Sample-Sized Two-Sided Tolerance Interval Calculator for a Normal Distribution

Version 1.0

kevin_n_otto@yahoo.com

Please freely distribute and modify, but properly reference and maintain this contac

http://www.kevinotto.com/RSS/templates/Normal Distribution Tolerance S

How wide should your tolerance intervals be?
+- 3 sigma?
For 3-sigma reliability (99.7% in spec, or 3 out of 1000 out of spec), No!
If the sigma comes from a sample of data, you will not be assured future trials will be within your +- 3 sample sigmas with 3-sigma confidence.
It will be less!
Why? Because you are using a sample approximation.
Setting the +-K sigma limits based upon sample data is possible. K depends upon your desired confidence (percent of the normal distribution
within your tolerance limits), and the power (statistical assuredness given your sample size) that you wish to ensure that reliability to.
It also therefore depends upon how many samples you used to determine the sample average and std dev.
This spreadsheet calculates the required tolerance interval required to achieve a confidence target of being within the tolerance limits
to a confidence requirement (1-alpha), with a power level (1-beta), given a sample size used to calculate the normal distribution
statistics. This presumes the data is sampled from a normal distribution (you should apply a normality test to the data).
This is a much better approach than the poor practice of assuming the sample mean and std dev are the population mean and std dev
and then incorrectly using a z-score as a tolerance interval. A z-score is only appropriate for infinite sample sizes.
It is better than assuming a Z-sore, and subsequently applying a 1.5 sigma shift heuristic.
See (Howe, 1969) for a derivation, and http://www.6sigma.us/handbook/prc/section2/prc263.htm for a discussion.
Change any red input to determine the K-factor (set your tolerances at +-K sample sigmas).

CALCULATOR

This is a two-sided calculation only

99.9997% Confidence (1-alpha)

95.0% Power (1-beta)
14.00 sample size

Pr ( Pr ( x KsX x + Ks )1 )1

300.529 numerator
5.892 denominator
7.142 K-factor

K=

( n1 ) ( 1+ 1n ) z 2
2

2
1 ,n1

4.645 Using the normal distribution assumption (n -> infinity)

(Result is independent of beta, as Chi^2 -> n as n-> infinity.)

TABLE GENERATOR

Graph Data
(K vs1.00E+06
n) for Stated Levels of Confidence and Power
0.001
14 4.645046 4.645046
x

12
K: Tolerance
(or design m argin)

Tolerances vs
Sample Size
n
K
2
90.72
3
23.68
4
15.16
8
8.85
16
6.88
32
5.98
64
5.49
128
5.20
256
5.02
512
4.90
1024
4.82
2048
4.77

10
8
6
4
2
0
1

10

Sam ple Size n

100

K: Tol
(or design

4096
infty
Confidence
Power

4.73
4.65
100.0%
95.0%

6
4
2
0
1

10

Sam ple Size n

100

 2005 Kevin Otto

kevin_n_otto@yahoo.com

www.kevinotto.com

erence and maintain this contact information in the sheet.

Normal Distribution Tolerance Sample Size Calculator.xls

h 3-sigma confidence.

he normal distribution

)1

n as n-> infinity.)

ence and Power

100

1000

100

1000

Table of K-factors for various Reliability, Confidence, and Sample Sizes

kevin_n_otto@yahoo.com

2005 Kevin Otto

www.kevinotto.com

Please freely distribute and modify, but properly reference and maintain this contact information in the sheet.

Sample Size

Sample Size

Table of K-factors for various Reliability, Confidence, and Sample Sizes

Confidence
75%
80%
85%
90%
95%
99%
2
11.21
12.49
14.03
16.03
19.10
25.11
3
4.09
4.56
5.12
5.85
6.97
9.16
4
2.91
3.25
3.65
4.17
4.96
6.53
5
2.44
2.72
3.06
3.49
4.16
5.47
6
2.19
2.44
2.74
3.13
3.73
4.90
8
1.92
2.14
2.40
2.74
3.27
4.29
10
1.77
1.98
2.22
2.53
3.02
3.97
12
1.68
1.87
2.10
2.40
2.86
3.76
15
1.59
1.77
1.99
2.28
2.71
3.57
20
1.51
1.68
1.88
2.15
2.56
3.37
25
1.45
1.62
1.82
2.08
2.47
3.25
50
1.34
1.49
1.68
1.92
2.28
3.00
100
1.27
1.42
1.59
1.82
2.17
2.85
250
1.22
1.36
1.53
1.75
2.09
2.74
500
1.20
1.34
1.50
1.72
2.05
2.69
1000
1.19
1.32
1.48
1.69
2.02
2.65
infty
1.15
1.28
1.44
1.64
1.96
2.58
2
22.47
25.03
28.12
32.13
38.28
50.31
3
5.87
6.53
7.34
8.39
9.99
13.13
4
3.76
4.18
4.70
5.37
6.40
8.41
5
2.99
3.33
3.74
4.27
5.09
6.69
6
2.60
2.89
3.25
3.71
4.42
5.81
8
2.19
2.44
2.74
3.14
3.74
4.91
10
1.98
2.21
2.48
2.84
3.38
4.44
12
1.86
2.07
2.32
2.65
3.16
4.16
15
1.73
1.93
2.17
2.48
2.95
3.88
20
1.62
1.80
2.02
2.31
2.75
3.62
25
1.54
1.72
1.93
2.21
2.63
3.46
50
1.40
1.56
1.75
2.00
2.38
3.13
100
1.31
1.46
1.64
1.87
2.23
2.93
250
1.24
1.39
1.56
1.78
2.12
2.79
500
1.22
1.35
1.52
1.74
2.07
2.72
1000
1.20
1.33
1.50
1.71
2.04
2.68
infty
1.15
1.28
1.44
1.64
1.96
2.58
2
112.41
125.23
140.67
160.73
191.52
251.70
3
13.25
14.76
16.58
18.95
22.57
29.67
4
6.57
7.32
8.23
9.40
11.20
14.72
5
4.62
5.15
5.79
6.61
7.88
10.35
6
3.73
4.16
4.67
5.34
6.36
8.36
8
2.90
3.23
3.63
4.15
4.94
6.49
10
2.50
2.79
3.13
3.58
4.27
5.61
12
2.27
2.53
2.84
3.25
3.87
5.09
15
2.06
2.29
2.58
2.94
3.51
4.61
Sample Size

