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DESIGN OF A PARAMETRIC OUTLIER DETECTION SYSTEM By Ronald J. Erickson B.S., Colorado Technical University, 2001 A project thesis submitted to the Graduate Faculty of the University of Colorado at Colorado Springs In partial fulfillment for the degree Masters of Engineering Department of Computer Science 2011 ©Copyright By Ronald J. Erickson 2011 All Rights Reserved ii This Project Thesis for Masters of Engineering Degree by Ronald J. Erickson has been approved for the Department of Computer Science by Dr. C.H. Edward Chow Dr. Xiaobo Zhou Dr. Chuan Yue ______________________________ Date iii Erickson, Ronald J. (M.E., Software Engineering) Design of a Parametric Outlier Detection System Project Thesis Directed by Professor C.H. Edward Chow Integrated circuit defects are only discovered during the electrical test of the integrated circuit. Electrical testing can be performed at the wafer level, package level or both. This type of testing produces a data-log that contains device specific electrical characteristic data known as parametric data. This testing of the integrated circuit has become increasing expensive in an ultra competitive market. The traditional method of setting upper and lower limits to discover non-compliant circuit defects; has become only a portion of the criteria required to discover potential defects, as the geometries of these integrated circuits continue to decrease. Integrated circuit manufacturers are now increasingly employing additional methods of failure detection by adding test structures on the wafer. Other techniques employ high percentage failure mode screening on these circuits for device marginality. However, marginality testing can only be accomplished after extensive characterization of the circuit on numerous wafer lots over standard process corners to establish device trends. Another technique is to include a design for manufacturing structure that detects a single parametric measurement that is potentially out of family when compared to the device simulation. All of these standard types of failure detection work well with an environment that builds many wafer lots and thousands iv of a single circuit. . Commercial circuit manufacturers will typically lower the FIT “failures in time” rate requirements of their specific integrated circuit offering if the potential returned merchandise costs are lower than the costs of more rigorous electrical testing. Currently there is no universal industry adopted way to detect parametrics within rigorous FIT requirement, that have an end use mission critical environment, and where the product quantities are small. This paper and accompanying project is an attempt to address the opportunities and challenges of creating a more rigorous parametric outlier detection system on embedded circuits with very high FIT requirements, very small sample sizes, used in mission critical devices. v For my family, Crystal, Chelsea, and Isabel (and to my parents Gerry and Janice for always compelling me to continue) vi Acknowledgements Anyone who has ever gone back to a university to obtain a high level degree knows the effort that is involved in the creation of a project of this magnitude. This project thesis was no exception. While I have many people to thank for helping me throughout this project, I would like to pay special mention to a number of individuals. First, I would like to sincerely thank Professor C.H. Edward Chow. Dr. Chow you are an excellent instructor and I really enjoyed the time you have taken mentoring me throughout the tedious graduate school process. Your time is very valuable, and I thank you for sharing a portion of that time over the last couple semesters. This project thesis would not have been successful without your direct guidance. To the members of my project thesis committee, Dr. Xiaobo Zhou and Dr. Chuan Yue, thank you for your feedback, support, and of course your encouragement throughout this process. And finally to Mr. Troy Noble: Thank you for being a great motivator and intuitive in asking and answering my questions. In addition, thank you for the personal mentoring in electrical engineering and software development. vii TABLE OF CONTENTS Chapter I. INTRODUCTION....………………..……………………………………1 Background…………...…………………………………………2 General Circuit Manufacturing Techniques …………………7 Design for Manufacturing Architectures..……………………8 Motivation……………...…………….…………………………10 Approach Overview ………………………….……………….12 II. SOFTWARE ENGINEERING.……………………………………….13 Software Engineering Basic Stages………………….……..14 Capability Maturity Model Integration………………………..16 Software Engineering Advanced Stages…………………...20 III. STATISTICAL ANALYSIS……………………………………………24 Goodness of Fit...……………………………………….……..25 The Null Hypothesis…...….…………………………………..28 Anderson Darling……………………………………….……..29 IV. SYSTEM DESIGN & ARCHITECTURE......………………………..31 Database………………………………………………………..32 Automatic Data Extraction…………………………………….33 Automatic Statistical Modeling ...…………………………….34 Testing and Evaluation of Prototype......…….……………...37 Analysis of Results………………........…….………………...39 viii V. CONCLUSIONS.............................................…….………………..45 BIBLOGRAPHY..........................................…………….…...……………..48 APPENDICIES A. Data Set Parametric Outlier Application Dataset 1………..…..51 Normal Distribution Test Case B. Data Set Parametric Outlier Application Dataset 2………..…..52 Normal Distribution Test Case C. Data Set Parametric Outlier Application Dataset 3………..…..53 Normal Distribution Test Case D. Data Set Parametric Outlier Application Dataset 4………..…..54 Bimodal Distribution Test Case E. Data Set Parametric Outlier Application Dataset 5………..…..55 Bimodal Distribution Test Case F. Data Set Parametric Outlier Application Dataset 6………..…..56 Normal Distribution with Negatives Test Case G. Data Set Parametric Outlier Application Dataset 7………..…..57 Extreme Outlier with Multiple Ties Test Case H. Data Set Parametric Outlier Application Dataset 8………..