TY - JOUR

T1 - Approximate two-sided tolerance interval for sample variances

AU - Yao, Yuhui

AU - Cornejo Sarmiento, Martín Guillermo

AU - Chakraborti, Subhabrata

AU - Kahn Epprecht, Eugenio

N1 - Publisher Copyright:
© 2019, © 2019 Taylor & Francis Group, LLC.

PY - 2020/1/2

Y1 - 2020/1/2

N2 - 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.

AB - 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.

KW - Wilson–Hilferty approximation

KW - chi-square distribution

KW - gamma distribution

KW - normal distribution

KW - sample variance

KW - two-sided tolerance interval and limits

UR - http://www.scopus.com/inward/record.url?scp=85070468673&partnerID=8YFLogxK

UR - https://www.mendeley.com/catalogue/6365830d-13a3-356d-a83b-279449e5d5f5/

U2 - 10.1080/08982112.2019.1609687

DO - 10.1080/08982112.2019.1609687

M3 - Artículo (Contribución a Revista)

SN - 1532-4222

VL - 32

SP - 10

EP - 24

JO - Quality Engineering

JF - Quality Engineering

IS - 1

ER -