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Tolerance Interval


A tolerance interval is a statistical interval constructed to contain at least a specified proportion of a population with a specified confidence level. If F is the distribution function of a continuous distribution, a two-sided (p,1-alpha) tolerance interval [L,U] is designed so that

 P[F(U)-F(L)>=p]>=1-alpha.

The probability is over the randomness of the sample used to construct L and U.

A tolerance interval differs from a confidence interval, which estimates a population parameter, and from a prediction interval, which is designed to contain one or more future observations.


See also

Confidence Interval, Interval Estimation, Prediction Interval

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References

Hahn, G. J. and Meeker, W. Q. Statistical Intervals: A Guide for Practitioners. New York: Wiley, 1991.

Cite this as:

Weisstein, Eric W. "Tolerance Interval." From MathWorld--A Wolfram Resource. https://mathworld.wolfram.com/ToleranceInterval.html

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