…..58 Multiple Ties Normal Distribution Test Case I. Data Set Performance Graded Binder Sample 195……………59 Large Data-Set Non-Normal Distribution Test Case J. Data Set Performance Graded Binder Sample 196……………60 Large Data-Set Non-Normal Distribution Test Case ix LIST OF TABLES Table 1. Critical Level Table……………..….……..………………………………..…29 LIST OF FIGURES Figure 1. Wafer Dice with Street Intact …….……..……………………..……………...3 2. Wafer Dice with Street Sawn…….……..……………………………………...4 3. Astronaut Repairing the Hubble Telescope…………………………………10 4. Software Engineering Basic Stages………………. …….…….…………...13 5. Software Engineering Advanced Stages………... …..….…….…………...21 6. Normal Distribution Curve………………………………….…….…………...35 7. Bimodal Distribution Curve………..……………………….…….…………...37 8. Cluster Algorithm Flowchart……....……………………….…….…………...42 xi CHAPTER 1 INTRODUCTION Integrated circuits are designed and simulated by designers and then sent off to a wafer fabrication to be built on wafers. Unfortunately wafer fabrication manufacturing and design defects are only discovered during the electrical test of the integrated circuit. This testing of the circuit electrically can be performed at the wafer level, package level, or both. Electrical testing produces a data-log that contains specific device characteristic data known as parametric data. Testing of the integrated circuit has become increasing expensive in an ultra competitive market and circuit manufactures are exploring new methods of discovering failures. Traditionally manufactures would use a method that would set an upper and lower limit on a parametric measurement to detect circuit failures. This methodology has become only a portion of the criteria that is now required to discover potential defects of small geometry integrated circuits. Integrated circuit manufacturers are now employing additional methods of failure detection including wafer test structures and specialized BIST (built in self test) circuitry. After extensive characterization of the circuit on many wafer high percentage failure mode trending on these circuits can be used to detect lower parametric marginality. Design for manufacturing simulations that employ only detecting a limited parametric measurement to the original design simulation. 2 All of these failure detection schemes work well with environments that produce thousands and thousands of the single integrated products. Non-mission critical integrated circuit companies will typically lower the FIT rate requirements of their specific integrated circuit offering because the end user of the product is within a commercial market. Another reason commercial manufactures can lower the FIT requirements is because the potential returned merchandise costs will be usually lower than the costs of rigorous testing. There currently is a need to create a more rigorous automated parametric outlier detection system on types of embedded circuits with very high FIT requirements, on very small sample sizes that are on mission critical devices. Background As global markets become increasingly competitive some microelectronics companies are designing the integrated circuit in their facility and then utilizing a fab-less wafer manufacturing system. These companies design, assemble, and test the high reliability standard and custom integrated circuits for the aerospace, high-altitude avionics, medical, networking, and other standard consumer electronics in their facility, but pay to have the wafers manufactured at an outside facility. In this type of business model the company does not own a wafer fabrication facility. Therefore the company must use many wafer manufacturing facilities throughout the world, depending on the design geometries of the transistor structures being manufactured within the integrated circuit design. 3 Wafer Dice with Street Intact To mitigate a portion of the risk using differing wafer fabs, most companies have begun inserting standardized transistor cell structures in the streets of the wafer. (Marinissen, E. Vermeulen, B., Madge, R. Kessler, M., and Muller, M, 2003) The wafers streets are the areas between the die and is illustrated above. However to save silicon the streets are the basis of where the wafer saw cuts the wafer to get individual die. These test structures are only available for testing while the wafer is intact at wafer probe. After wafer saw these test structures are destroyed by the saw process, see illustration below. 4 Wafer Dice with Street Sawn High reliability products are electrically tested multiple times prior to shipment to ensure compliance to the device specification. In some cases this testing is tailored to the specific industry for which they are designed (Marinissen, E., Vermeulen, B., Madge, R. Kessler, M., and Muller, M, 2003). Companies must consistently monitor large amounts of test data at pre-defined electrical test steps during the manufacturing process to ensure compliance (Perez, R., Lilkendey, J., and Koh, S.1994). Contained within this test data are device specific electrical parametric readings that are composed of DC and AC electrical parameters pertaining to the individual device performance. 5 To maintain a high reliability product as the geometries continue to decrease, monitoring device parametric data has become an increasingly important tool in discovering discrete product defects (Moran, D., Dooling, D., Wilkins, T., Williams, R., and Ditlow, G 1999). Naturally the business model of the fab-less microelectronic company introduces even more risk to the development of wafers than a company that owns their own fab. The wafer fabrication facility will require a contract on less rigorous requirements on wafer parametric acceptance. A less restrictive wafer acceptance is geared to increase fab starts and deliverables on a statistical basis that is positive to manufacturing fab, not the fab-less companies. This philosophy leads to the potential of large deviations in material parametrics and must be screened for out of family measurements. Some consumer products companies have resorted to only electrical testing at the wafer level. (Bhattachatya, S., and Chatterjee, A 2005). Only because it cheaper to replace the device than it is to electrically test the device at package level. Manufacturers of commercial circuits have been willing to trade reliability for better overall performance, but designers of high reliability systems cannot accept this trade-off. Mission critical systems require higher reliability because replacement of faulty parts is difficult or impossible after deployment and because component failures may compromise national security. Furthermore, typical service life tends to be longer for military systems and aerospace applications, so high reliability and mission critical devices must be tested at higher level at package to ensure compliance. 