Calculating the Probability of the k*sigma Interval

The Statistics menu option Quantiles and probabilities > Probability of k*sigma interval computes the probabilities that the values of the selected field quantity are within the interval:

If the field quantity's values are distributed normally, the resulting probabilities follow the 68–95–99.7 rule. This measure can be used as a simple test for outliers if the probability distribution is assumed normal and as a normality test if the probability distribution is potentially not normal.

Given a cumulative distribution function F(Y), the probability p for the k-sigma-interval is defined as:

where Y denotes the quantity, j denotes the mesh position, and kl and ku denote the lower and upper scaling factor of the standard deviation σ.

The CDF is approximated from the given sample values as described in Calculating Quantile Values.


Note:
  • The computation of the CDF requires at least 20 input samples.

  • If you do not have a lower bound, use a lower factor of -8.

  • If you do not have an upper bound, use a lower factor of +8.