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3 - 2 Measure Probability Distribution
3 - 2 Measure Probability Distribution
At the end of this Measure topic, all learners will be able to describe and interpret normal, binomial, Poisson, chi square, Students t, and F distributions.
Types of Distribution
There are different probability distributions and a typically used list is below. Fitting data to distributions is crucial for purposes of prediction and decisionmaking. See below to learn more.
Normal Distribution
Produces a bell-shaped curve Depends on two factors: the mean and the standard deviation o Mean determines the datas center o Standard deviation determines the graphs height and width When the standard deviation is high, the curve is lower and wider, thus showing data with a large spread (dispersion) If the standard deviation is small, the curve is tall and narrow, thus a tighter dispersion
Student's t-Distribution
A symmetrical continuous distribution Similar to the normal distribution, but the extreme tail probabilities are larger for sample sizes less than 31 Requires use of degrees of freedom (df) - 1 less than the sample size
Binomial Distribution
Use binomial distributions for: modeling discrete (attribute) data having only two possible outcomes (i.e., pass or fail, yes or no). finding a process that is producing some nonconforming units in a sample with two mutually-exclusive possible outcomes (i.e., pass or fail).
Poisson Distribution
For estimating the probability of a discrete event where values are X = 0, 1, 2, 3, etc. Use as a model for the number of events (such as the number of customer complaints at a business, arrivals per hour, defects per unit, etc.) in a specific time period. Use when the average number of defects per unit (DPU) is the information sought, not just the defective information.
Weibull Distribution
A statistical approach, using graphical plots of the time-to-failure A family of distributions that evaluates a design. The Weibull distribution is used to deduce the percentage of failures of a design's population for a given time through a design's life expectancy. One of the most widely used tools in reliability engineering A statistical approach evaluating a design to deduce the percentage of failures
Other Distributions
The following are additional types of distributions, each having a specific purpose: Chi-square F-distribution Uniform Exponential Lognormal Bivariate normal
Using t-distributions, t-tables and normal tables, all essential for interpreting results in hypothesis testing, are covered in another section.
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Chi-Square Distributions
Chi-square, Students t, and F distributions are used in Six Sigma to test hypotheses, construct confidence intervals, and compute control limits. It is necessary when using the chi-square, students t or f distribution to determine whether a one-tailed or two-tailed hypothesis test should be performed.
A one-tailed test is used to determine if a sample is significantly different than a historic mean. For example, we are interested if the customer complaint issues are significantly above five per quarter. The null is rejected if the customer complaints are significantly over five per quarter. A two-tailed test is used to determine if one sample is significantly different from one another. For example, we are interested to see if the customer complaint issues for the days of the week are significantly above the service level agreement of five per quarter. We would look at the average customer complaints per day of the week and compare them to the five complaints per quarter as stated in the service level agreement. The null is rejected if the number of issues were significantly above the test mean of five for any given day. The Chi-square is the most popular discrete data hypothesis testing method, and is used when comparing proportions of two or more samples. This involves comparing the observed proportion to the expected proportion using a Chi-squared table orcontingency table. An example using the Chi-square statistic will be given in the Analysis section of this course. The contingency table is used to analyze data via a two-way classification involving two factors. In other words, it tests relationships between two sources of variation. This data is attribute in type such as counts or frequency. The relationship can be statistically described by a hypothesis test: Null (No relationship/ No difference) Alternate (Relationship/Difference) Ho: Factor A is independent of Factor B Ha: Factor A is NOT independent of Factor B
Students t Distribution
A Students t distribution (t statistic) is commonly used to test hypothesis for means when a sample size is small and often the true population and standard deviation are unknown. It is also used in the creation of confidence intervals for the means. The t distribution can be used whenever samples are drawn from populations possessing a normal, bell-shaped distribution. W. S. Gossett (1908) discovered the distribution through his work at the Guinness brewery. At that time, Guinness did not allow its staff to publish, so Gossett used the pseudonym Student.
The equation above is the Student's t distribution (t score) where x is the sample mean,s is the standard deviation of the sample, and n is the sample size. The particular form of the t distribution is determined by its degrees of freedom. Degrees of freedom (n-1) refers to the number of independent observations equal to the sample size minus one. For example, the distribution of the t statistic from a sample size of 10 would be described by a t distribution having 10 - 1 or nine degrees of freedom. Similarly, a t distribution having four degrees of freedom would be used with a sample of size five.