6 Wafer fab minor deviations within the doping of the transistor can create very different wafer structure parametric data (Singh, A., Mani, M., and Orshansky, M 2005) (Veelenturf, K 2000). These types of deviations can be easily normalized and thus predicted if there are many parametric wafer samples, they are much harder to predict on small lot quantities that can have months in between lot. Radiation tolerant circuits typically are only built in small quantities and sold after a rigorous qualification process. Some companies have developed a manufacturing process to produce a range of radiation-hard electronic products. These processes are somewhat different from the ones used in commercial foundries because they include a modified process that produces a circuit with greater radiation tolerance. In addition, these processes are jointly developed between the manufacturing fab and the circuit design facility in the case of a fabless company. These commercial foundries typically provide the starting material for all electronic components manufactured in their processing facilities. However, radiation tolerant circuits require nonstandard starting materials, incorporating epitaxial layers, insulating substrates; doped "trenches" in the silicon that may enhance radiation tolerance. The use of non-standard materials makes the use of standard transistor out of family detection much more difficult This is where a better system to predict yield, and detect outliers without many samples on smaller geometries from many manufactures on non-standard processes is driving the requirement to build a better outlier detection tool. 7 General Circuit Manufacturing Techniques All integrated circuit defects are discovered through the electrical test of the integrated circuit at the wafer level. High reliability devices are then re-tested at the packaged device level to detect assembly, environmental and accelerated life-time infant mortality failures. A portion of these defects that affect integrated circuits throughout the process of manufacture at a wafer fabrication facility, through the assembly, environmental aspects of tests are listed below Wafer fabrication defects o transistor doping, oxide breakdown, interconnect and poly stringers o opens, shorts, resistive metals, bridging materials o metallization stability issues, dissimilar metals like AL & CU. Potential device assembly defects o wafer back-grind, wafer saw, die preparation o device package defects including trace length, & integrity, package leads o solder ball integrity, die attach, wire bond, hermetic lid seal Environmental defects on the package and die are caused by simulating o temperature cycle, temperature shock, mechanical vibration o centrifuge, high humidity, salt environment o accelerated and dynamic electrical burn-in causing infant mortality 8 o total ionizing dose (TID), gamma radiation effects on gate oxides As a minimum the digital circuit DC parametric tests performed at electrical test are o Continuity, power shorts, input leakage, output tri-state leakage o quiescent power, active power, input and output thresholds o minimum voltage operation However, these digital circuit measurements usually include the AC electrical parameters o data propagation, input set-up, output/input hold o input rise, input fall, clock duty cycle Design for Manufacturing Architectures All high reliability IC manufacturers must electrically test their product to ensure compliance to the product specification and save package and assembly costs. Design for manufacturing techniques (DfM) imply that device parametric data can potentially discover the mismatches between the manufacturing process of the circuit and the circuit designer intent within test structures in street locations of a die reticle (Gattiker, A 2008) Other parametric defect techniques only detect limited parameters of quiescent current device sensitivity and are limited to a very specific device function (Wang, W., and Orshansky, M 2006). 9 MARYL (Manufacturability Assessment and Rapid Yield Learning) minimizes the risk of starting high volume manufacturing in a waferfab. Engineers consistently study the relationships between the process parameters within the wafer fabrication facility and the electrical parameters of the integrated circuit and predict a final yield of the process (Veelenturf, K 2000). Some tools utilize the circuit from a many building blocks approach. This tool takes the knowledge of smaller building block circuits in an attempt to solve a part of a larger problem. However it is only a simulation of a real world integrated circuit based upon the performance or execution time of a particular product within a product line in a specific wafer fab (Moran, D., Dooling, D., Wilkins, T., Williams, R., and Ditlow, G 1999). Standard DfM techniques work well within the commercial market because these designs do not contain radiation tolerance manufacturing requirements. Essentially a mature process wafer test structure will deterministically behave as predicted without radiation tolerance requirements. However within a small fabless business model the wafer manufacturer will assume a no-liability stance to implanted wafers due to the complexity and variance from one wafer lot to another and the fact that the process of manufacturing these wafers is a nonstandard process. 