WilksFormula: Sample size by Wilks formula

In clemlaflemme/mistral: Methods in Structural Reliability

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)

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

Author(s)

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

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

clemlaflemme/mistral documentation built on Jan. 3, 2020, 9:13 a.m.