What material are you planning on using?
Are you working with a gas or fluid?
You can possibly find some eneral material ratings regrading burst strenght from ASME sites, generally speaking, your material should have a 4:1 burst rating. SS316 or SS306 tubing with a typical wall thickness of .038", will withstand 5000 psi operating pressure with a burst strenght of at least 20K or better.
Basic recoomendation would be to start with material specifications regrding burst strenght and go form there.