10 Motivation A small fab-less company needs a tool that can process relatively small amounts of individual device data based on small lots of the electrical characteristic data. But this small amount of data can be skewed by the implied marginality effects of Commercial Radiation Hardened (CRH) implants within the transistor structure on a wafer to wafer variability. These specialized circuits require nonstandard starting materials, incorporating epitaxial layers, insulating substrates; doped "trenches" in the silicon that enhance radiation tolerance, but introduce marginality into the circuits. To compound the issue, this data being analyzed within these small lots must be used to guarantee a very high FIT rate on products that provide critical services within a mission critical sub system. Astronaut Repairing the Hubble Telescope 11 To complicate matters if these devices are placed in service on systems that is in high altitude or a space application. It is becomes unbelievably expensive to send an astronaut to replace a small faulty integrated circuit or subsystem in space. For instance the 2009 repair of the Hubble space telescope was valued at 1.1 billion dollars. It is highly visible when a space system fails, the publicity involved in a failure of this magnitude, and the potential government fines can easily drive a small company into bankruptcy. Typically device lot quantities are usually small and the product offering are very broad to cover simple logic devices, to memories of DRAM, Flash, and SRAM. Additional devices types could be protocols of spacewire, European CAN, multiple clock generator chips, or single and multiple processors as an example. All of these products could be built of differing technologies of 0.600µ to 90n meters throughout different wafer fabrication facilities throughout the world. Therefore there is a real need to provide a tool would allow a small fab-less company to make quick educated decisions into the validity of the parametric data being examined in a effort to continue to provide their customers with the highest quality products for at least the next 20 years while maintaining a high FIT requirement on mission critical circuits. 12 Approach Overview This automatic parametric outlier detection system prototype will utilize an existing algorithm named Anderson-Darling to test for normal distribution on the dataset. This test is a general normality test designed to detect all departures from normality within a dataset, and is believed as the most powerful test for normality. The importance of checking the data-set for normality is very important or the consequential methodology for choosing outliers may produce incorrect results. If a dataset is deemed a normal Gaussian distribution by the automated Anderson Darling test The prototype will perform an inner 75% quartile outlier detection techniques on the dataset and present the user with potential outliers within the data-set in a histogram format based on a normal distribution. If a dataset is deemed non-normal by Anderson Darling testing, the dataset will be presented in a histogram format requiring user intervention. The user will be required to visually inspect the data and set the upper and lower fences for a normal distribution. Once the user has placed the upper and lower fences on the data distribution the remaining steps for normal and non-normal user intervention datasets will be the same. The prototype will perform inner 75% quartile outlier detection techniques on the dataset and present the user with potential outliers within the data-set in a histogram format based on a normal distribution. CHAPTER 2 SOFTWARE ENGINEERING Software engineering is dedicated to the design, implementation, and maintenance of software code, software applications, and software systems. Software engineering integrates significant mathematics, computer science and general best engineering practices. High quality, more affordable, easy to maintain software is generated with a methodic approach to the key stages of the software. Software Engineering Basic Stages 14 Software Engineering Basic Stages The various stages within a software engineering life-cycle are requirements, design, construction, testing, and maintenance. A software requirement are defined as a property that must be exhibited In the software product being created that will solve a real-world. Requirements documents identify the project problem that the software will solve. Through the elicitation of stakeholders, documenting requirements, and analyzing requirements to the people and organizations that are affected by the software that will be created. When an agreement and priorities are set on each of the requirements within the requirements document the project can move to the next stage; design. Software design is the process of defining the software architecture, the user and system interfaces, and other characteristics of a system or component that affect the end software product to the requirements document The use of UML unified modeling language tools like class diagrams that describe the static design of the objects, and the relationships these objects have with to each other in the software application are generally used to describe a software design stage. 15 Software construction refers to the methodical detailed creation of operating, meaningful software through the combination of writing and debugging the code. Then verification that ensures the software operates correctly, unit testing that ensures individual units of code are fit for use in the system, and. integration testing that will verify all the source code with the final system that it will operate. Software testing consists of the dynamic verification of the requirements to the final software application while operating the software in final system environment. Generally the quality of the software under test performs the process of executing the program or application with the intent of finding software defects or errors Software maintenance is the most expensive stage in the software life cycle as it covers the operational lifetime through the eventual retirement of the software. When the software is delivered or placed in operation and errors are discovered a software engineer