kFactorPooled¶
- kFactorPooled(n, m, p, alpha)¶
Exact margin factor for bilateral covering interval of pooled Normal samples.
- Parameters:
- nint
The size of the sample.
- mint
The size of the pool.
- pfloat
The probability level of the covering interval.
- alphafloat
The confidence level of the covering interval.
- Returns:
- kfloat
The margin factor
Notes
This method allows one to compute the exact margin factor of a pool of Normal samples of size with unknown means and unknown common variance . This implements the standard NF ISO 16269-6. Let be the empirical mean of the ith sample and the empirical pooled variance. The covering factor is such that the intervals satisfy:
for . It reduces to find such that:
where is the density function of the normal distribution with a mean equals to 0 and a variance equals to , and the function defined by:
where is the complementary distribution function of a chi-square distribution with degrees of freedom and the solution of:
Examples
>>> import openturns as ot >>> k = ot.DistFunc.kFactorPooled(5, 3, 0.95, 0.9)