eldo_user

Monte Carlo Analysis
Additional Uncertainty Analyses (the .mcm File)
==> Warning: The indices are computed under the assumption of normality
P ... Estimated Probability of Being Within Limits
Pl ... Prob. of Being Below L (lower spec)
Pu ... Prob. of Being Above U (upper spec)
Cp ... (UBound-LBound)/(6*Sigma)
Cpl ... (Mu-LBound)/(3*Sigma)
Cpu ... (UBound-Mu)/(3*Sigma)
Cpk ... min(Cpl, Cpu)
Index P Cp Name
of Meas [ Pl , Pu ] [ Cpl, Cpu ] Cpk of Meas
---------------------------------------------------------------------------------
1 8.46218e-01 4.97321e-01 MAX
3.61774e-02 1.17604e-01 5.98960e-01 3.95683e-01 3.95683e-01
2 5.90732e-01 Infinity BW
0.00000e+00 4.09268e-01 -Infinity 7.64764e-02 -Infinity
3 1.00000e+00 Infinity IVDD
0.00000e+00 0.00000e+00 2.14984e+02 Infinity 2.14984e+02
Coorelation of Test Concordance
This feature computes the pairwise-linear correlation coefficient between each pair of output
measures. The sample correlation coefficient between two random variables (U, V) is given by
the formula:
There are some practical conventions used for computation:
• By default, when one of two random variables has no variation, Eldo set the correlation
coefficient to zero (0/0=0).
• When the value U i or V i is undefined, because the corresponding extract function cannot
be measured at the i-th run of the Monte Carlo simulation, then this data is removed
from the computation. When all the pairwise data are removed, Eldo will return the
value UNDEF.
We also computes the p-value for testing the hypothesis of no correlation against the alternative
that there is a non-zero correlation. If P-Val is small, say less than 5%, then the correlation r U, V
is significantly different from zero.
500
Eldo® User's Manual, 15.3