Power

of 99%

Power

of 95%

Power

of 90%

http://www.kevinotto.com/RSS/templates/Normal Distribution Tolerance Sample Size Calculator.xls

Sample Size

x
Power

20
25
50
100
250
500
1000
infty

1.86
1.74
1.51
1.38
1.29
1.24
1.21
1.15

2.07
1.94
1.68
1.54
1.43
1.38
1.35
1.28

2.33
2.18
1.89
1.73
1.61
1.56
1.52
1.44

2.66
2.49
2.16
1.98
1.84
1.78
1.74
1.64

3.17
2.97
2.58
2.36
2.19
2.12
2.07
1.96

4.16
3.91
3.39
3.10
2.88
2.78
2.72
2.58

Tables of Confidence and Reliability when using Six Sample Sigma Tolerances
kevin_n_otto@yahoo.com

Please freely distribute and modify, but properly reference and maintain this contact in

http://www.kevinotto.com/RSS/templates/Normal Distribution Tolerance Sam

Suppose you find a short term sample standard deviation, and place your tolerances at
six sample standard deviations, per the six sigma methodology.
How reliably will you produce at what level of confidence?
It will NOT always be a reliability of 3.4/million, since the sigma used to tolerance with was a sample sigma.
For example, for six sigma reliability (99.9997%) on the population with 95% power,
you must calculate the short term sigma from a sample size of at least 33.
These tables are generated using the formulas in the Calculator sheet.

Sample Size

Sample Size

Confidence Levels versus Sample Size and Power with Six Sample Sigma Tolerances
Power
90%
95%
99%
99.7%
99.9997%
2
46.2%
24.1%
4.9%
1.5%
0.0017%
3
90.8%
76.1%
39.8%
22.4%
0.76%
4
98.2%
93.4%
70.6%
51.5%
5.8%
5
99.5%
97.9%
86.5%
72.5%
15.7%
6
99.8%
99.2%
93.6%
84.8%
28.2%
8
99.8%
99.8%
98.3%
95.0%
52.5%
10
99.99%
99.95%
99.41%
98.13%
70.5%
12
99.996%
99.980%
99.761%
99.193%
82.0%
15
99.999%
99.993%
99.920%
99.719%
91.2%
20
99.9995%
99.9981%
99.9794%
99.928%
97.0%
23
99.9997%
99.9989%
99.9890%
99.962%
98.30%
25
99.9998%
99.9992%
99.9924%
99.974%
98.80%
33
99.99992%
99.9997%
99.9976%
99.992%
99.64%
50
99.99997%
99.99992%
99.9995%
99.9986%
99.94%
56
99.99998%
99.99994%
99.9997%
99.9991%
99.965%
76
99.99999%
99.99997%
99.9999%
99.9997%
99.990%
100 99.999994%
99.999986%
99.999940%
99.999860%
99.9968%
190 99.999998%
99.999996%
99.999987%
99.999974%
99.9997%
250 99.999998%
99.999997%
99.999992%
99.999985%
99.99985%
500 99.999999%
99.999999%
99.999997%
99.999996%
99.999975%
1000 99.9999994% 99.9999992% 99.9999987% 99.9999982% 99.9999934%
Power of being within tolerance when using six sample sigma tolerancing
Confidence
90%
95%
99%
99.7%
99.9997%
2
73.7%
68.9%
59.9%
54.5%
34.3%
3
90.5%
86.7%
78.2%
72.2%
45.0%
4
96.3%
94.0%
87.5%
82.1%
52.3%
5
98.6%
97.2%
92.7%
88.2%
57.9%
6
99.4%
98.7%
95.6%
92.1%
62.4%
8
99.9%
99.7%
98.4%
96.4%
69.4%
10
99.98%
99.93%
99.39%
98.29%
74.7%
12
99.997%
99.983%
99.768%
99.180%
78.7%
15
99.9998%
99.998%
99.944%
99.721%
83.4%

Sample Size

18
99.99998%
20 99.999997%
25 99.99999996%
27
35
50
100
150
191
250

99.9998%
99.99994%
99.999998%

99.986%
99.9945%
99.9994%
99.9998%
99.999994%
99.99999999%

99.904%
99.952%
99.992%
99.9958%
99.9997%
99.999998%

86.9%
88.7%
92.2%
93.2%
94.5%
98.5%
99.9%
99.997%
99.9997%
99.99999%

 2005 Kevin Otto

kevin_n_otto@yahoo.com

www.kevinotto.com

erence and maintain this contact information in the sheet.

Normal Distribution Tolerance Sample Size Calculator.xls

was a sample sigma.