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7.2.5.3.Toleranceintervalsforanormaldistribution

7.ProductandProcessComparisons
7.2.Comparisonsbasedondatafromoneprocess
7.2.5.Whatintervalscontainafixedpercentageofthepopulationvalues?

7.2.5.3. Toleranceintervalsforanormal
distribution
Definitionof
atolerance
interval

Aconfidenceintervalcoversapopulationparameterwitha
statedconfidence,thatis,acertainproportionofthetime.
Thereisalsoawaytocoverafixedproportionofthe
populationwithastatedconfidence.Suchanintervalis
calledatoleranceinterval.Theendpointsofatolerance
intervalarecalledtolerancelimits.Anapplicationof
toleranceintervalstomanufacturinginvolvescomparing
specificationlimitsprescribedbytheclientwithtolerance
limitsthatcoveraspecifiedproportionofthepopulation.

Difference
between
confidence
andtolerance
intervals

Confidencelimitsarelimitswithinwhichweexpectagiven
populationparameter,suchasthemean,tolie.Statistical
tolerancelimitsarelimitswithinwhichweexpectastated
proportionofthepopulationtolie.Confidenceintervals
shrinktowardszeroasthesamplesizeincreases.Tolerance
intervalstendtowardsafixedvalueasthesamplesize
increases.

Notrelatedto
engineering
tolerances

Statisticaltoleranceintervalshaveaprobabilistic
interpretation.Engineeringtolerancesarespecifiedouter
limitsofacceptabilitywhichareusuallyprescribedbya
designengineeranddonotnecessarilyreflectacharacteristic
oftheactualmeasurements.

Threetypesof
tolerance
intervals

Threetypesofquestionscanbeaddressedbytolerance
intervals.Question(1)leadstoatwosidedinterval
questions(2)and(3)leadtoonesidedintervals.
1. Whatintervalwillcontainppercentofthepopulation
measurements?
2. Whatintervalguaranteesthatppercentofpopulation
measurementswillnotfallbelowalowerlimit?
3. Whatintervalguaranteesthatppercentofpopulation
measurementswillnotexceedanupperlimit?

Tolerance
intervalsfor
measurements
froma

Forthequestionsabove,thecorrespondingtolerance
intervalsaredefinedbylower(L)andupper(U)tolerance
limitswhicharecomputedfromaseriesofmeasurementsY1,
...,YN:

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normal
distribution

7.2.5.3.Toleranceintervalsforanormaldistribution

1.
2.
3.

wherethekfactorsaredeterminedsothattheintervalscover
atleastaproportionpofthepopulationwithconfidence, .
Calculationof
kfactorfora
twosided
tolerance
limitfora
normal
distribution

Ifthedataarefromanormallydistributedpopulation,an
approximatevalueforthefactorasafunctionofpand fora
twosidedtoleranceinterval(Howe,1969)is

where
isthecriticalvalueofthechisquare
distributionwithdegreesoffreedom,N1,thatisexceeded
withprobability and
isthecriticalvalueofthe
normaldistributionwhichisexceededwithprobability(1
p)/2.
Exampleof
calculation

Forexample,supposethatwetakeasampleofN=43silicon
wafersfromalotandmeasuretheirthicknessesinorderto
findtolerancelimitswithinwhichaproportionp=0.90of
thewafersinthelotfallwithprobability =0.99.

Useoftables
incalculating
twosided
tolerance
intervals

Valuesofthekfactorasafunctionofpand aretabulatedin
sometextbooks,suchasDixonandMassey(1969).Touse
thetablesinthishandbook,followthestepsoutlinedbelow:
1. Calculate =(1p)/2=0.05
2. Gotothetableofuppercriticalvaluesofthenormal
distributionandunderthecolumnlabeled0.05find
=1.645.
3. Gotothetableoflowercriticalvaluesofthechi
squaredistributionandunderthecolumnlabeled0.99
intherowlabeleddegreesoffreedom=42,find
=23.650.
4. Calculate

Thetolerancelimitsarethencomputedfromthesample
mean, ,andstandarddeviation,s,accordingtocase(1).
Important

Thenotationforthecriticalvalueofthechisquare

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7.2.5.3.Toleranceintervalsforanormaldistribution

note

distributioncanbeconfusing.Valuesastabulatedare,ina
sense,alreadysquaredwhereasthecriticalvalueforthe
normaldistributionmustbesquaredintheformulaabove.

