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You are on page 1of 117

Statistical Tolerancing

Fritz Scholz

Objective of Statistical Tolerancing

Dimensions and properties of parts are not exactly what they should be.

1

Exchangeability of 757 Cargo Doors

At issue were the tolerances of gaps and lugs of hinges and their placement on the

hinge lines of aircraft body and door.

That means that a lot of dimensions have to fit just about right.

. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

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. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

0

The Root Sum Square (RSS) paradigm does not work here!

2

IBM Collaboration: Disk Drive Tolerances

D

H

B

A C

3

Coordination Holes for Aligning Fuselage Panels

ideal

perturbed holes

4

Main Ingredients: Mean, Variance & Standard Deviation

Z x

X f (x) (density), CDF F(x) = P(X x) = f (t) dt .

Z x

Mean: = X = E(X) = t f (t) dt

Z x

Variance: 2 = 2X = var(X) = E((X )2) = E(X 2)2 = (t )2 f (t) dt

p

Standard Deviation: = var(X)

5

Rules for E(X) and var(X)

For constants a1, . . . , ak and random variables X1, . . . , Xk

we have for Y = a1X1 + . . . + ak Xk

It is this latter property that justifies the existence of the variance concept.

q

Y = a21var(X1) + . . . + a2k var(Xk )

6

Central Limit Theorem (CLT) I

from n possibly different populations with respective means and

standard deviations 1, . . . , n and 1, . . . , n

max 21, . . . , 2n

0, as n

21 + . . . + 2n

i.e., none of the variances dominates among all variances

and variance given by

Y = 1 + . . . + n and Y2 = 21 + . . . + 2n .

7

CLT: Example 1

standard normal population uniform population on (0,1)

1.2

0.4

0.8

Density

Density

0.2

0.4

0.0

0.0

2 0 2 4 0.0 0.2 0.4 0.6 0.8 1.0

x1 x2

5

4

Density

Density

3

2

1

0

0.0 0.5 1.0 1.5 0.0 0.5 1.0 1.5 2.0 2.5 3.0 3.5

x3 x4

8

CLT: Example 2

Central Limit Theorem at Work

0.30

0.25

0.20

Density

0.15

0.10

0.05

0.00

2 0 2 4 6

x1 + x2 + x3 + x4

9

CLT: Example 3

standard normal population uniform population on (0,1)

1.2

0.4

Density

Density

0.6

0.2

0.0

0.0

4 2 0 2 4 0.0 0.2 0.4 0.6 0.8 1.0

x1 x2

0.8

4

Density

Density

0.4

2

0.0

0

0.0 0.5 1.0 1.5 0.0 0.5 1.0 1.5 2.0 2.5 3.0

x3 x4

Weibull population

0.8

Density

0.4

0.0

x5

10

CLT: Example 4

Central Limit Theorem at Work

0.00 0.15 0.30

Density

2 0 2 4 6

x1 + x2 + x3 + x4

0.0 0.2 0.4

Density

1 2 3 4 5 6 7

x2 + x3 + x4 + x5

11

CLT: Example 5

standard normal population uniform population on (0,1)

1.2

0.4

0.8

Density

Density

0.2

0.4

0.0

0.0

4 2 0 2 4 0.0 0.2 0.4 0.6 0.8 1.0

x1 x2

0.8

0.4

Density

Density

0.4

0.2

0.0

0.0

x3 x4

12

CLT: Example 6

Central Limit Theorem at Work (not so good)

0.20

0.15

Density

0.10

0.05

0.00

0 10 20 30 40

x1 + x2 + x3 + x4

13

CLT: Example 7

standard normal population uniform population on (0,1)

0.06

0.4

0.04

Density

Density

0.2

0.02

0.00

0.0

4 2 0 2 4 0 5 10 15 20

x1 x2

5

0.8

4

Density

Density

3

0.4

2

1

0.0

0

0.0 0.5 1.0 1.5 0.0 0.5 1.0 1.5 2.0 2.5 3.0 3.5

x3 x4

14

CLT: Example 8

Central Limit Theorem at Work (not so good)

0.08

0.06

Density

0.04

0.02

0.00

20 10 0 10 20 30 40

x1 + x2 + x3 + x4

15

What is a Tolerance?

Tolerances recognize that part dimensions are not what they should be.

should be = nominal or exact according to engineering design

Exact dimensions allow mass production assembly using interchangeable parts

[Nominal, Nominal + Tolerance] or [Nominal Tolerance, Nominal ]

16

Simple Examples

Example 1: A disk should have thickness 1/800 with .00100 tolerance, i.e.,

the disk thickness should be in the range

Example 2: A stack of ten disks should be 1.2500 high with .0100 tolerance,

i.e., the stack height should be in the range

17

Disk Stack

= 0.125 0.001

1 8

0.01

1.25

18

Worst Case or Arithmetic Tolerancing

guarantees the tolerance specification in Example 2.