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MSA
Repeatability and reproducibility often come under the heading of precision. Precision requires that the same measurement results are achieved for the condition of interest with the selected measurement
method. Accuracy, once again, is related to the difference between the average and the reference value (bias). Stability and linearity are contributors to nonaccuracy or bias. Linearity: How does the size of the part affect the accuracy of the measurement method? Stability: How accurately does the measurement method perform over time?
A measurement method must first be repeatable. Repeatability assumes that all elements of the test can be repeated, including gauge check (if required), set-up, positioning the gauge, and taking a reading. It is not appropriate to just take two measurements, one after another, without performing the rest of the functions. A user of the method must be able to repeat the same results given multiple opportunities with the same conditions. The method must then be reproducible. Several different users must be able to use it and achieve the same measurement results. Finally, the measurement method must be accurate. The results the method produces must meet an external standard or a true value given the condition of interest.
methods are typically used for this purpose: The range method quantifies both repeatability and reproducibility together. The average and range method determines the total variability, and allows repeatability and reproducibility to be separated. The analysis of variance method (ANOVA) is the most accurate of the three methods. In addition to determining repeatability and reproducibility, ANOVA also looks at the interaction between those involved in looking at the measurement method and the attributes/parts themselves.
The repeatability standard deviation is a measure of dispersion of the distribution of test results under repeatability conditions. The reproducibility standard deviation is a measure of dispersion of the distribution of test results under reproducibility conditions.
R&R Factors
Same time measurements are those conducted in as short a time as possible to minimize changes in conditions that cannot always be guaranteed constant (for example, environmental conditions). Different time measurements are those carried out at longer intervals of time and may include effects due to changes in environmental conditions. Calibration' refers here to the calibration process that occurs at regular intervals between groups of measurements within a laboratory. Although the operator is often an individual, in some situations the operator is a team of individuals, each person performing a specific part of the measurement procedure. Any change in composition of the team or assignment of duties within the team would be considered a different operator. When sets of equipment are involved, any change in any significant component (for example, a
thermometer or a batch of reagent) is considered different equipment. Under repeatability conditions, all four factors remain the same. Since under reproducibility conditions results are obtained by different laboratories, all four factors are varied. Additional between-laboratory factors can also affect these test results, including differences in management and maintenance of the laboratories and training levels of operators.
If dimensions are especially critical, the study will require more parts and/or trials to gain the desired level of confidence. Bulky or especially heavy parts might force fewer samples and more trials. Step 2 Select the parts to be used for the study. They must represent the full range of product variation that exists in production. Since they must reflect the entire operating range of the measuring process, the parts should have different values. This might be accomplished, for example, by taking one sample per day for several days. Since each part will probably be measured several times, each must be identified by a number.
Step 3 Select the operators to be used in the study. When possible, operators should represent individuals who normally operate the measurement equipment. Otherwise, study personnel should be trained properly. The following additional steps help reduce the likelihood of inaccurate results: Ensure that measurements are taken in random order so any drift or fluctuations that might occur will be spread randomly within the study. Prevent bias by ensuring that operators are unaware of which numbered part they are measuring. Estimate readings to the nearest number that can be obtained. According to the MSA Reference Manual, For electronic readouts, the measurement plan must establish a common policy for recording the right-most significant digit of display. Analog devices should be recorded to one-half the smallest graduation or limit of sensitivity as resolution. For analog devices if the smallest scale graduation is 0.0001, then the measurement should be recorded to 0.00005. Be sure that someone who understands the nuances involved in conducting a reliable study is available to
oversee it.
Whether a measuring system is acceptable for its intended application depends largely on the percentage of part tolerance that is reflected by system errora combination of gauge accuracy, repeatability, reproducibility, stability, and linearity.
Acceptance of Results
The MSA Reference Manual suggests general criteria for the acceptance of repeatability and reproducibility as outlined in the table below (a ratioor percentof measurement error to total tolerance). Guidelines for Acceptability of Measuring Equipment % of Measurement Error Acceptability to Total Tolerance Total measurement error of Acceptable measuring equipment. < 10% of total tolerance Total measurement error of Possibly acceptable based on the importance of the application, 10-30% of total tolerance* cost of the measuring equipment, cost of repairs, etc. Total measurement error of Generally unacceptable; every effort should be made to identify > 30% of total tolerance* and correct the problem. Customers should be involved in determining how the problem will be resolved. *Other authors and books may vary slightly from these guidelines.
