Abstract

Methods for computing simultaneous tolerance limits and tolerance intervals (TIs) for several normal populations with a common unknown variance are proposed. We propose numerical methods that determine the confidence coefficient so that the simultaneous TIs include at least specified proportions of the populations with the intended confidence level. The methods are exact and as simple as the existing ones. They are also applicable when sample sizes are unequal and content levels of simultaneous TIs are unequal. Algorithms and R functions are provided to compute factors for constructing simultaneous one-sided tolerance limits, tolerance intervals and equal-tailed tolerance intervals. The methods are illustrated using an example with a real data set.

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