tolerance_intervals

Computes the double sided tolerance interval equivalent normal distribuion.

Specification

  • Alias: None

  • Arguments: None

Child Keywords:

Required/Optional

Description of Group

Dakota Keyword

Dakota Keyword Description

Optional

coverage

The coverage to be used for the calculation of the lower and upper ends of the interval covering the user supplied samples.

Optional

confidence_level

The confidence level to be used to determine the standard deviation of the equivalent normal distribution.

Description

The “tolerance_intervals” keyword is used to compute (i) the equivalent normal distribution, given response samples and a desired conficence level between 0 and 1, and (ii) the lower and upper ends of an inverval covering the samples, given a desired coverage between 0 and 1 [JR20].

Default Behavior

By default, coverage is set to 0.95 (95%) and confidence level is set to 0.90 (90%).

Expected Output

Dakota first analyzes the N response samples supplied by the user, and eliminates any sample with a NAN value, resulting in a final amount M <= N of samples to be actually used in the calculations. If M >= 2, then Dakota computes 6 values: the sample mean ‘mu’, the sample standard deviation ‘s’, the multiplicative factor ‘f’, the tolerance interval lower end ‘mu-f*s’, the tolerance interval upper end ‘mu+f*s’, and the standard deviation ‘s_equiv’ of the tolerance interval equivalent normal.

Examples

method
  sampling
    samples 5
    refinement_samples 4 3 3
    sample_type random
    tolerance_intervals
      coverage 0.96
      confidence_level 0.92
    seed = 31415