.12600 per disk = stack height of 10 .12600 = 1.2600.

.12400 per disk = stack height of 10 .12400 = 1.2400.

This gives the total possible stack height range as [1.2400, 1.2600] .

19

disk stack/tolerance stack

worst case

low stack

.02''

worst case

high stack

.125''

1.25''

20

Worst Case or Arithmetic Tolerancing in Reverse

and if the disk tolerances are to be the same for all disks (exchangeable),

.0100/10 = .00100

tolerances to the individual disks (item tolerances).

End tolerances can create very tight and unrealistic item tolerances. Costly!

21

Worst Case Analysis or Goal Post Mentality

nominaltol nominal+tol

nominal

tol -

= Statistical Tolerancing

22

Statistical Tolerancing Assumption

not deliberately to make a worst possible stack, one way or the other.

normal or Gaussian with center D at the middle of the tolerance range

and with standard deviation such that

or

1

D = TOLD so that [D 3D, D + 3D] = tolerance interval

3

23

Normal Histogram/Distribution of Disk Thicknesses

1200

Histogram of 10,000 Thicknesses

1000

800

Density

600

400

200

18 16

0

disk thickness

24

Why Does Statistical Tolerancing Work

Under the normal population model = we will see about 13.5 out of 10, 000

disks with thickness .12600 .

The chance of randomly selecting such a fat or fatter disk is .00135 = 13.5/10, 000

The chance of having such bad (thick) luck ten times in a row is

.00135 . . . .00135 = (.00135)10 = 2.01 1029 (!!!)

hope that thick and thin will average out to some extent.

If life gives you lemons, make lemonade! Turn a negative into a positive!

25

The Insurance Principle of Averaging

We look forward to the day when everyone will receive

more than the average wage.

Australian Minister of Labour, 1973

meaning shipwreck, damaged goods, and linking it to the custom

of averaging the losses of damaged cargo across all merchants

26

Distribution of Stack Heights

we get a normal population of stack heights,

q

S = D1 + . . . + D10 = 10 D = 10 .00100/3 = .0010500

2 2

1.25 3 10 .001 /3 = 1.25 10 .00100 = 1.2500 .0031600

00 00 00

.0031600 = 10 .00100 10 .00100 = .0100

27

Normal Histogram/Distribution of Stacks

400

300

Histogram of 10,000 Stack Heights

Density

200

100

0

28

Root Sum Square (RSS) Method

For S = D1 + . . . + D10, with independent disk thicknesses Di, we have

q

var(D1 + . . . + D10) = 2D1 + . . . + 2D10

p

S =

q q

TOLS = 3S = 3 2D1 + . . . + 2D10 = (3D1 )2 + . . . + (3D10 )2

q

2 2

= TOL1 + . . . + TOL10 = 10 TOLD

This is referred to as the Root Sum Square (RSS) Method of tolerance stacking.

29

Some Comments on ? Notation

Numerically TOLi = TOL?i are the same, they are just different in what they

represent: statistical variation range versus worst case variation range.

Again, TOLS and TOL?S represent statistical and worst case variation ranges,

but they are not the same since

q q

TOL21 + . . . + TOL210 = (TOL?1)2 + . . . + (TOL?10)2 TOL?1 + . . . + TOL?10

when n>1 and TOL1 = . . . = TOLn = 0.

30

Statistical Tolerancing Benefits

31

RSS for General n

1

TOLS = n TOLD or TOLD = TOLS

n

1

TOL?S = n TOL?D or TOLD = TOL?S

?

n

More generally when the TOLDi are not all the same

q

TOLS = TOL21 + . . . + TOL2n or TOL?S = TOL?D1 + . . . + TOL?Dn

Reduce the largest TOLDi to get greatest impact on TOLS . TOL?D ???

i

32

RSS = Pythagorean Shortcut

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.......

T1

q

T1 + T2 + T3 > T12 + T22 + T32

33

Benderizing

As much as RSS gives advantages over worst case or arithmetic tolerancing

it was found that the RSS tolerance buildup was often optimistic in practice.

A simple remedy was proposed by Bender (1962) and it was called Benderizing.

q

TOLS = 1.5 TOL21 + . . . + TOL2n

This still only grows on the order of n, but provides a safety cushion.

