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Statistical Experimental Design and Analysis<br />

Defining the Levels of Factors for the DEX Analysis<br />

Normal Distribution<br />

The normal (or Gaussian) distribution, is a bell shaped continuous distribution. The general<br />

formula for the probability density function of a normal distribution is:<br />

where the parameters , the mean μ, and the standard deviation σ > 0 are known.<br />

Note<br />

The macro GAUSS(NOM_VALUE, REL_VALUE, SIG_COEF) enables negative values<br />

for the standard deviation SIGMA which is computed as NOM_VALUE*REL_VALUE/<br />

SIG_COEF. The .DEX command will only consider the absolute values of these parameters,<br />

even if the nominal value NOM_VALUE is negative.<br />

Figure 12-1 depicts the common statistics relating to the Gaussian distribution.<br />

Figure 12-1. Percentage of Cases in Eight Portions of the Gaussian Distribution<br />

The range [−σ, σ] represents 34.13% + 34.13% = 68.26% of cases obtained after running the<br />

sample process in the Monte Carlo algorithm. The range [−3σ, 3σ] covers 2×(34.13% + 13.59%<br />

+ 2.14%) = 99.72% of cases.<br />

The high and low levels, defined as ±n·σ, are the worst case points of these ranges.<br />

Uniform Distributions<br />

For a continuous distribution, the uniform distribution defines equal probability over a given<br />

range. The general formula for the probability density function of the uniform distribution is:<br />

566<br />

Eldo® User's Manual, 15.3

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