Measurement Correlation
Measurement correlation is typically the comparison of the measurement values between two or more different measurement systems. However, it can also be defined as the comparison of values obtained through the measurement of different attributes using different measurement methods. An example of the latter might be looking at the correlation of hardness and strength of a material. Measurement correlation may be made against a known standard. Both may have variation, but comparing the variation of a measurement instrument to a known standard may also identify correctable issues with the measuring device. Other components besides repeatability and reproducibility whose combined effect explains measurement correlation are: Bias Linearity Precision/Tolerance (P/T)
Bias
Bias is often due to human error. Whether intentional or not, bias can generate inaccurate or misleading results. In other words, bias causes a difference between the output of the measurement method and the true value. Types of bias include: Participants in a study tend to remember their assessments for prior trials. o To avoid this type of bias, before administering the second trial: collect assessment sheets immediately after each trial. change the order of the inputs/transactions or questions. give enough time after the initial trial to make it difficult for the participants to remember. Participants spend extra time when they know they are being evaluated. To counter this bias, give specific timeframes. Another big example of bias is improperly set equipment; e.g., someone sets the bathroom scale high by 15 lbs so that the user actually weighs 150 lbs even though the scale displays 165 lbs.
Hawthorne Effect
The Hawthorne Effect states that if people know they are being observed, they behave differently. This effect was first observed and documented between 1928 and 1932 in the Western Electric Hawthorne factory located in Cicero, Illinois. Industrial engineers wanted to study the effects of the amount of light available in the workplace on worker productivity. Participants were selected and separated from their work groups. Their productivity was tracked as the amount of light in their work area gradually increased. Each time the amount of light increased, so did productivity. The conclusion of the study was that increasing light improves productivity. An additional study was conducted to validate the original assessment, but in this case, the amount of light was decreased. Researchers found that productivity kept increasing as the amount of light decreased. The level of light had little, if anything, to contribute to productivity. What impacted the productivity was that the participants knew they were being monitored. This had an emotional impact to drive them to perform better. Keep in mind that the Hawthorne Effect is present if participants know they are being evaluated. It is a strong example of bias.
only short-term data are collected and when only attributes data are available. describe the changes in relationships that occur when long-term data are used, and interpret the relationship between long- and short-term capability as it relates to a 1.5 sigma shift. compute the sigma level for a process and describe its relationship to Ppk.
Use When Communicating with design personnel to ensure requirements are being met Evaluating new equipment Reviewing tolerances Assigning production to machines Auditing a process Measuring the effects of adjustments
Planning
Identify the process/product Ensure the process is in statistical control Identify the most critical characteristics Establish capability goals to be compared with the results Plan the data collection
Critical Characteristics
A companys product may have many important characteristics. Identify the most critical characteristics and develop the process capability study to analyze them. The criteria for choosing critical characteristics may depend on many factors, such as their influence on product reliability, customer satisfaction, cost, etc.
Steps
1. 2. 3. 4. 5. 6. Verify process stability and normality of process data Estimate process parameters Measure process capability Compare actual capability to desired capability Make a decision concerning process changes Report the results of the study with recommendations
The points outlined here are found in much greater detail in Measuring Process Capability by Davis R. Bothe.
Possible Actions
Do nothing (all is well) Change the specs (any change must be approved by product/service design personnel and the customer) Center the process to the target (alignment) Reduce the variations (spread) Review design to see if changes can be made and still meet customer expectations Accept the loss (related to costing scrap and rework)
There are no standards to sampling plans. Therefore, the decision is up to the Six Sigma Green Belt based on the project at hand and the specific needs.
Calculations to Consider
Alpha risk Beta risk Meaningful difference (difference in means the test expects to detect)
1. Identify: o parameters to be measured. o range of possible values. o required resolution. 2. Design a sampling scheme detailing how and when sampling occurs. 3. Select sample sizes. 4. Design data storage formats. 5. Assign roles and responsibilities to team members.
