Cheat Sheet Module 4#
Type-II Error - Accept \(H_0\) when it is False (or when \(H_a\) is true)
1 million = \(10^6\)
Run Lengths#
“In-control” Average Run Length \(ARL_{\alpha} = \frac{1}{\alpha}\)
“Out-of-control” Average Run Length \(ARL_{1-\beta} = \frac{1}{1-\beta}\)
Detection Power \( = 1-\beta\)
Low \(\beta \implies \) High Detection Power \(\implies\) Low “Out-of-Control” Run Length
If ‘discrepancy’ for \(H_a\) is known \(\delta\)#
For “two-sided” alternate \(\beta = \Phi(z_{\alpha/2} - \delta \sqrt{n}/\sigma) - \Phi(-z_{\alpha/2} - \delta \sqrt{n}/\sigma)\)
Useful for calculating sample size (n)!
Natural Tolerance Limits (NTL)#
\(UNTL = \mu + 3\sigma\)
\(LNTL = \mu - 3\sigma\)
Process Capability Ratio (only for stable processes)#
Replace with estimates if true value is not available
\(T\) - “Target” for \(\mu\)
\(C_{pu} = \frac{USL - \mu}{3 \sigma}\) or \(C_{pl} = \frac{\mu - LSL}{3 \sigma}\)
One-sided
Fall-out = \(Pr(x>USL)\) or \(Pr(x<LSL)\)
Two-sided
Process Capability \(C_{pk} = \min(C_{pu},C_{pl}\))
Taguchi Capability Measure \(C_{pm} = \frac{USL - LSL}{6\sqrt{\sigma^2 + (\mu - T)^2}}\)
Potential Capability \(C_p = \frac{USL-LSL}{6 \sigma}\)
Fall-out = \(Pr(x>USL) + Pr(x<LSL)\)
Fall-out (only for a centered process) = \(2 \times (1 - \Phi(3C_{pk})) = 2 \times \Phi(-3C_{pk})\)
Common Terminology
Capable Process \(C_p > 1\)
Incapable Process \(C_p < 1\)
Six-Sigma Process \(C_p = 2.0\)
Standard Normal CDF Values#
Some values beyond the table
\(\Phi(value \,\, less \,\, than \,\, -6) \approx 0\)
\(\Phi(-6) = 9.866 \times 10^{-10}\)
\(\Phi(-5) = 2.867 \times 10^{-7}\)
\(\Phi(-4) = 3.167 \times 10^{-5}\)