The motivation? When shop mechanics were asked about the dimension accuracy

they could maintain, they would respond based on experience memory.

To adjust TOLi = 2i to TOLi = 3i the factor 3/2 = 1.5 was applied.

34

Uniform Part Variation

the variation of the manufactured disks.

[nominal TOLD, nominal + TOLD] = [ TOLD, + TOLD] due to tool wear.

E(D) = and

Z +TOL

D 1

2D = (t )2 dt substituting (t )/TOLD = x

TOLD 2TOLD

Z 1

1 2

= TOL2D x dx with dt/TOLD = dx

1 2

" #1 !

x 3 1 3 (1)3 TOL 2

= TOL2D = TOL2D = D

6 6 6 3

1

= D = TOLD/ 3 or 3D = 3 TOLD = c TOLD, c = 3 = 1.732.

35

Uniform Part Variation Impact on TOLS

For n 3 the distribution of S is approximately normal, i.e., S N (S , 2S )

see next slide.

q

TOLS = 3S = (3D1 )2 + . . . + (3Dn )2

S = n D = TOLS = 3S = n 3 D = n 3 TOLD = n c TOLD,

i.e., we have a uniform distribution penalty factor c = 3 = 1.732.

Recall that under normal part variation we had: TOLS = n TOLD.

36

0.8

CLT for Sums of Uniform Random Variables

0.7

0.6

0.6

0.5

0.4

Density

Density

0.4

0.3

0.2

0.2

0.1

0.0

0.0

0.0 0.5 1.0 1.5 2.0 2.5 3.0 0.5 1.0 1.5 2.0 2.5 3.0 3.5

U1 + U2 + U3 U1 + + U4

37

Uniform Part Variation: Comparison with Worst Case

? TOL?S

TOLD = or TOL?S = n TOL?D,

n

TOLS = 3 n TOLD < TOL?S = n TOL?D when 3 < n.

38

Motivating the 3 cT Link

Increasing that scale by a factor should increase and T by that same factor .

There it makes sense to equate T = 3.

i.e., 3/c captures (almost) all of the variation in the distribution.

39

Distribution Inflation Factors 1

c = 1 c = 1.732

c = 1.225 c = 1.369

c = 1.5 c = 1.306

40

Distribution Inflation Factors 2

c = 1

c = 1

= = 3 c = 2.023

c = 1.134

= = .6

p = .7 , g = .4

= = 2

c = 1.342 c = 1.512

41

Details on Distribution Inflation Factors 1

The factors c are chosen such that for finite range densities we have

3 D = c TOLD

cnormal = 1

except for beta where [0, 1] is the conventional standard interval.

q

cuniform = 3, ctriangular = 1.5, celliptical = 1.5, ccos = 3 1 8/2

q

ctrapezoidal = 3(1 + k2)/2 where 2k is the range of the middle flat part.

42

Details on Distribution Inflation Factors 2

(a + b) a1

f (z) = z (1 z)b1 for 0 z 1, and g(z) = 0 else

(a)(b)

For a = b the beta density is symmetric around .5 cbeta = 3/ 2a + 1.

p

2g for |z| g,

1p

f (z) = 2(1g)

for g < |z| 1

0

else

q

cDIN = 3[(1 p)(1 + g) + g2]

43

RSS with Mixed Distribution Inflation Factors

i TOLi, i = 1, . . . , n and with possibly different distribution factors c1, . . . , cn

with mean and standard deviation given by

q

S = 1 + . . . + n and S = 21 + . . . + 2n

q q

TOLS = 3S = (31)2 + . . . + (3n)2 = (c1TOL1)2 + . . . + (cnTOLn)2

44

Statistical Tolerancing by Simulation

over respective tolerance ranges

Calculate the resulting critical assembly dimension, i.e., draw ten thicknesses

from a distribution of thicknesses and compute the stack height (sum).

Repeat the above many times, Nsim = 1000 (or Nsim 1000) times.

(stack height).

45

Statistical Tolerancing by Simulation & Iteration

relax tolerances on the aggregating parts.

tighten tolerances on the aggregating parts.

and can save a lot of waste and rework.

46

Is Linear Tolerance Stack Special?

where a0, a1, . . . , an are known multipliers or coefficients.

47

Crankcase Tolerance Chain

L1

L3 L5

L2 L4 L6

G = L1 L2 L3 L4 L5 L6 = L1 (L2 + . . . + L6)

48

Input/Output Black Box

of the following type Y = f (X1, . . . , Xn)

............................................................................................................

........................................................................

X1 ........................................................................

........................................................................

........................................................................

