of all units fall between L and U'. That's the question spec-setting, acceptance, and reference-limit work actually ask. The normal method computes x̄ ± k·s where the K-factor accounts jointly for the uncertainty in x̄ and s (via the noncentral t / χ² distributions).

The nonparametric method uses extreme order statistics: the coverage of (x₍₁₎, x₍ₙ₎) follows a Beta distribution, so the achieved confidence depends only on n — no distribution assumed, but much larger samples are needed for the same tightness.

When should I use Tolerance interval?

  • Setting specification or acceptance limits from sample data.
  • Any '95/95' style requirement (common in pharma, defense, and engineering standards).

What data does it need?

One numeric column + coverage P + confidence γ + one- or two-sided.

What does it report?

Normal (K-factor) and nonparametric bounds, with a Shapiro-Wilk normality check advising which to trust.

What does it assume?

  • Normal method: data approximately normal — it is sensitive to tails, which is exactly where a tolerance interval lives.
  • Nonparametric method: only that observations are i.i.d.; with small n the stated confidence may be unattainable.

How do I interpret the result?

Wider than the naive x̄ ± 2s because it guarantees coverage with confidence. If normality is rejected, use the nonparametric bounds (or transform first).

See also

References

  • Krishnamoorthy & Mathew (2009). Statistical Tolerance Regions.
  • Young (2010). Estimating tolerance intervals. JSS 36.