must fix the issues for continued use by the end users. But errors are not the only activity associated with software maintenance. In addition operating environments can change, or new requirements may be necessary? (Abrain, A. 2004) 16 Capability Maturity Model Integration (CMMI) Capability Maturity Model Integration a measure of software process maturity framework within an organization. The CMMI all assess the process maturity of at one of 5 different levels to measure a company’s ability to produce quality software and is defined by the 5 CMMI levels are described below: Maturity Level 1 Initial Maturity Level 2 Managed Maturity Level 3 Defined Maturity Level 4 Quantitatively Managed Maturity Level 5 Optimizing Maturity Level 1: Initial level and is characterized by processes and projects that are usually unplanned from project management perspective, very informal, project impromptu changes, and improvised requirements leading to project scope issues. Companies that fall into this maturity level are usually small startup companies that tend, abandon processes when schedules are due, over commit and over promise, and cannot repeat their past successes on future projects. 17 Maturity levels above level 1 have specific goals and requirements for the software engineering process. These goals and requirements must be met for a company to be certified at a higher level. As these levels progress higher from 1 to 5 this implies the higher level is comprised of the standards on its level plus the standards on the corresponding lower levels. Maturity Level 2: Managed level as requirements are documented and managed within the project group. All processes have planning stages and documentation measured at major milestones, and controlled. The status of these processes and the software products are reviewed at major milestones and at the completion of major tasks of the project. Requirements management identifies the project real-world problem that it will solve. Through the elicitation of stakeholders, documenting requirements, and analyzing requirements given by these members. And finally agreeing and setting priority on this document controlled requirements through content management. Project planning identifies the scope of the project; estimates the work involved, and creates a project schedule based on the scope and work estimates. Project monitoring and control is handled through the effective use of a program manager that will hold regular intervals of meeting with developers. This program manager will capture minutes of the meetings, update the schedule to current work completed and communicate these results to management and customers. Supplier agreement management handles and manages all project subsystems, hardware, software, manuals, documentation, parts and materials that will be used on the project. 18 Measurement and analysis involves gathering quantitative data about the software project and analyzing that data to influence project plans and effort. Process and product quality assurance involve formal audits by a separate quality assurance individual or group. Technical peer reviews at different levels within the project, and in-depth reviews of all work performed. Configuration management outlines how the project team will control and monitor changes to the project code. Maturity Level 3: Defined processes are understood and characterized these processes are described in documented standards, procedures, tools. Processes performed across the organization are consistent except for the differences that are documented with a process tailoring document which specifies the variance to the standard guidelines. Additional requirements for level three from the previous level include additional requirements analysis. Technical solutions that will design, develop, and implement solutions to requirement document. Project verification that ensures the software operates correctly and validation that ensures that the correct product was built per the requirements documentation. The organizational process focuses on initiating process improvements on processes and process assets throughout the organization. Organizational process definition establishes and maintains a usable set of process assets and work environment organizational standards, and then completes organizational training on these standards 19 Integrated project management addresses the activities related to maintaining the project plan, monitoring plan progress, managing commitments, and taking corrective actions. Risk management will assign risk to the project before and during the project and will also work to mitigate or remove risk altogether. Integrated Teaming involves the teaming of software engineering to system engineering. The integrated supplier management within the project is related to management reporting and management. Decision analysis and resolution are comprised of decisions that may move the project timeline, could have a major impact on system performance, and could have legal implications. Organizational environment for integration will integrate product and process development Product integration will assemble the product and ensure that the product functions properly when integrated in the system. Maturity Level 4: Quantitatively managed objectives of quality and process performance. These objectives are then used as the criteria in managing processes. Quality and process performance is controlled using statistical and other quantitative techniques, and is quantitatively predictable based on these techniques. The Organizational process performance views how well the processes are performing, these performance matrices can be effort, cycle time, and defect rate. Quantitative project management is the project’s defined process and the ability to statistically achieve the project’s established quality and process-performance objectives. 