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