mistral (version 1.1-0)

WilksFormula: Wilks formula

Description

Compute Wilks formula of 1941 for setting size of sample for quantile estimation with confidence level or for tolerance intervals.

Usage

WilksFormula(alpha=0.95,beta=0.95,bilateral=FALSE,order=1)

Arguments

alpha

order of the quantile (default = 0.95)

beta

level of the confidence interval (default = 0.95)

bilateral

TRUE for bilateral quantile (default = unilateral = FALSE)

order

order of the Wilks formula (default = 1)

Value

• N
  The minimal sample size to apply Wilks formula

References

H.A. David and H.N. Nagaraja. Order statistics, Wiley, 2003. W.T. Nutt and G.B. Wallis. Evaluation of nuclear safety from the outputs of computer codes in the presence of uncertainties. Reliability Engineering and System Safety, 83:57-77, 2004. S.S. Wilks. Determination of Sample Sizes for Setting Tolerance Limits. Annals Mathematical Statistics, 12:91-96, 1941.

Examples

N <- WilksFormula(0.95,0.95,order=1)
print(N)