20 Maturity Level 5: Optimizing processes by continually improving on quantitative understanding of processes variation causes. Through both incremental and innovative technological improvements level 5 constantly improving process performance. Organizational innovation and deployment select and deploy innovative and incremental improvements that improve the processes and technologies of the company. Causal analysis and resolution traces defects to the root cause and modifies the processes to reduce or eliminate those defects. (CMMI, 2010) Software Engineering Advanced Stages Software configuration management identifies the configuration of software at distinct points during the software engineering lifecycle. It has only one purpose and that is to control and track changes to the software configuration systematically and methodically through the use of version control. Configuration management will maintain the integrity and traceability of the software configuration for the life cycle. Software engineering management is the project management and measurement of software at various stages with the software lifecycle by monitoring plan progress, managing commitments, and taking corrective actions. 21 Software Engineering Advanced Stages Software engineering process defines the implementation, assessment, measurement, management, modification, and eventual improvement of all the processes used in software engineering. Software engineering tools and methods are the use of tools that provide the assistance to the software developer in the development of software project. The purpose of the software engineering tools and methods is to decrease the software development time, increase the quality, decrease errors and software defects during the construction and maintenance stages of a software lifecycle. 22 Software quality identifies software quality considerations which occur during the software life cycle. Through formal audits by quality assurance group of the process and product these audits provide a quality measure of how well the software performs and conforms to the original design and requirements. Knowledge Areas of Related Disciplines include computer engineering that is a merge of electrical engineering and computer science. Project management plans, organizes, secures, and manages all project resources in an effort to successfully complete a software project. Computer science is the study and implementation of techniques to perform automated actions on computer and server systems. Quality management seeks to improve product quality and performance that will meet or exceed requirements documentation for the software product. Management software ergonomics deals with the safety and compliance of the software systems to rules and regulations. Mathematics is the learning or studying of patterns of numbers, counting, measurement, and calculations of quantity, space, and change. Systems engineering is effort required to integrate the software to the system platform that it will run. (Abrain, A. 2004) CHAPTER 3 STATISTICAL ANALYSIS An outlier is defined as an observation point that is inconsistent with other observations in the data set. A data point within the data-set, an outlier has a lower probability that it originated from the same statistical distribution as the other observations in the data set. An extreme outlier is an observation that will have an even low probability of occurrence than the rest of the data. Outliers can provide useful information about the process. An outlier can be created by a shift in the mean of the data-set or the variability of parameters in the process. Though an observation in a particular sample might be a candidate as an outlier, the process might have shifted. Sometimes, the spurious result is a gross recording error or an un-calibrated measurement error. Measurement systems should be shown to be capable for the process they measure and calibrated for accuracy. Outliers also come from incorrect specifications that are based on the wrong distributional assumptions at the time the specifications are generated. Incorrect specifications can also occur if the sample size used was not large enough and from diverse samples of the process at differing times of manufacture when the specification limit is generated. 24 Once an observation is identified by means of mathematical or graphical inspection for potential outliers, root cause analysis should begin to determine whether an assignable cause can be found for the outlier result. If the root cause cannot be determined, and a retest can be justified, the potential outlier should be recorded for future reference and quality control standards. Outliers processing of a data-set can potentially introduce risk in the evaluation if the assumption of the data-set comes from a normal distribution; when actually the data-set is from a non-normal distribution. To ensure that errors are not introduced into the outlier analysis, the importance of testing the distribution for normality before performing outlier analysis is critical. Outlier calculations using standard deviation Sigma, quartile, or CPK analysis only show the variation of the data-set from the mean by usually ignoring the tails of the data-set. Small data-sets present the unique problem that they essentially can be easily viewed by the user quickly as appearing to be a normal distribution. Only after additional robust analysis of the distribution can these data-sets be proven to be from or not from a normal distribution. In statistics there are a number of mathematical equations that provide a statistical evaluation of the data by checking outliers as well as providing confidence into the normality of the data distribution. 