........................................................................

...

........................................................................

Y = f (X1, . . . , Xn)

........................................................................

........................................................................

........................................................................

........................................................................

........................................................................

........................................................................

Xn ........................................................................

........................................................................

........................................................................

........................................................................

....................................

49

Smooth Functions f

When the output Y varies smoothly with small changes in the Xi, then

Y a0 + a1 X1 + . . . + an Xn

for all small perturbations in X1, . . . , Xn around 1, . . . , n.

the one-term Taylor expansion of f around 1, . . . , n.

n f ( , . . . , )

1 n

Y = f (X1, . . . , Xn) f (1, . . . , n) + (Xi i)

i=1 i

using

f (1, . . . , n) n f ( , . . . , )

1 n

ai = and a0 = f (1, . . . , n) i

i i=1 i

50

Good Linearization Example

7

6

5

y

3

2

51

1.0 1.2 1.4 1.6 1.8 2.0

x

Medium Linearization Example

6

4

y

2

0

52

1.0 1.5 2.0 2.5

x

Poor Linearization Example

6

4

2

y

2

4

53

1.0 1.5 2.0 2.5 3.0 3.5 4.0

x

The Sensitivity Coefficients or Derivatives

near i while holding the other X s fixed at their s and assessing

the rate of change in Y in each case, i.e., for each i = 1, . . . , n.

Y2 = 2a0+a1X1+...+anXn

2 2 2 2 2

= a0 + a1X1 + . . . + anXn = a1X1 + . . . + anXn

54

The General Tolerance Stack Formula

and by 3 Xi = ci TXi

2 2

(3Y )2 = 3 a1 X1 + . . . + 3 an Xn

2 2

= a1c1TX1 + . . . + ancnTXn

q

2 2

TOLY = 3Y = a1c1TOLX1 + . . . + ancnTOLXn

q

TOLY = 3Y = TOL21 + . . . + TOL2n

regardless of the ai and ci. RSS was a magic bullet they did not understand.

55

Simulation for General f

and the relative variations of the inputs.

56

Sensitivities and CLT

max 21, . . . , 2n

0 , as n

21 + . . . + 2n

max a2121, . . . , a2n2n

0 , as n

a2121 + . . . + a2n2n

57

Mean Shifts

were centered on the middle of the tolerance interval.

actual inputs or part dimensions can be quite variable?

It makes sense to allow for some kind of mean shift or targeting error

while still insisting on having all or most part dimensions within

specified tolerance ranges.

58

Two Strategies of Dealing with Mean Shifts

In either case combine this in worst case fashion or arithmetically with the

RSS part variation stack.

The reason for the last worst case stacking step is that the mean shifts

represent persistent effects that do not get played out independently and

repeatedly for each produced part dimension.

59

Mean Shifts Stacked Arithmetically

part dimension X1

part dimension X2

probability density

part dimension X3

Y = X1 + X2 + X3 in worst case fashion

60

Mean Shifts Stacked via RSS

part dimension X1

part dimension X2

probability density

part dimension X3

Y = X1 + X2 + X3 in RSS fashion

61

Mean Shifts within Tolerance Interval

For the part variation to stay within tolerance there has to be a tradeoff

between variability and mean shift.

62

Mean Shifts, Variability & C pk

to the closest tolerance limit in relation to 3.

U L

C pk = min ,

3 3

dimensions falling out of tolerance.

However, this does not control the mean shift. We could have U and

C pk = 1. Then all part dimensions would be near U = worst case stacking.

63

Bounded Mean Shifts

i = iTi 0 i 1 .

But maintain C pk 1

iTi + 3i Ti = 3i (1 i)Ti

64

Arithmetically Stacking Mean Shifts

arithmetically combining arithmetically combined mean shifts and

statistical tolerancing

q

+ (1 1)2a21c21TOL2X1 + . . . + (1 n)2a2nc2nTOL2Xn

This grows on the order of n and not n, but with a reduction factor.

1 = . . . = n = 0 = RSS stacking.

65

RSS Stacking of Mean Shifts

arithmetically combining RSS combined mean shifts and

statistical tolerancing

q

TOLY = 21c21a21TOL2X1 + . . . + 2nc2na2nTOLXn 2

q

+ (1 1)2a21c21TOL2X1 + . . . + (1 n)2a2nc2nTOL2Xn

The ci are the penalty factors for the distributions governing the mean shifts.

The ci are the penalty factors for the distributions governing part variation.

Consistent part dimensions with system output Y = E(Y ) TOLY .

