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Tolerance intervals: normal and nonparametric

Find out between which values 95% or 99% of your parts lie, with the confidence the sample allows, and whether that range fits within the specification.

Pre-sizing and estimating tool: results do not replace design, calculations or reports signed by a licensed professional, nor verification against the applicable codes and standards.

CheckRevised 11/03/2026
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Interval

Shows both methods: normal (mean ± k × StDev) and nonparametric (values of the ordered sample, with the achieved confidence), the Anderson-Darling normality test that tells which one to use and, with the specification, the minimum proportion of parts within it.

Specification (optional)

Leave blank if there is none. With the specification, the page says whether the interval fits within it and the smallest percentage of parts that, at the chosen confidence, lies within the limits.

Your inputs stay only on this browser and are not sent anywhere. Untick to delete them.

—Tolerance interval
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Tolerance intervals by sample

Histogram with the intervals

Bars = sample data; curve = fitted normal; lines = tolerance limits (normal and nonparametric) and specification.

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Interval plot

Each line is an interval; the dot is the mean. Arrow = side without a bound (one-sided interval). Vertical lines = specification.

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Normal probability plot

Points on the line = normal data and the normal method applies. Curves or steps = use the nonparametric method.

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k factor × sample size

The larger the sample, the smaller k and the narrower the interval; with a very large N, k tends to the normal z. The dot marks your sample.

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Scenarios: sample size

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Method, assumptions and references

Equations used

Normal method: limits = x̄ ± k·s; one-sided: k = t′(C; N − 1; δ = z_P·√N)/√N (noncentral t)
Two-sided exact: C = √(2N/π)·∫₀^∞ P[χ²(N−1) > (N − 1)·χ²₁;P(z²)/k²]·e^(−N z²/2) dz (Krishnamoorthy and Mathew), solved for k
Howe approximation: k = z₍₁₊P₎/₂·√[(N − 1)(1 + 1/N)/χ²(1 − C; N − 1)]
Nonparametric one-sided: X(k) with the largest k such that P(Y ≥ k) ≥ C, Y ~ Binomial(N, 1 − P); two-sided: X(r) and X(N−r+1), achieved confidence P[V ≤ N − 2r], V ~ Binomial(N, P)
Minimum within specification: largest P for which the interval at confidence C fits within LSL–USL

Assumptions and limits

  • Random sample from a stable process; independent parts. The normal method assumes a normal distribution (check Anderson-Darling and the probability plot).
  • The two-sided interval is centered on the mean (symmetric limits); the minimum within specification uses this interval and is conservative when the process is off-center.
  • Exact k integral by Gauss-Legendre quadrature (120 points), checked against scipy and the published tables.

Standards and technical documents

  • ISO 16269-6:2014 Statistical interpretation of data — Part 6: Determination of statistical tolerance intervals
  • Krishnamoorthy, K.; Mathew, T. Statistical Tolerance Regions: Theory, Applications, and Computation. Wiley, 2009
  • Howe, W. G. Two-sided tolerance limits for normal populations — some improvements. JASA 64:610–620, 1969
  • Odeh, R. E.; Owen, D. B. Tables for Normal Tolerance Limits, Sampling Plans and Screening. Marcel Dekker, 1980
  • Hahn, G. J.; Meeker, W. Q.; Escobar, L. A. Statistical Intervals, 2nd ed. Wiley, 2017
  • NIST/SEMATECH e-Handbook of Statistical Methods, seções 7.2.6.3 e 7.2.6.4

U.S. regulations

  • ISO 13485:2016, 7.5.6: validation of processes for production
  • FDA Process Validation Guidance (2011) and 21 CFR 820.75

Frequently asked questions

What is the difference between a tolerance interval and a confidence interval?

The confidence interval says where the process mean is; the tolerance interval says where the individual parts are. With 100 parts, the confidence interval for the mean of Machine 2 camshafts spans a few hundredths of a millimeter; the 95/95 tolerance interval spans more than 2 mm, because it must cover 95% of parts.

What does "95% confidence and 99% of the population" mean?

That the method, repeated over many samples, produces intervals that contain at least 99% of the parts 95% of the time. It is the language used in process and packaging validation: a "95/99 interval".

Why is k larger than 1.96 or 3?

Because the mean and standard deviation come from a sample and may be off. k compensates for that uncertainty: for 95/95 it is 3.393 with 10 parts, 2.234 with 100, and tends to 1.960 for very large samples.

When should I use the nonparametric method?

When the Anderson-Darling test rejects normality (p < 0.05) or the probability plot shows curves and steps. It holds for any distribution but needs more data: 59 parts for a one-sided 95/95 bound and 93 for a two-sided 95/95 interval.

What is the achieved confidence?

In the nonparametric method the limits are values of the ordered sample, so the confidence cannot be set exactly: it jumps with the value chosen. The page shows the actual confidence of the interval; if it is below the requested level, the sample is small.

How do I know whether my process meets the specification?

Enter LSL and USL. If the interval fits within them, at least the requested percentage of parts is within specification at the chosen confidence. The page also shows the largest percentage that can be guaranteed, for example "at least 99.6% within".

Exact or Howe approximation?

The exact factor (default, the same as the ISO 16269-6 and Odeh and Owen tables) solves the coverage integral; the Howe approximation, used in the NIST handbook, differs in the 3rd decimal for small samples (3.382 versus 3.393 for N = 10, 95/95). Use the exact one unless you need to reproduce an older calculation.