25 This project utilizes the Anderson-Darling test for normality; and was developed by two mathematicians with backgrounds is statistics, Theodore Anderson and Donald Darling in 1952. When used to test if a normal distribution adequately describes a set of data, it is one of the more powerful statistical tools for detecting most non normality distributions. The equation can also be used as an estimation of the parameter for the basis of a form of minimum distance calculation. Statistically it is an evidence test performed on the data set to prove it did not arise from a given probability distribution. The given probability distribution then identifies the probability for each value of a random discrete variable within a given data set. Goodness of Fit The most commonly used quantitative goodness-of-fit techniques for normality within a distribution are the Shapiro-Wilks, and the Anderson-Darling tests. The Anderson-Darling is commonly the most popular and widely used because it the accuracy of the test. The Anderson Darling test is merely a modification of the Kolmogorov-Smirnov test but gives more weight to the tails. The Kolmogorov-Smirnov test is distribution free because the critical values do not depend on the specific distribution being tested; this is the difference with the Anderson Darling test which makes use of the specific distribution of the data set in calculating the critical values. 27 Because of these facts the Anderson Darling creates a more sensitive normality test but the critical values must be calculated for each distribution. (Romeu J 2003) Both Shapiro-Wilks and the Anderson-Darling tests use a confidence level to evaluate the data set for normality, this value is referred to as a p-value or it is also known as an alpha level. A lower p-value limit correlates to a higher value of confidence and proves greater evidence that the data did not come from the selected distribution and therefore is not a normalized distribution. This double negative of not rejecting the null hypothesis is somewhat counter intuitive. Simply put the Anderson Darling test only allows the data reviewer to have a greater level of confidence as the p-value increases that no significant departure from normality was found. A professional engineer is credited with a unique perspective of the null hypothesis explaining an interpretation of the null hypothesis. Just as a dry sidewalk is evidence that it didn't rain, a wet sidewalk might be caused by rain or by the sprinkler system. So a wet sidewalk can't prove that it rained, while a not-wet one is evidence that it did not rain.1 1Annis,C.:P.E.StatisticalEngineering 2009 [email protected], 28 The Null Hypothesis The definition of the null hypotheses is: H0: the data-set follows a specified distribution. This hypothesis regarding the distributional form of the data-set is rejected at the chosen (α) significance level and if the Anderson-Darling A2 test statistic is greater than the critical value obtained from the critical value table below. The fixed values of α (0.01, 0.05, 00.25, 0.10.) are generally only used to evaluate the null hypothesis (H0) at various significance levels. The (α) significance value or sometimes called the p-value of 0.05 is typically used for most applications, however, in some critical instances; a lower (α) value may be applied. This thesis project used the (α) significance value limit of 0.05 as the limit of p-value comparison to the application output when checking a data-set for normal distribution. The critical values of the Anderson-Darling test statistic depend on the specific distribution being tested like a normal or log-normal distribution. The tables of critical values for many distributions are not normally published, the exception are the most widely used ones like normal, log-normal, and Weibull distributions. The Anderson-Darling quantitative goodness-of-fit techniques for normality tests are typically used to test if the data is from a normal, log-normal, Weibull, exponential, or from logistic distributions. 29 Due to the vast differing data distributions that can be analyzed by an Anderson-Darling test, it was chosen as the basis of test for normality for this thesis project. The confidence levels are calculated from the p-value as 100*(1 p-value). Confidence Level α-level Critical value A2 99.0% 0.01 0.631 95.0% 0.05 0.752 92.5% 0.025 0.873 90.0% 0.10 1.035 Critical Level Table Anderson–Darling Because the Anderson-Darling statistic belongs to the class of quadratic empirical distribution based on the empirical distribution function statistical model which is essentially a step function that jumps for 1/n at each of the n data points, The Anderson Darling test statistic A, and the A2 equations are shown below these for the normal and lognormal distributions 30 A n 2i 1 ln F Yi ln 1 F Yn1i n n is the sample size of a continuous probability distribution. Then modifying this equation for a smaller sample data set size, the resulting formula for the adjusted statistic becomes; 0.75 2.25 A 2 A 2 1 + + 2 n n The A2 value calculated is then compared to an appropriate critical value from the table showing confidence level, α-value, and critical value of the null hypothesis from the critical value table shown above. In summary for simplicity of this thesis project the Anderson-Darling test for a normal distribution proves the data is from a normal distribution if the p –value > α-value and if A2 -value < Critical-value from the critical value table shown above. In the real world the need to make decisions and then get on to other more urgent decisions is incredibly important. The normal distribution function is relatively easily to implement and will produce quick estimates that are useful for such decisions, only if the sample size is relatively large and histogram curve fit appears to be a normal distribution. However, if the data-set is small it can still be assumed a normal distribution if the histogram curve looks non-normal, providing the p-value of the goodness-offit statistic shows the distribution is a normal Gaussian bell curve p > 0.05. CHAPTER 3 SYSTEM DESIGN & ARCHITECTURE The requirements of this design and project was to take a distribution of data, analyze the data for a normal Gaussian bell curve distribution, perform outlier analysis by some means and then indentify potential outliers within that data set. The data will then be presented to user as a histogram and outliers are and the bell curve are shown. If the data-set did not come from a normal distribution then present the data-set in a histogram format so the user can set the lower and upper fences of the data-set before applying quartile analysis. This project investigated the prototype of an automatic parametric outlier detection