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 -