The American Statistician

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A Formula for Sample Size Required for Specified

Tolerance

D. V. Gokhale

To cite this article: D. V. Gokhale (1972) A Formula for Sample Size Required for Specified
Tolerance, The American Statistician, 26:5, 21-21

To link to this article: http://dx.doi.org/10.1080/00031305.1972.10478945

Published online: 12 Mar 2012.

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Download by: [Brown University Library] Date: 05 May 2016, At: 14:50
 A Formula for Sample Size Required for Specified Tolerance
D. V. GOKHALE*
University of California, Riverside
TABLE 1.
Suppose that we have a random sample of n observa-
COWPARISON OF APPROXIMATE AND EXACT VALUES OF n(a,w).
tions from a continuous distribution function F . Denote
by X ( l ) and X ( n )the smallcst and the largest of thc
observations and let W = F ( X ( , , ) - F ( X ( 1 ) ) . It is
well known that the distribution of W is independent
of F and, in fact, 0.75 0.75 10 10 3.25

0.9999 26926 26926 3.6925

P[W 2 w] = 1 - Z,(n - l , Z ) , (1)
where 0 < w < 1 and I z ( p , q ) is the incomplete Beta 0.8 0.75 11 ll 3.5

2994 3.993
function (see Wilks [4]). The practical use of (1) is 0.999 2994

that for a given w and a between 0 and 1, we can deter- 0.9 0.75 15 15 4.5
mine n = n ( a ,w) such that, with probability at least 3891 3888 9.887
0.999
a, the probability mass of F between X(l)and X(,,) will
be a t least w. There are four available methods for 0.95 0.75 18 18 5.25
Downloaded by [Brown University Library] at 14:51 05 May 2016

finding such an n ; (i) use tables of the incomplete 0.999 4747 4742 5.7U

Beta function [ Z ] to solve for smallest n satisfying

0.999 0.75 33 33 9.00
Z,(n - 1,Z) 5 1 - a, (2) 0.999 9236 9230 10.229

(ii) since I,(n - 1, 2) = wn-[n(l - w) + w], solve

for smallest n such that
(n - 1) In w + ln[n(l - w) + w] 5 l n ( 1 - a) (3) f ( n )= l n w + (1 - w)/[n(l - w) + w]. (6)
by trial and error, (iii) read n from the graphs preparcd Writing A(n) = n ( 1 - w) + w and substituting for
by Murphy [l] for a = 0.9, 0.95 and 0.99, and (iv) f(n) a t n = N from (6) in (5),
use Table I1 of Sommerville [3], where values of a are ln(1 - a) = ( N - 1) In w + In A ( N )
tabulated for n = 3(1)20(5)30(10)100 and w = 0.5,
0.75, 0.90, 0.95 and 0.99. Out of these the first two
+ (n - N)Clnw + (1 w)/A(N)] -

methods are rather cumbersome; the third is not avail- = In A ( N ) - In w + n p n w

able for other values of a and reading the graphs be-
comes difficult if w is close to unity and, in the fourth,
interpolation is necessary in most cases.
We give below a formula to find n ( a , w) which is
accurate for all practical purposes when a and w exceed
0.75. Let A = In [ l o (1 - a)] and let n(a,w) be the
smallest integer larger than
{A ln[w(l - a ) / A ] + A - w ] / ( 1 - w + A In w).
(4)
Some values of n(a,w) are given in Table 1. Letting
f ( n ) denote the L.H.S. of the expression (3), the
accuracy of n ( a , w) obtained from (4)can be checked
by verifying whether f[n(a,w)] 5 l n ( 1 - a) and
j[n(a,w) - 11 > ln(1 - a). The table shows the
excellent accuracy of (4)for low as well as high values
of w.
The formula (4)can be derived as follow: Let n be
such that f(n) = ln(1 - a) and let N be a trial value
for n. Treating n as continuous and expanding j ( n )
around n = N in Taylor series we get
ln(1 - a) = f ( n ) A j ( N ) + (n - N ) f ( N ) (5)
as an approximation. Now
Dept of Statistics, Univ. of California, Riverside, Calif.
92502.
+ (1 w)/A(N)] N ( 1 w ) / A ( N ) .
- - -
UsingthefactthatN(1 - w ) / A ( N ) = 1 - [w/A(N)]
and solving for n, we get
n = { A ( N )ln[w(l - a ) / A ( N ) ]
+ +
A ( N ) - w ) / ( l - w A ( N ) In w ) . (7)
Note that (7) depends on the trial value N only through
A ( N ). For n and w satisfying (3), (nbeing the smallest
such) , the function A (n)is found to be quite stable for
variations in w and fixed a. I n fact, it is well approxi-
mated by In [lo (1 - a)].Using this value for A ( N ) we
get (4).Having obtained n(a,w) from (4),one can use
(7) with A[n(a, w)] to obtain a better approximation.
This, however, is not necessary for usual values of
a and w.
The author wishes to thank the referee for his helpful
comments.
REFERENCES
1. Murphy, R. B., (1948), Non-parametric tolerance limits,
9 n n . Math. Statist.,Vd. 19, 581-588.
2. Pearson, K., (1934), Tables o j Incomplete Beta Function, Cam-
bridge University Press.
3. Somerville, P. N., (1958), Tables for Obtaining Kon-para-
metric Tolerance limits, Ann. Math. Statzst., Vol. 29, 599-
601.
4. Wilks, S. S., (1962), Mathematzull Statistics, John Wiley, pp.
334-335.

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