66

Distributions with Mean Shift I

c = 1 c = 1.732

c = 1.225 c = 1.369

c = 1.5 c = 1.306

67

Distributions with Mean Shift II

c = 1

c = 1

= = 3 = = .6

c = 2.023

c = 1.134

= = 2 p = .7 , g = .4

c = 1.342 c = 1.512

68

Other Variants

dimension variability in order to maintain C pk 1.

Rather than dividing up TOL into mean shift and a 3 range (by squeezing

down 3 to maintain C pk 1) we can increase TOL to the sum of the original

TOL0 = 3 plus the mean shift represented as a fraction of the increased

TOL, i.e.,

3i TOL0i

TOLi = 3i + iTOLi or TOLi = = .

1 i 1 i

For details on how the stacking formulas change see the provided reports.

69

Actuator

o

Ao TA Ro TR

B+

B-

max,o

min,o

B

70

Actuator Case Study

The leg B, representing the actuator, can be adjusted such that the angle agrees

exactly with a specified value 0.

From there B can extend or contract by an amount thus changing the angle

to a maximum and minimum value max and min, respectively.

71

The Question of Interest

max,0 and min,0, respectively.

How much variation of max and min around max,0 and min,0 can we expect

due to the variations in A and R over their respective tolerance ranges

A0 TA and R0 TR?

72

Geometric Considerations

q

B = B(A, R) = A2 + R2 2AR cos(0) .

Extending/contracting the actuator by x = from the neutral position

s

(sx A)(sx R)

= x = 2 arctan ,

sx(sx Bx)

73

Statistical Tolerancing via Simulation

The simplest way of dealing with the variation behavior of = max and

= min due to variation in A and R is through simulation = R.

Get N -vectors of A and R values from N (A, (TA/3)2) and N (R, (TR/3)2).

the N -vectors of max and min, respectively.

The results using N = 1, 000, 000 simulations is shown on the next slide.

It used theta.simNN and took just a few seconds to run.

74

(A, R) (N , N ) Simulation Output, Nsim = 106

max,, 0 0 = 15.325o

3.0

T1 = 0.359o

0 = 55o

2.0

Density

1.0

0.0

max 0

min,, 0 0 = 15.999o

2.5

T2 = 0.467o

0 = 55o

2.0

Density

1.5

1.0

0.5

0.0

min 0 75

Statistical Tolerancing via RSS

q q

T1 = a2max,A TA2 + a2max,R TR2 and T2 = a2min,A TA2 + a2min,R TR2 ,

where

max max min min

amax,A = , amax,R = , amin,A = , and amin,R =

A R A R

All derivatives are evaluated at the nominal values (A0, R0) of (A, R).

These RSS formulae come from the linearization of x (A, R) near (A0, R0), i.e.,

x

x

x(A, R) = x(A0, R0) + (A A0) + (R R0) ,

A A=A0,R=R0

R A=A0,R=R0

which is then taken as an approximation for x (A, R) near (A, R) = (A0, R0).

76

Approximation Quality

with respect to A and R at (A0, R0).

TA and TR determine over what range x is approximated.

When TA or TR get too large, quadratic terms may come into play normality???

All this assumes of course that x is differentiable near (A, R) = (A0, R0).

There are tolerance situation where differentiability is an issue and in that case the

RSS paradigm does not work.

77

The Derivatives

s

x 1 (sx A)(sx R)

=

A 1 + (sxA)(sxR) A sx(sx Bx)

s (s B )

x x x

and

s

x 1 (sx A)(sx R)

= .

R 1 + (sxA)(sxR) R sx(sx Bx)

s (s B )

x x x

Next we have

s s 1

(sx A)(sx R) (sx A)(sx R) (sx A)(sx R)

= 2

A sx(sx Bx) sx(sx Bx) A sx(sx Bx)

and

s s 1

(sx A)(sx R) (sx A)(sx R) (sx A)(sx R)

= 2 .

R sx(sx Bx) sx(sx Bx) R sx(sx Bx)

78

More Derivatives

Bx A R cos(0) Bx R A cos(0)

=q and =q

A R

A2 + R2 2AR cos(0) A2 + R2 2AR cos(0)

(sx A) 1 A R cos(0) (sx R) 1 A R cos(0)

= 1 and = +1

A 2 B A 2 B

(sx A) 1 R A cos(0) (sx R) 1 R A cos(0)

= +1 and = 1

R 2 B R 2 B

sx 1 A R cos(0) sx 1 R A cos(0)

= +1 and = +1

A 2 B R 2 B

(sx Bx) 1 A R cos(0) (sx Bx) 1 R A cos(0)

= 1 and = 1 .

