Wilks’ formula applied to computational tools: A practical discussion and verification
Abstract
Wilks’ nonparametric 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 indepth 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:

 Sandia National Lab. (SNLNM), Albuquerque, NM (United States)
 Publication Date:
 Research Org.:
 Sandia National Lab. (SNLNM), Albuquerque, NM (United States)
 Sponsoring Org.:
 USDOE National Nuclear Security Administration (NNSA)
 OSTI Identifier:
 1529145
 Report Number(s):
 SAND20191901J
Journal ID: ISSN 03064549; 672758
 Grant/Contract Number:
 AC0494AL85000; AC05000R22725; 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 03064549
 Publisher:
 Elsevier
 Country of Publication:
 United States
 Language:
 English
 Subject:
 98 NUCLEAR DISARMAMENT, SAFEGUARDS, AND PHYSICAL PROTECTION; 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. https://www.osti.gov/servlets/purl/1529145.
@article{osti_1529145,
title = {Wilks’ formula applied to computational tools: A practical discussion and verification},
author = {Porter, N. W.},
abstractNote = {Wilks’ nonparametric 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 indepth 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}
}
Web of Science