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mistral (version 2.2.2)

WilksFormula: Sample size by Wilks formula

Description

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

Usage

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

Value

N

The minimal sample size to apply Wilks formula

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)

Author

Paul Lemaitre and Bertrand Iooss

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

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

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