 |
Gauss distribution and
"sigmas"
Calculates probabilities (related to σ) and
deviates for a Gaussian distribution. |
|
|
| x |
|
Value for which probability will be calculated
• |
| μ |
|
Mean of the distribution |
| σ |
|
Standard deviation of the distribution • |
| P |
|
Probability (to calculate deviate) |
Calculates
probabilities and deviates for a Gaussian distribution:
| One sided |
Two sided |
| P1 =
F(x; μ, σ) |
P2 =
F(x; μ, σ) −
F(−x; μ, σ) |
| z1 =
Φinv(P)
x = μ + σ.z1 |
z1, 2 =
Φinv[(1 + P) ⁄ 2]
x1, 2 = μ +
σ.z1, 2 |
Remember that "Six Sigma" (i. e.,
μ ± 6σ) —to give a
fraction nonconforming of 3.4 parts per million— is really
4.5σ.
|
|
|
References:
• Grant,
Eugene L. and Richard S. Leavenworth, 1996,
"Statistical Quality Control", 7.th ed., McGraw-Hill,
New York, NY |
