EnvStats (version 2.3.1)

tolIntNparCoverage: Coverage for Nonparametric Tolerance Interval for Continuous Distribution

Description

Compute the coverage associated with a nonparametric tolerance interval for a continuous distribution given the sample size, confidence level, coverage type (\(\beta\)-content versus \(\beta\)-expectation), and ranks of the order statistics used for the interval.

Usage

tolIntNparCoverage(n, conf.level = 0.95, cov.type = "content", 
    ltl.rank = ifelse(ti.type == "upper", 0, 1), 
    n.plus.one.minus.utl.rank = ifelse(ti.type == "lower", 0, 1), 
    ti.type = "two.sided")

Arguments

n

vector of positive integers specifying the sample sizes. Missing (NA), undefined (NaN), and infinite (Inf, -Inf) values are not allowed.

conf.level

numeric vector of values between 0 and 1 indicating the confidence level of the tolerance interval.

cov.type

character string specifying the coverage type for the tolerance interval. The possible values are "content" (\(\beta\)-content; the default), and "expectation" (\(\beta\)-expectation).

ltl.rank

vector of positive integers indicating the rank of the order statistic to use for the lower bound of the tolerance interval. If ti.type="two-sided" or ti.type="lower", the default value is ltl.rank=1 (implying the minimum value of x is used as the lower bound of the tolerance interval). If ti.type="upper", this argument is set equal to 0.

n.plus.one.minus.utl.rank

vector of positive integers related to the rank of the order statistic to use for the upper bound of the tolerance interval. A value of n.plus.one.minus.utl.rank=1 (the default) means use the first largest value, and in general a value of n.plus.one.minus.utl.rank=\(i\) means use the \(i\)'th largest value. If ti.type="lower", this argument is set equal to 0.

ti.type

character string indicating what kind of tolerance interval to compute. The possible values are "two-sided" (the default), "lower", and "upper".

Value

vector of values between 0 and 1 indicating the coverage associated with the specified nonparametric tolerance interval.

Details

If the arguments n, conf.level, ltl.rank, and n.plus.one.minus.utl.rank are not all the same length, they are replicated to be the same length as the length of the longest argument.

The help file for tolIntNpar explains how nonparametric \(\beta\)-content tolerance intervals are constructed and how the coverage associated with the tolerance interval is computed based on specified values for the sample size, the confidence level, and the ranks of the order statistics used for the bounds of the tolerance interval.

References

See the help file for tolIntNpar.

See Also

tolIntNpar, tolIntNparN, tolIntNparConfLevel, plotTolIntNparDesign.

Examples

# NOT RUN {
  # Look at how the coverage of a nonparametric tolerance interval increases with 
  # increasing sample size:

  seq(10, 60, by=10) 
  #[1] 10 20 30 40 50 60 

  round(tolIntNparCoverage(n = seq(10, 60, by = 10)), 2) 
  #[1] 0.61 0.78 0.85 0.89 0.91 0.92

  #---------

  # Look at how the coverage of a nonparametric tolerance interval decreases with 
  # increasing confidence level:

  seq(0.5, 0.9, by=0.1) 
  #[1] 0.5 0.6 0.7 0.8 0.9 

  round(tolIntNparCoverage(n = 10, conf.level = seq(0.5, 0.9, by = 0.1)), 2) 
  #[1] 0.84 0.81 0.77 0.73 0.66

  #----------

  # Look at how the coverage of a nonparametric tolerance interval decreases with 
  # the rank of the lower tolerance limit:

  round(tolIntNparCoverage(n = 60, ltl.rank = 1:5), 2) 
  #[1] 0.92 0.90 0.88 0.85 0.83

  #==========

  # Example 17-4 on page 17-21 of USEPA (2009) uses copper concentrations (ppb) from 3 
  # background wells to set an upper limit for 2 compliance wells.  The maximum value from 
  # the 3 wells is set to the 95% confidence upper tolerance limit, and we need to 
  # determine the coverage of this tolerance interval.  

  tolIntNparCoverage(n = 24, conf.level = 0.95, ti.type = "upper")
  #[1] 0.8826538
# }