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Library / Probability distributions / PRD-02

Probability distributions

Uniform tolerance: probability below a limit

Probability that a value drawn uniformly between a and b lies at or below a test value x.

Ref
PRD-02
Rev
v1
Field
Probability distributions
Result
F

F rises in a straight line from 0 at a to 1 at b, so it is just the fraction of the band that lies below x. It is clipped to 0 below a and 1 above b. Use it to estimate the share of parts expected to be at or under a limit when the spread is flat.

Probability that a value drawn uniformly between a and b lies at or below a test value x. It is zero below a, one above b, and rises in a straight line between.

Calculator

Solve for
mm
−57.5
mm
2.515
mm
010
  • Fraction above x, 1 − F0.6667
  • Distance of x from the lower limit2 mm
  • Value with F = 0.95, a + 0.95(b − a)7.7 mm

What drives the result

Each variable is moved across its typical range while the others stay at the values above. The longest bar is the key driver.

Probability at or below x () current value 0.3333
xTest value xKey driver
01
bUpper limit b
0.1541
aLower limit a
00.692
  • A test value of 4 mm sits 33.3 % of the way along a band from 2 to 8 mm, so about that share of items lie at or below it.
  • The relationship is linear, so each extra millimetre of x adds the same 16.7 % until x reaches b.
Chart data as tables

Ranked variables

VariableTypical rangeLowest resultHighest resultSwing ()Local stepChange in result
x Test value x0 to 10 mm011+10%+20 %
b Upper limit b2.5 to 15 mm0.153810.8462+10%−11.8 %
a Lower limit a−5 to 7.5 mm00.69230.6923+0.25 mm−8.7 %

Sweep of Test value x

Test value x (mm)Probability at or below x
00
1.250
2.50.08333
3.750.2917
50.5
6.250.7083
7.50.9167
8.751
101

Sweep one variable

Probability at or below x ()Hover, touch, or use the arrow keys on the chart
00.20.40.60.81 0246810 Test value x (mm) now 0.3333

Variables and how each one contributes

F

Probability at or below x

Result ·

What the equation gives you. Everything else feeds it.

a

Lower limit a

mm · typical −5 to 7.5

The lower limit of the band, in mm. Every value below it has zero probability. Moves the whole band; the width b − a is what sets the spread. Raising it by 10 % (to 2.2) moves the result by −6.9 %, from 0.3333 to 0.3103.

b

Upper limit b

mm · typical 2.5 to 15

The upper limit of the band, in mm. It must be larger than a. Widening the band lowers the density and raises the variance. Raising it by 10 % (to 8.8) moves the result by −11.8 %, from 0.3333 to 0.2941.

x

Test value x

mm · typical 0 to 10

The test value, in mm: the limit you want the probability below. Moves the test point along the band. Raising it by 10 % (to 4.4) moves the result by +20 %, from 0.3333 to 0.4.

Worked example with the values above

  1. Distance above the lower limit: x − a = 4 − 2 = 2 mm.
  2. Band width: b − a = 6 mm.
  3. F = 2 / 6 = 0.33333.

Assumptions and limits

  • Every value between a and b is equally likely, and nothing outside the band can occur.
  • The limits are known exactly and a < b.

Common mistakes

  • Using a uniform model when the values really bunch near the centre, which understates how often they are near nominal and overstates the extremes.
  • Treating the density as a probability: a density of 0.17 per mm does not mean a 17 % chance.
  • Forgetting that the variance has squared units, so (b − a)²/12 is in mm², not mm.

Statistics and uncertainty

The inputs are parameters, usually fitted to data, and their estimation error carries into the result. The probability or density is a smooth function of the parameters, so the sweep chart shows how sensitive it is: where the curve is steep, a small error in a parameter makes a large difference. The formula treats the parameters as exact, so it gives no confidence interval on its own.

Where it is used

  • Standard uncertainty of a tolerance or resolution limit: u = (b − a)/(2√3) for a band of half-width (b − a)/2.
  • Rounding and quantisation errors, which are close to uniform over one step.

Maths you need

  • Probability density: area under the curve gives probability
  • Cumulative probability: chance of being at or below a value

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