A 2 B R 2 B

79

And More Derivatives

(sx A)(sx R)

A sx(sx Bx)

1

= 2 2

(sx R) (sx A) + (sx A) (sx R) sx(sx Bx)

sx (sx Bx) A A

(sx A)(sx R) (sx Bx) sx + sx (sx Bx)

A A

(sx A)(sx R)

R sx(sx Bx)

1

= 2 2

(sx R) (sx A) + (sx A) (sx R) sx(sx Bx)

sx (sx Bx) R R

(sx A)(sx R) (sx Bx) sx + sx (sx Bx) .

R R

80

And More Derivatives

Rather than just using these expressions as they are it is advisable to simplify them

somewhat to avoid significance loss in the calculations.

R x

(sx R) (sx A) + (sx A) (sx R) = [1 cos(0)] + [A R cos(0)]

A A 2 2B

R x

(sx Bx) sx + sx (sx Bx) = [1 + cos(0)] [A R cos(0)]

A A 2 2B

A x

(sx R) (sx A) + (sx A) (sx R) = [1 cos(0)] + [R A cos(0)]

R R 2 2B

A x

(sx Bx) sx + sx (sx Bx) = [1 + cos(0)] [R A cos(0)] .

R R 2 2B

81

RSS Calculations

The R function deriv.theta produced the following derivatives for A0 = 12.8,

R0 = 6, 0 = 55, and = 1.6

max min

= .00006636499 and = .004038650

A A

and

max min

= 0.04473785 and = 0.05810921 .

R R

The RSS calculation using normal variation for A and R then gives the following

values for T1 and T2 based on TA = .12 and TR = .14

which agree remarkably well with the simulated quantities.

The derivatives of max and min with respect to A are smaller than

the derivatives with respect to R by at least an order of magnitude.

Important when considering other distributions governing the variation of A and R.

82

Numerical Differentiation

The derivation of the derivatives was quite laborious, but R code is compact.

difference quotients for very small values of

x x(A0 + , R0) x(A0, R0)

A A=A0,R=R0

x x(A0, R0 + ) x(A0, R0)

.

R A=A0,R=R0

83

Numerical Differentiation Example

max min

.00006636269 and .004038651

A A=A0,R=R0 A A=A0,R=R0

and

max min

0.04473777 and 0.05810908 .

R A=A0,R=R0

R A=A0,R=R0

These agree very well with the derivatives obtained previously via calculus.

84

Revisit RSS for Linear Combinations

is normally distributed.

For Xi N equate 3Xi = Ti, i.e., most of the Xi variation falls within i 3Xi

q q

TY = 3Y = a21(3X1 )2 + . . . + a2n(3Xn )2 = a21T12 + . . . + a2nTn2

applicable for linear approximations to smooth functions of normal inputs.

85

CLT and Adjustment Factors

is approximately normally distributed provided

a212X a2n2Xn

( )

1

max ,..., is small,

a212X + . . . + a2n2Xn a212X + . . . + a2n2Xn

1 1

q q

TY = 3Y = a21(3X1 )2 + . . . + a2n(3Xn )2 = c21a21T12 + . . . + c2na2nTn2 .

subject to above CLT condition.

86

Simulations with Other Distributions for A and R

The next few slides show simulations with 0 = 55 and = 1.6 and

87

(A, R) (U , N ) Simulation Output, Nsim = 106

4

3

0 = 55o

Density

2

1

0

max 0

3.0

0 = 55o

Density

2.0

1.0

0.0

min 0

88

(A, R) (N , U ) Simulation Output, Nsim = 106

2.0

1.5 max,, 0 0 = 15.325o T1 = 0.622o

0 = 55o

Density

1.0

0.5

0.0

max 0

2.0

1.5

Density

1.0

0 = 55o

0.5

0.0

min 0

(A, R) (U , U ) Simulation Output, Nsim = 106

2.0

1.5 max,, 0 0 = 15.325o T1 = 0.622o

0 = 55o

Density

1.0

0.5

0.0

max 0

2.0

1.5

Density

1.0

0 = 55o

0.5

0.0

min 0

(A, R) (U , U ) Simulation Output, Nsim = 106

15

0 = 55o

Density

10

5

0

max 0

20

15

Density

10

0 = 55o

5

0

min 0

RSS Calculation with Inflation Factors

Applying the RSS formula assuming a uniform distribution for both A and R we get

q

360

T1 = (.00006636269)2 3 .122 + (.04473777)2 3 .142 = 0.6215642

2

and

q

360

2 2 2

T2 = (.004038651) 3 .12 + (.05810908) 3 .14 2 = 0.8087691

2

using the inflation factor c = 3 and the numerical derivatives in both cases.