Specification Limits
Specification limits are the voice of the customer through either customer requirements or industry standards. The amount of variance (process spread) the customer is willing to accept sets the specification limits. For example, a customer wants a supplier to produce 12-inch rulers. Specifications call for an acceptable variation of +/- 0.03 inches on each side of the target (12.00 inches). So the customer is saying acceptable rulers will
be from 11.97 to 12.03 inches. If the process is not meeting the customer's specification limits, two choices exist to correct the situation: change the processs behavior or change the customers specification, which of course requires customer approval. Examples of Specification Limits Specification limits are commonly found in: Blueprints Engineering drawings and specifications Cost per transaction unit Competitors benchmarks
Cp
Cp measures the ratio between the specification tolerance (USL-LSL) and process spread (estimated from control charts or other process information) A process that is normally distributed and is exactly midway between the specification limits would yield a Cp of 1 if the spread is +/- 3 standard deviations. A generally accepted minimum value for Cp is 1.33 this differs by industry, but the larger the number the better. Limitations to this index include its requirements for both an upper and lower specification and is used once the process is centered.
Cpk
Cpk measures the absolute distance of the mean to the nearest specification limit. Generally speaking, a Cpk of at least 1 is required, and over 1.33 is desired, but this differs for industries. Cpk takes into account the centering process, unlike Cp. Together with Cp, Cpk provides a common measurement for assigning an initial process capability to center on specification limits.
Pp
Pp measures the ratio between the specification tolerance and process spread. Pp helps to measure improvement over time (as do Cp and Cpk) Pp signals where the process is in comparison to the customer s specifications (as does Cp and Cpk)
Ppk
Ppk measures the absolute distance of the mean to the nearest specification limit. Ppk provides an initial measurement to center on specification limits. Ppk examines variation within and between subgroups.
Cpm
Cpm is also referred to as the Taguchi index. This index is touted by some to be more accurate and reliable than the other indices. Cpm is based on the notion of reducing the variation from a target value (T). T represents the target in this index, T receives more focus than the specification
limits. Variation from the target T is expressed as process variability or 2and process centering ( - T), where = process average. Cpm provides a common measurement assigning an initial process capability to a process for aligning the mean of the sample to the target.
Note: The use of these indices and equations varies by industry and author.
Using Cp
Use When
identifying the processs current state. measuring the actual capability of a process to operate within customer-defined specification limits. the data set is from a controlled, continuous process.
Information Needed
Standard deviation/Sigma (estimated from control charts or other process information) USL and LSL (specifications) Normal probability distribution knowledge
If Cp > 1, then (USL LSL) > 6sp: The process spread is less than the
tolerance width. Note: This does not mean the process variation is located inside the tolerance limits. Cp does not provide any information on where the process variation is located in relationship to the specification. Cp must be compared to Cpk to determine location. Assuming the process variation is located within the specification limits, the higher the values of Cp above 1.00, the greater potential the process has for meeting specification requirements If Cp < 1, then (USL LSL) < 6sp: The process variation is wider than the tolerance limits. No matter where the process is centered, nonconforming products will be produced. If Cp = 1, then (USL LSL) = 6sp: The process spread has the same width as the specification. Calculate sigma using the appropriate value from the table of control chart constants, R-bar/d2 (or other value, depending on the type of chart being used). Data must be continuous and from a process that is under control. The estimated sigma can be artificially low depending on the subgroup size, sample interval, or sampling plan. An artificially low sigma can lead to an overinflated (higher) Cp for a process that drifts, which makes a process look better than it is (there is a gap in this line larger than the previous lines)
Cpk Index
Cpk, the most widely used probability index, is a centering statistic for determining the location of the data points related to the customer s target within specifications (LSL and USL). Expressed as an index, Cpk penalizes the process for being targeted too close to either of the specifications. Unlike Cp, Cpk, can be used to determine minimum process capability. A Cpk, of 1.00 or greater indicates that the process spread is located entirely within the specification limits.
To calculate Cp: the tolerance band (USL - LSL) is divided by the process spread.
Example
To calculate Cpk:
subtract X value from the nearest spec limit, then divide the value by 3 standard deviations. Example X = 10, Sigma = 1, and Specifications = 10 +/- 4 For USL: Cpk = (14 - 10) / 3 Cpk = 4 / 3 Cpk = 1.33 For LSL: Cpk = (10 - 6) / 3 Cpk = 4 / 3 Cpk = 1.33 When Cp = Cpk, the process is centered. Using these examples as a model, calculate Cp and Cpk for each of the two previously created process capability diagrams.
