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Normal Distribution Tolerance Sample Size Calculator
Normal Distribution Tolerance Sample Size Calculator
Version 1.0
Please freely distribute and modify, but properly reference and maintain this conta
http://www.kevinotto.com/RSS/templates/Normal Distribution Tolerance
How wide should your tolerance intervals be?
+- 3 sigma?
For 3-sigma reliability (99.7% in spec, or 3 out of 1000 out of spec), No!
If the sigma comes from a sample of data, you will not be assured future trials will be within your +- 3 sample sigmas with 3-sigma confidence.
It will be less!
Why? Because you are using a sample approximation.
Setting the +-K sigma limits based upon sample data is possible. K depends upon your desired confidence (percent of the normal distribution
within your tolerance limits), and the power (statistical assuredness given your sample size) that you wish to ensure that reliability to.
It also therefore depends upon how many samples you used to determine the sample average and std dev.
This spreadsheet calculates the required tolerance interval required to achieve a confidence target of being within the tolerance limits
to a confidence requirement (1-alpha), with a power level (1-beta), given a sample size used to calculate the normal distribution
statistics. This presumes the data is sampled from a normal distribution (you should apply a normality test to the data).
This is a much better approach than the poor practice of assuming the sample mean and std dev are the population mean and std dev
and then incorrectly using a z-score as a tolerance interval. A z-score is only appropriate for infinite sample sizes.
It is better than assuming a Z-sore, and subsequently applying a 1.5 sigma shift heuristic.
See (Howe, 1969) for a derivation, and http://www.6sigma.us/handbook/prc/section2/prc263.htm for a discussion.
Change any red input to determine the K-factor (set your tolerances at +-K sample sigmas).
CALCULATOR
PrPrx Ks X x Ks 1 1
300.529 numerator
5.892 denominator
7.142 K-factor
11
1
n
z 2
2
1 , n 1
TABLE GENERATOR
Graph (K
Data
vs n) for Stated Levels of Confidence and Power
0.001 1.00E+06
14 4.645046 4.645046
12
K: Tolerance
(or design margin)
Tolerances vs
Sample Size
n
K
2
90.72
3
23.68
4
15.16
8
8.85
16
6.88
32
5.98
64
5.49
128
5.20
256
5.02
512
4.90
1024
4.82
2048
4.77
4096
4.73
10
8
6
4
2
0
1
10
Sample Size n
Sample Size n
infty
Confidence
Power
4.65
100.0%
95.0%
istribution
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but properly reference and maintain this contact information in the sheet.
Ks 1 1
100
1000
Please freely distribute and modify, but properly reference and maintain this contact information in the sheet.
Power
of 99%
Power
of 95%
Power
of 90%
Sample Size
Power
25
50
100
250
500
1000
infty
1.74
1.51
1.38
1.29
1.24
1.21
1.15
1.94
1.68
1.54
1.43
1.38
1.35
1.28
2.18
1.89
1.73
1.61
1.56
1.52
1.44
2.49
2.16
1.98
1.84
1.78
1.74
1.64
2.97
2.58
2.36
2.19
2.12
2.07
1.96
3.91
3.39
3.10
2.88
2.78
2.72
2.58
Tables of Confidence and Reliability when using Six Sample Sigma Tolerances
kevin_n_otto@yahoo.com
Please freely distribute and modify, but properly reference and maintain this contact in
Suppose you find a short term sample standard deviation, and place your tolerances at
six sample standard deviations, per the six sigma methodology.
How reliably will you produce at what level of confidence?
It will NOT always be a reliability of 3.4/million, since the sigma used to tolerance with was a sample sigma.
For example, for six sigma reliability (99.9997%) on the population with 95% power,
you must calculate the short term sigma from a sample size of at least 33.
These tables are generated using the formulas in the Calculator sheet.
Sample Size
Sample Size
Confidence Levels versus Sample Size and Power with Six Sample Sigma Tolerances
Power
90%
95%
99%
99.7%
99.9997%
2
46.2%
24.1%
4.9%
1.5%
0.0017%
3
90.8%
76.1%
39.8%
22.4%
0.76%
4
98.2%
93.4%
70.6%
51.5%
5.8%
5
99.5%
97.9%
86.5%
72.5%
15.7%
6
99.8%
99.2%
93.6%
84.8%
28.2%
8
99.8%
99.8%
98.3%
95.0%
52.5%
10
99.99%
99.95%
99.41%
98.13%
70.5%
12
99.996%
99.980%
99.761%
99.193%
82.0%
15
99.999%
99.993%
99.920%
99.719%
91.2%
20
99.9995%
99.9981%
99.9794%
99.928%
97.0%
23
99.9997%
99.9989%
99.9890%
99.962%
98.30%
25
99.9998%
99.9992%
99.9924%
99.974%
98.80%
33
99.99992%
99.9997%
99.9976%
99.992%
99.64%
50
99.99997%
99.99992%
99.9995%
99.9986%
99.94%
56
99.99998%
99.99994%
99.9997%
99.9991%
99.965%
76
99.99999%
99.99997%
99.9999%
99.9997%
99.990%
100 99.999994%
99.999986%
99.999940%
99.999860%
99.9968%
190 99.999998%
99.999996%
99.999987%
99.999974%
99.9997%
250 99.999998%
99.999997%
99.999992%
99.999985%
99.99985%
500 99.999999%
99.999999%
99.999997%
99.999996%
99.999975%
1000 99.9999994%
99.9999992%
99.9999987%
99.9999982%
99.9999934%
Power of being within tolerance when using six sample sigma tolerancing
Confidence
90%
95%
99%
99.7%
99.9997%
2
73.7%
68.9%
59.9%
54.5%
34.3%
3
90.5%
86.7%
78.2%
72.2%
45.0%
4
96.3%
94.0%
87.5%
82.1%
52.3%
5
98.6%
97.2%
92.7%
88.2%
57.9%
6
99.4%
98.7%
95.6%
92.1%
62.4%
8
99.9%
99.7%
98.4%
96.4%
69.4%
10
99.98%
99.93%
99.39%
98.29%
74.7%
12
99.997%
99.983%
99.768%
99.180%
78.7%
15
99.9998%
99.998%
99.944%
99.721%
83.4%
18
99.99998%
99.9998%
99.986%
99.904%
86.9%
Sample Size
20 99.999997%
25 99.99999996%
27
35
50
100
150
191
250
99.99994%
99.999998%
99.9945%
99.9994%
99.9998%
99.999994%
99.99999999%
99.952%
99.992%
99.9958%
99.9997%
99.999998%
88.7%
92.2%
93.2%
94.5%
98.5%
99.9%
99.997%
99.9997%
99.99999%
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