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Autocorrelation and tolerance limits
Journal article   Peer reviewed

Autocorrelation and tolerance limits

Sven Knoth and Raid Amin
Journal of statistical computation and simulation, Vol.73(7), pp.467-489
07/01/2003
DOI: https://doi.org/10.1080/0094965021000040613
Web of Science ID: WOS:000183183100001

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Abstract

Tolerance limits are limits that include a specified proportion of the population at a given confidence level. They are used to make sure that the production will not be outside specifications. Tolerance limits are either designed based on the normality assumption, or nonparametric tolerance limits are established. In either case, no provision for autocorrelated processes is made in the available design tables of tolerance limits. It is shown how to construct tolerance limits to cover a specified proportion of the population when autocorrelation is present in the process. A comparison of four different tolerance limits is provided, and recommendations are given for choosing the "best" estimator of the process variability for the construction of tolerance limits.

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