Estimated Standard Deviation
- Last UpdatedMar 19, 2016
- 3 minute read
The estimated sigma is calculated based on the chart type linked to a characteristic. If sigma_est for a variable is set to 1= use std.dev, the estimated sigma is calculated using the standard population deviation method.
The methods for calculating estimated standard deviation from sample information (when sigma_est = 0) for individual chart types are described in the following table.
|
Default Chart Type |
Calculation |
Description of Terms |
|---|---|---|
|
XBar and Range Chart |
|
S is the number of samples used in calculating the estimated sigma. R is the range from a sample. d2 is the constant (adjustment) factor for the estimated sigma.
|
|
XBar and Sigma Chart |
|
S is the number of samples used in calculating the estimated sigma.
c4 is the constant (adjustment) factor for the estimated sigma.
|
|
Individual and Moving Range Chart |
|
N is the total number of individual readings from all the samples.
d2 is the constant (adjustment) factor for the estimated sigma. |
|
Moving Average and Range Chart |
|
N is the total number of individual readings from all the samples. s is the moving average span configured for a characteristic.
d2 is the constant (adjustment) factor for the estimated sigma. |
|
Moving Average and Sigma Chart |
The moving sigma is calculated as: The estimated standard deviation is calculated as: |
Moving sigma: σ is the standard deviation. s is the moving average span configured for a characteristic.
Estimated standard deviation:
N is the total number of individual readings from all the samples. s is the moving average span configured for a characteristic. c4 is the constant (adjustment) factor for the estimated sigma. |