Calculation Answer #1
To calculate Cp, the tolerance band (USL - LSL) is divided by the
process spread. Given: X = 7, Sigma = 1, and Specifications = 10 +/- 4 Cp = (14 - 6) / (10 - 4) Cp = 8 / 6 Cp = 1.33 To calculate Cpk, subtract X value from the nearest spec limit, then divide the value by 3 sigma Given: X = 7, Sigma = 1, and Specifications = 10 +/- 4 Cpk = (7 - 6) / 3 Cpk = 1 / 3 Cpk = 0.33
Calculation Answer #2
To calculate Cp, the tolerance band (USL - LSL) is divided by the process spread. Given: X = 10, Sigma = 0.5, and Specifications = 10 +/- 1 Cp = (11 - 9) / (6 - .5) Cp = 2 / 3 Cp = 0.67 To calculate Cpk, subtract X value from the nearest spec limit, then divide the value by 3 sigma Given:X = 10, Sigma = 0.5, and Specifications = 10 +/- 1 Cpk = (11 - 10) / 1.5 Cpk = 1 / 1.5 Cpk = 0.67 Note: Process variations are too great when both Cp and Cpk are less than 1.
Pp Index
Pp (process performance) is an index to determine whether the data points from a data set fit with the customers specification limits. As an estimate used to measure the performance of a system in meeting customer demands or needs, Pp does not take into account whether the process is centered at its mean. There is a computation difference between Cp and Pp. Cp uses the long-term standard deviation formula (calculated using the formula r/d2), and Pp use the short-term standard deviation formula (calculated from all actual data points using the root mean square calculation).
Where: N = number of items in the population x bar is the mean of the population data xi is each data point
To use the equation: For each value x, calculate the difference between x bar (the mean) and x Calculate the squares of these differences Find the average of the squared differences (by dividing by N) this equals the variance 2 Compute the square root of the variance to obtain sigma
Ppk Index
Ppk is a process capability index determining the position of the data points centering on the USL and LSL. The Ppk index is similar to its Cpk counterpart. It combines the spread and the centering of the process into a single measure. This measure also penalizes the user if the center (mean) is too close to one of its specifications.
Variable data (also called continuous data) is measurable, more accurate, and more costly.
Short-term Capability
Process capability may be examined as both short-term and long-term capability. Short-term capability is measured over a very short time period since it focuses on the machines ability based on design and quality of construction. By focusing on one machine with one operator during one shift, you will limit the influence of other outside long-term factors, including: operator environmental conditions such as temperature and humidity machine wear different material lots
Thus, short-term capability can measure the machines ability to produce parts with a specific variability based on the customers requirements. Short-term capability uses a limited amount of data relative to a short time, and the number of pieces produced to remove the effects of long-term components. If the machines are not capable of meeting the customers requirements, changes may have a limited impact on the machines ability to produce acceptable parts. Remember, though, that short-term capability only provides a snapshot of the situation. Since short-term data does not contain any special cause variation (such as that found in long-term data), short-term capability is typically rated higher.
Collecting and summarizing data Measure is about data: data to be identified, collected, described, and displayed. Different types of data (variable and attribute) undergo different analysis. A sound sampling technique assures data accuracy and integrity. Tools such as stem-and-leaf, box-andwhisker, run charts, scatter diagrams, Pareto charts, histograms, and probability plots depict relationships between data. Probability distributions Different probability distributions (normal, Poisson, binomial, and Chi-square) describe the data that leads the team down the hypothesis testing roadmap during Analyze. Measurement system analysis Repeatability and reproducibility (Gauge R&R), correlations, linearity, percent agreement and precision/tolerance are tools which measure the capability of the people doing process. By discovering if these people are performing and consistently repeating the standards and expectations, these tools pinpoint training issues. Process capability and performance Process capability studies link the voice of the customer to the voice of the process. The customer sets the target and specification limits while the provider must measure the process's results and compare it to the customer's expectations. Process performance indices such as Cp, Cpk, Pp, Ppk, and Cpm are numerical values indicating where the process lies in terms of targets, specifications, and sigma levels. Analyze, the third phase of DMAIC, will further explain how to determine and analyze the root causes(s) of the defects.