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Title: Wilks’ formula applied to computational tools: A practical discussion and verification

Abstract

Wilks’ non-parametric approach for setting tolerance limits using order statistics has recently become popular in the nuclear industry. The method allows analysts to predict a desired tolerance limit with some confidence that the estimate is conservative. The style is popular because it is simple and fits well into established regulatory frameworks. An essential analysis of the underlying statistics is presented in this work, including a derivation, analytical and statistical verification, and a broad discussion. Possible impacts of the underlying assumptions for application to computational tools are discussed. An in-depth discussion of the order statistic rank used in Wilks’ formula is provided, including when it might be necessary to use a higher rank estimate.

Authors:
 [1]
  1. Sandia National Lab. (SNL-NM), Albuquerque, NM (United States)
Publication Date:
Research Org.:
Sandia National Lab. (SNL-NM), Albuquerque, NM (United States)
Sponsoring Org.:
USDOE National Nuclear Security Administration (NNSA)
OSTI Identifier:
1529145
Report Number(s):
SAND-2019-1901J
Journal ID: ISSN 0306-4549; 672758
Grant/Contract Number:  
AC04-94AL85000; AC05-000R22725; NA0003525
Resource Type:
Accepted Manuscript
Journal Name:
Annals of Nuclear Energy (Oxford)
Additional Journal Information:
Journal Name: Annals of Nuclear Energy (Oxford); Journal Volume: 133; Journal Issue: C; Journal ID: ISSN 0306-4549
Publisher:
Elsevier
Country of Publication:
United States
Language:
English
Subject:
Wilks’ formula; Uncertainty analysis; Order statistics; Best estimate; Safety limits

Citation Formats

Porter, N. W. Wilks’ formula applied to computational tools: A practical discussion and verification. United States: N. p., 2019. Web. doi:10.1016/j.anucene.2019.05.012.
Porter, N. W. Wilks’ formula applied to computational tools: A practical discussion and verification. United States. doi:10.1016/j.anucene.2019.05.012.
Porter, N. W. Fri . "Wilks’ formula applied to computational tools: A practical discussion and verification". United States. doi:10.1016/j.anucene.2019.05.012.
@article{osti_1529145,
title = {Wilks’ formula applied to computational tools: A practical discussion and verification},
author = {Porter, N. W.},
abstractNote = {Wilks’ non-parametric approach for setting tolerance limits using order statistics has recently become popular in the nuclear industry. The method allows analysts to predict a desired tolerance limit with some confidence that the estimate is conservative. The style is popular because it is simple and fits well into established regulatory frameworks. An essential analysis of the underlying statistics is presented in this work, including a derivation, analytical and statistical verification, and a broad discussion. Possible impacts of the underlying assumptions for application to computational tools are discussed. An in-depth discussion of the order statistic rank used in Wilks’ formula is provided, including when it might be necessary to use a higher rank estimate.},
doi = {10.1016/j.anucene.2019.05.012},
journal = {Annals of Nuclear Energy (Oxford)},
number = C,
volume = 133,
place = {United States},
year = {2019},
month = {5}
}

Journal Article:
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This content will become publicly available on May 17, 2020
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