Dataplot
commandsfor
calculating
thekfactor
foratwo
sided
tolerance
interval

TheDataplotcommandsare:
letn=43
letnu=n1
letp=.90
letg=.99
letg1=1g
letp1=(1+p)/2
letcg=chsppf(g1,nu)
letnp=norppf(p1)
letk=nu*(1+1/n)*np**2
letk2=(k/cg)**.5

andtheoutputis:
THECOMPUTEDVALUEOFTHECONSTANTK2=0.2217316E+01

Anothernote

ThenotationfortailprobabilitiesinDataplotistheconverse
ofthenotationusedinthishandbook.Therefore,inthe
exampleaboveitisnecessarytospecifythecriticalvaluefor
thechisquaredistribution,say,aschsppf(1.99,42)and
similarlyforthecriticalvalueforthenormaldistribution.

Direct
calculationof
tolerance
intervals
using
Dataplot

Dataplotalsohasanoptionforcalculatingtoleranceintervals
directlyfromthedata.Thecommandsforproducing
toleranceintervalsfromtwentyfivemeasurementsof
resistivityfromaqualitycontrolstudyataconfidencelevel
of99%are:
read100ohm.datcrwafermodayhminophum...
probetempyswdf
tolerancey

Automaticoutputisgivenforseverallevelsofcoverage,and
thetoleranceintervalfor90%coverageisshownbelowin
bold:
2SIDEDNORMALTOLERANCELIMITS:XBAR+K*S
NUMBEROFOBSERVATIONS=25
SAMPLEMEAN=97.069832
SAMPLESTANDARDDEVIATION=0.26798090E01
CONFIDENCE=99.%
COVERAGE(%)LOWERLIMITUPPERLIMIT
50.097.0424297.09724
75.097.0230897.11658
90.097.0029997.13667
95.096.9902097.14946
99.096.9652297.17445
99.996.9362597.20341

Calculation

Thecalculationofanapproximatekfactorforonesided

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foraone
sided
tolerance
intervalfora
normal
distribution

7.2.5.3.Toleranceintervalsforanormaldistribution

toleranceintervalscomesdirectlyfromthefollowingsetof
formulas(Natrella,1963):

where

isthecriticalvaluefromthenormaldistribution

thatisexceededwithprobability1pand
isthecritical
valuefromthenormaldistributionthatisexceededwith
probability1 .
Dataplot
commandsfor
calculating
thekfactor
foraone
sided
tolerance
interval

Fortheexampleabove,itmayalsobeofinterestto
guaranteewith0.99probability(or99%confidence)that
90%ofthewafershavethicknesseslessthananupper
tolerancelimit.Thisproblemfallsundercase(3),andthe
Dataplotcommandsforcalculatingthefactorfortheone
sidedtoleranceintervalare:
letn=43
letp=.90
letg=.99
letnu=n1
letzp=norppf(p)
letzg=norppf(g)
leta=1((zg**2)/(2*nu))
letb=zp**2(zg**2)/n
letk1=(zp+(zp**2a*b)**.5)/a

andtheoutputis:
THECOMPUTEDVALUEOFTHECONSTANTA=0.9355727E+00
THECOMPUTEDVALUEOFTHECONSTANTB=0.1516516E+01
THECOMPUTEDVALUEOFTHECONSTANTK1=0.1875189E+01

Theupper(onesided)tolerancelimitistherefore97.07+
1.8752*2.68=102.096.

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