12-16-2015 04:39 PM
There is a macro called TolLimit in the book Analysis of Clinical Trials Using SAS®: A Practical Guide which computes non-parametric two-sided and upper one-sided tolerance limits (using PROC RANK). I had never used it, but was curious and applied it to sample data from the classic reference Statistical Intervals: A Guide for Practitioners (Table 5.1, p. 80). I hoped it would confirm the two-sided distribution-free tolerance interval (actually one of two possible choices) presented in section 5.3.2 of this book. But it didn't: Only one of the two confidence limits matched. I haven't investigated the reason for this discrepancy.
Maybe the macro is useful to you anyway. It is available from the companion website of the SAS book mentioned above: http://support.sas.com/downloads/package.htm?pid=1747# (see "Example Code and Data"). It comes, however, with a license agreement which may or may not be acceptable to you.