The well-known management concept six sigma actually comes from the empirical rule that if one has six standard deviations (sigma) between the mean of a process and the nearest specification limit in a short-term study, there will be *practically* no items that fail to meet the specifications (i.e., 3.4 defective parts per million opportunities, corresponding to 4.5 sigma) in the long-term, assuming that the process is normally distributed.

## Friday, October 31, 2008

### Six Sigma

## Tuesday, October 21, 2008

### Laplace Approximation

Laplace approximation is a simple and popular method that approximates a probability density function *p(z)* by fitting a Gaussian distribution to the local quadratic expansion of *p(z)* around its mode where *p'(z)* vanishes. One important usage of this technique is to compute the integral of *p(z)*. A good explanation of this method from David MacKay can be found here.

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