gemseo / uncertainty / statistics / tolerance_interval

# lognormal module¶

Computation of tolerance intervals from a data-fitted log-normal distribution.

class gemseo.uncertainty.statistics.tolerance_interval.lognormal.LogNormalToleranceInterval(size, mean, std, location)[source]

Computation of tolerance intervals from a data-fitted log-normal distribution.

The formulae come from the R library tolerance [1].

Parameters:
• size (int) – The number of samples.

• mean (float) – The estimation of the mean of the natural logarithm of a log-normal distributed random variable.

• std (float) – The estimation of the standard deviation of the natural logarithm of a log-normal distributed random variable.

• location (float) – The estimation of the location of the log-normal distributed.

compute(coverage, confidence=0.95, side=ToleranceIntervalSide.BOTH)[source]

Compute a tolerance interval.

Parameters:
• coverage (float) – A minimum percentage of belonging to the TI.

• confidence (float) –

A level of confidence in [0,1].

By default it is set to 0.95.

• side (ToleranceIntervalSide) –

The type of the tolerance interval characterized by its sides of interest, either a lower-sided tolerance interval $$[a, +\infty[$$, an upper-sided tolerance interval $$]-\infty, b]$$, or a two-sided tolerance interval $$[c, d]$$.

By default it is set to BOTH.

Returns:

The tolerance bounds.

Return type:

Bounds