Reasonable agreement with the values .622 and .81 from simulation.

Not surprising when linearization is good. We are simply using the variance rules.

However, T1 and T2 do not capture the variation range of x , since the CLT fails.

Linearity was not good with wider tolerances = tilted uniform.

92

theta.simUUUU

R U (6 .15, 6 + .15)

93

Varying A, R, ?0 and Uniformly

1.0

max,, 0 0 = 15.325o T1 = 1.38o

0.8

0 = 55o

0.6

Density

0.4

0.2

0.0

14 15 16 17

max 0

1.0

0.8

0.6

0 = 55o

Density

0.4

0.2

0.0

18 17 16 15 14 94

min 0

Final Comments

the effect of the CLT when sufficiently many contributing inputs are involved

95

Voltage Amplifier

96

Output Voltage V0

R2

E1 1 + R E2 R2

1

V0 = f (E1, E2, R1, R2, R3, R4) = R3

1+R R1

4

Nominal values:

E1 = 1V , E2 = 1V , R1 = 10, R2 = 100, R3 = 10, and R4 = 100.

= V0 = 20V .

97

The Derivatives

R2

V0 1+R V0 R2

1

= R

, =

E1 1 + 3 E2 R1

R4

E1

V0 E1 R2 E2 R2 V0 R1 E2

= R

2+ , = R

R1 1 + R3 R1 R21 R2 1 + 3 R1

R4

4

R2 R2

V0 E 1 1 + R1 1 V0 E 1 1 + R1 R3

= 2 , = 2 2

R3 R3 R4 R4 R3 R4

1+R 1+R

4 4

98

V.amp.simN2U4(del=.1)

> V.amp.simN2U4(del=.1)

$V0

[1] 20

$delta

[1] 0.1

$derivatives

[1] 10.000000000 -10.000000000 -1.909090909 0.190909091

+ -0.090909091 0.009090909

$sigmas

[1] 0.33314890 0.33326565 1.10195837 1.10243208

+ 0.05248074 0.05246410

$nominals

[1] 1 -1 10 100 10 100

99

V.amp.simN2U4(del=.1)

Ei ~ N(i, (i)2) , Ri ~ U(i i , i + i )

0.25

= 0.1

0.20

0.15

Density

0.10

0.05

0.00

14 16 18 20 22 24 26

V0

100

V.amp.simN2U4(del=.05)

> V.amp.simN2U4(del=.05)

$V0

[1] 20

$delta

[1] 0.05

$derivatives

[1] 10.000000000 -10.000000000 -1.909090909 0.190909091

+ -0.090909091 0.009090909

$sigmas

[1] 0.16657056 0.16676230 0.55079156 0.55108759

+ 0.02627634 0.02624854

$nominals

[1] 1 -1 10 100 10 100

101

V.amp.simN2U4(del=.05)

Ei ~ N(i, (i)2) , Ri ~ U(i i , i + i )

0.5

= 0.05

0.4

0.3

Density

0.2

0.1

0.0

17 18 19 20 21 22 23

V0

102

V.amp.simU6(del=.1)

> V.amp.simU6(del=.1)

$V0

[1] 20

$delta

[1] 0.1

$derivatives

[1] 10.000000000 -10.000000000 -1.909090909 0.190909091

+ -0.090909091 0.009090909

$sigmas

[1] 0.57739282 0.57698360 1.10221137 1.10199967

+ 0.05251682 0.05253420

$nominals

[1] 1 -1 10 100 10 100

103

V.amp.simU6(del=.1)

Ei ~ U(i i , i + i ) , Ri ~ U(i i , i + i )

= 0.1

0.20

0.15

Density

0.10

0.05

0.00

14 16 18 20 22 24 26

V0

104

V.amp.simN6(del=.1)

> V.amp.simN6(del=.1)

$V0

[1] 20

$delta

[1] 0.1

$derivatives

[1] 10.000000000 -10.000000000 -1.909090909 0.190909091

+ -0.090909091 0.009090909

$sigmas

[1] 0.33348276 0.33332256 0.63653780 0.63714909

+ 0.03031808 0.03029352

$nominals

[1] 1 -1 10 100 10 100

105

V.amp.simN6(del=.1)

Ei ~ N(i, (i)2) , Ri ~ N(i, (i)2)

0.4

= 0.1

0.3

Density

0.2

0.1

0.0

16 18 20 22

V0

106

V.amp.simN6(del=.05)

> V.amp.simN6(del=.05)

$V0

[1] 20

$delta

[1] 0.05

$derivatives

[1] 10.000000000 -10.000000000 -1.909090909 0.190909091

+ -0.090909091 0.009090909

$sigmas

[1] 0.16656830 0.16669687 0.31840687 0.31774622

+ 0.01514106 0.01513453

$nominals

[1] 1 -1 10 100 10 100

107

V.amp.simN6(del=.05)

Ei ~ N(i, (i)2) , Ri ~ N(i, (i)2)

0.8

= 0.05

0.6

Density

0.4

0.2

0.0

18 19 20 21

V0

108

Some Final Comments

but not too bad as far as the TV0 = 3V0 range is concerned.

