Publications
Probability of Future Observations Exceeding One-Sided, Normal, Upper Tolerance Limits
Normal tolerance limits are frequently used in dynamic environments specifications of aerospace systems as a method to account for aleatory variability in the environments. Upper tolerance limits, when used in this way, are computed from records of the environment and used to enforce conservatism in the specification by describing upper extreme values the environment may take in the future. Components and systems are designed to withstand these extreme loads to ensure they do not fail under normal use conditions. The degree of conservatism in the upper tolerance limits is controlled by specifying the coverage and confidence level (usually written in “coverage/confidence” form). Moreover, in high-consequence systems it is common to specify tolerance limits at 95% or 99% coverage and confidence at the 50% or 90% level. Despite the ubiquity of upper tolerance limits in the aerospace community, analysts and decision-makers frequently misinterpret their meaning. The misinterpretation extends into the standards that govern much of the acceptance and qualification of commercial and government aerospace systems. As a result, the risk of a future observation of the environment exceeding the upper tolerance limit is sometimes significantly underestimated by decision makers. This note explains the meaning of upper tolerance limits and a related measure, the upper prediction limit. So, the objective of this work is to clarify the probability of exceeding these limits in flight so that decision-makers can better understand the risk associated with exceeding design and test levels during flight and balance the cost of design and development with that of mission failure.