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Ÿþc R Y S T a L B a L L R E F E R E N C E a N D E X a M P L E S Oracle® Crystal Ball Reference and Examples Guide Release 11.1.2.2 Crystal Ball Reference and Examples Guide, 11.1.2.2 Copyright © 1988, 2012, Oracle and/or its affiliates. All rights reserved. Authors: EPM Information Development Team Oracle and Java are registered trademarks of Oracle and/or its affiliates. Other names may be trademarks of their respective owners. This software and related documentation are provided under a license agreement containing restrictions on use and disclosure and are protected by intellectual property laws. Except as expressly permitted in your license agreement or allowed by law, you may not use, copy, reproduce, translate, broadcast, modify, license, transmit, distribute, exhibit, perform, publish, or display any part, in any form, or by any means. Reverse engineering, disassembly, or decompilation of this software, unless required by law for interoperability, is prohibited. The information contained herein is subject to change without notice and is not warranted to be error-free. If you find any errors, please report them to us in writing. If this is software or related documentation that is delivered to the U.S. Government or anyone licensing it on behalf of the U.S. Government, the following notice is applicable: U.S. GOVERNMENT RIGHTS: Programs, software, databases, and related documentation and technical data delivered to U.S. Government customers are "commercial computer software" or "commercial technical data" pursuant to the applicable Federal Acquisition Regulation and agency-specific supplemental regulations. As such, the use, duplication, disclosure, modification, and adaptation shall be subject to the restrictions and license terms set forth in the applicable Government contract, and, to the extent applicable by the terms of the Government contract, the additional rights set forth in FAR 52.227-19, Commercial Computer Software License (December 2007). Oracle America, Inc., 500 Oracle Parkway, Redwood City, CA 94065. This software or hardware is developed for general use in a variety of information management applications. It is not developed or intended for use in any inherently dangerous applications, including applications that may create a risk of personal injury. If you use this software or hardware in dangerous applications, then you shall be responsible to take all appropriate fail-safe, backup, redundancy, and other measures to ensure its safe use. Oracle Corporation and its affiliates disclaim any liability for any damages caused by use of this software or hardware in dangerous applications. This software or hardware and documentation may provide access to or information on content, products, and services from third parties. Oracle Corporation and its affiliates are not responsible for and expressly disclaim all warranties of any kind with respect to third-party content, products, and services. Oracle Corporation and its affiliates will not be responsible for any loss, costs, or damages incurred due to your access to or use of third-party content, products, or services. Contents Documentation Accessibility ........................................................... 9 Chapter 1. Welcome ................................................................ 11 Introduction ......................................................... 11 About This Guide ..................................................... 11 Technical Support and More ............................................. 12 Chapter 2. Maximizing the Use of Crystal Ball .............................................. 13 Introduction ......................................................... 13 Simulation Accuracy ................................................... 13 Precision Control .................................................. 14 Sampling Method .................................................. 14 Simulation Speed ..................................................... 15 Sample Size ......................................................... 16 Correlated Assumptions ................................................ 16 Crystal Ball and Multiple-processor Computers ............................... 17 Crystal Ball and Multiple Processors ..................................... 17 Crystal Ball and Multithreading ........................................ 18 Chapter 3. The Extreme Speed Feature ................................................... 19 Overview ........................................................... 19 Compatibility Issues ................................................... 20 Multiple-Workbook Models .......................................... 20 Circular References ................................................. 21 Crystal Ball Microsoft Excel Functions ................................... 21 User-Defined Functions ............................................. 22 Running User-Defined Macros ........................................ 24 Special Functions .................................................. 24 Undocumented Behavior of Standard Functions ............................ 24 Incompatible Range Constructs ........................................ 25 Data Tables ...................................................... 26 Calculation Differences in Extreme Speed .................................... 26 Differences in Microsoft Excel Functions by Run Mode ....................... 26 Contents iii Calculation Differences and the Compare Run Modes Tool .................... 26 Other Important Differences ............................................. 27 OptQuest and other Crystal Ball Tools ................................... 27 Precision Control and Cell Error Reviewing ............................... 27 Spreadsheet Updating ............................................... 28 Very Large Models ................................................. 28 Memory Usage .................................................... 28 Spreadsheets with No Crystal Ball Data .................................. 28 Maximizing the Benefits of Extreme Speed ................................... 29 String Intermediate Results in Formulas .................................. 29 Calls to User-Defined Functions ....................................... 30 Dynamic Assumptions .............................................. 30 Microsoft Excel Functions ............................................ 30 Chapter 4. Statistical Definitions ....................................................... 31 Introduction ......................................................... 31 Statistics ............................................................ 31 Measures of Central Tendency ......................................... 31 Measures of Variability .............................................. 33 Other Measures for a Data Set ......................................... 34 Other Statistics .................................................... 37 Simulation Sampling Methods ............................................ 40 Monte Carlo Sampling .............................................. 40 Latin Hypercube Sampling ........................................... 41 Confidence Intervals ................................................... 41 Mean Confidence Interval ............................................ 42 Standard Deviation Confidence Interval .................................. 42 Percentiles Confidence Interval ........................................ 42 Random Number Generation ............................................ 43 Chapter 5. Process Capability Tutorials and Reference ........................................ 45 Process Capability Tutorials .............................................. 45 Tutorial 1 — Improving Process Quality ................................. 45 Tutorial 2 — Packaging Pump Design ................................... 59 Capability Metrics List ................................................. 73 Process Capability Metrics Formulas ....................................... 75 Cp ............................................................. 75 Pp ............................................................. 75 Cpk-lower ....................................................... 76 Ppk-lower ....................................................... 76 iv Contents Cpk-upper ....................................................... 76 Ppk-upper ....................................................... 76 Cpk ............................................................ 77 Ppk ............................................................ 77 Cpm ........................................................... 77 Ppm ............................................................ 78 Z-LSL .......................................................... 78 Z-USL .......................................................... 78 Zst ............................................................. 78 Zst-total ......................................................... 79 Zlt ............................................................. 79 Zlt-total ......................................................... 80 p(N/C)-below ..................................................... 80 p(N/C)-above ..................................................... 80 p(N/C)-total ...................................................... 81 PPM-below ...................................................... 81 PPM-above ...................................................... 81 PPM-total ....................................................... 81 LSL ............................................................ 81 USL ...........................................................
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