Distributions appear nearly triangular, because of dominance of R1 and R2.

The main terms R1 and R2 are not as dominant compared to E1 and E2.

109

References on Statistical Tolerancing

Altschul, R.E. and Scholz, F.W. (1994). Case study in statistical tolerancing. Man-

ufacturing Review of the AMSE 7, 52-56.

chanical Engineers.

Principles, The American Society of Mechanical Engineers.

Bates, E.L. (1947). How to increase tolerances and obtain closer fits. The Iron

Age, July 3rd.

probability method of handling tolerances for limit-stack-ups. Graphic Science, 17-

21.

110

References on Statistical Tolerancing

Bowker, A.H. and Lieberman, G.J. (1959). Engineering Statistics, Prentice Hall,

Englewood Cliffs, N.J., 51-64.

Specifications, Addison-Wesley, Reading Massachusetts.

Cox, N.D. (1986). Volume 11: How to Perform Statistical Tolerance Analysis. Amer-

ican Society for Quality Control, 230 West Wells Street, Milwaukee, Wisconsin

53203.

Ettinger & Bartky (1936). Basis for determining manufacturing tolerances. The

Machinist, October 3rd.

111

References on Statistical Tolerancing

Evans, D.H. (1974). Statistical tolerancing: The state of the art. Part I. Back-

ground Journal of Quality Technology 6, 188-195.

Evans, D.H. (1975). Statistical tolerancing: The state of the art. Part II. Method for

estimating moments. Journal of Quality Technology 7, 1-12.

Evans, D.H. (1975). Statistical tolerancing: The state of the art. Part III. Shifts and

drifts. Journal of Quality Technology 7, 72-76.

Evans, D.H. (198?/9?). Probability and its Application for Engineers, Chapter 9:

Tolerancing , Error Analysis, and Parameter Uncertainty.

Press Inc., New York, N.Y.

112

References on Statistical Tolerancing

Publishing C. LTD, 83-117 Euston Road, London, NW1.

ponents. Proc. I. Mech. E. 152, No. 4, p. 388, paper and discussion.

Greenwood, W.H. and Chase, K.W. (1987). A new tolerance analysis method for

designers and manufacturers. Trans. ASME, J. of Engineering for Industry 109,

112-116.

Harry, M.J. and Stewart, R. (1988). Six Sigma Mechanical Design Tolerancing.

Motorola Government Electronics Group, 8201 E. McDowell Rd., Scottdale, AZ

85257, Ph. (602) 990-5716.

113

References on Statistical Tolerancing

and Inspection, John Wiley & Sons, New York, N.Y.

Mech. E. 156, No. 2, p. 103, paper and discussion.

neering designs. Proc. of the Institution of Mechanical Engineers 178, 29-51 (with

discussion).

Nigam, S.D. and Turner, J.U. (1995). Review of statistical approaches to tolerance

analysis. Computer-Aided Design 27, 6-15.

114

References on Statistical Tolerancing

cember.

Scholz, F.W. (1995). Tolerance stack analysis methods, a critical review. ISSTECH-

95-021 Boeing Information & Support Services.

Information & Support Services.

tion & Support Services.

025 Boeing Information & Support Services.

115

References on Statistical Tolerancing

Shapiro, S.S. and Gross, A.J. (1981). Statistical Modeling Techniques, Marcel

Dekker, Chapter 7, Analysis of Systems, 268-326.

Geometric Models, Marcel Dekker Inc., New York.

Srinivasan, V., OConnor, M.A., and Scholz, F.W. (1995). Techniques for compos-

ing a class of statistical tolerance zones. ISSTECH-95-022 Boeing Information &

Support Services.

Press Inc., 200 Madison Avenue, New York 10016

Wadsworth, H.M., Stephens, K.S., and Godfrey, A.B. (1986). Modern Methods for

Quality Control and Improvements, Chapter 11, 408-433. John Wiley & and Sons,

New York.

116

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