system design that will utilize multiple existing algorithms like an Anderson-Darling with Shapiro-Wilk tests in combination with affordable tools and a database into a user friendly automated system. The goal of this design was to combine various existing outlier detection techniques and make necessary improvements so that the small company outlier detection system used on small data-sets would operate similar to other elaborate expensive architectures in making better manufacturing decisions. Specific software requirements included the platform base code that would be C# used to as the prototype test vehicle. This requirement was changed in the project due to unforeseen small company infrastructure issues after an agreement with stakeholders was completed. This requirement change added a significant amount of coding had to be converted to the C# from the original base code. 32 Database This project did will not focus on the database design, however the automated system inputs and future capability learning criteria was and original requirement that accessed a database. SQL server a widely-used and supported database can be utilized in this post project design relatively easily because of the hooks built-in to the .NET framework and the C# code. The basis of connection and implementation is enabled through the use of the SqlConnection class in the C# program to initiate a connection to the SQL database containing parametric data. The SqlConnection class is used in a resource acquisition statement in the C# language and must have the Open method called; this allows the query of the database with SqlCommand’s. The usage of this SqlConnection is a using type resource acquisition statement in the C# language for use in Sql. The SqlConnection has a constructor that requires a string reference pointing to the connection string character data. This connection string is often autogenerated by the dialogs in Visual Studio the automated system must include the SqlConnection code before the use of the SqlCommand object to perform a database query. By using the using statement construct in the C# programming language it will lead to a more reliable, stabile C# database project. This application could not gain access to the database in a remote laptop atmosphere due to additional small company regulations. Therefore, for demonstration purposes the project data-sets were hard coded into varying arrays and tested for functionality against test cases documented in a cited paper. 33 Automatic Data Extraction The automatic data extraction tool can overlap any parametric data-set to complete the viewing of any data from more than one viewpoint. The parametric historical data based on wafer manufactures like ON Semiconductor wafer fab 0.6u products or TSMC Semiconductor wafer fab 0.25u products are easily implemented within the database selections that are called and analyzed for outlier detection. For instance, the tool can also view parametric historical data based on the PIC product identification code. 0.25u products like SRAM synchronous random access memory that statically does not need to be periodically refreshed. And DRAM dynamic random access memory that stores each bit of data in a separate capacitor within an integrated circuit. Both of these memories store the data in a distinctly different way and therefore have some differing data based on the architecture of the integrated circuit. However, some will parametric values will correlate between both memory products built at the same wafer foundry that will be used to detect fabrication trending within the wafer foundry. This trending could be as simple as lower resistivity metal lines that exhibit faster access timing between both devices. These manufacturing trends between product lines can be used to validate transistor design models. These transistor design models then help designers match the designs to real world silicon. The automated parametric outlier detection system will provide an important statistical data loopback to the original design models for verification. 34 Automatic Statistical Modeling Automated data modeling and goodness-of-fit tests are contained within a normalcy test of Anderson-Darling then modified for smaller data-sets. The Shapiro-Wilk test is a slight modification of the Anderson Darling test, and the Skewness-Kurtosis tests has better predicting capabilities to larger data-sets and therefore were not chose over the functionality of the Anderson Darling. The only test implemented in this project was Anderson-Darling test for the null hypothesis. Through this test the user can gain a greater confidence that the data-set being analyzed is from a normal distribution and will provide greater confidence in to the outlier analysis being performed will be correct. This project implemented a quartile analysis of the normalized data identified by the Anderson-Darling test described throughout this document as the basic default operation. The implementation followed a screening for the bottom 12.5% of the data or visually the left side of the bell curve. Then the tool screens for outliers on the upper 12.5% beginning at 87.5% of the data or visually the right side of the bell curve. The histogram is then configured to show the distribution visually with the outlier data-set values removed The toolset has other statistical modeling abilities including standard deviation, inter quartile analysis as options for the user to modify if needed but the default automated operation is inner 75% percentile analysis. 35 . Normal Distribution Curve If the data-set is determined by Anderson-Darling analysis to be bimodal or a non-normal distribution, it will be shown in a histogram format requiring user intervention. Bimodal distributions are a continuous probability distribution with two different modes; these modes appear as distinct peaks in the distribution diagram. The user is required to pick the upper and lower fence of the data to be analyzed for quartile analysis, in the case of a bimodal distribution the user will have to pick one of the distinct peaks. This is the only non-automated portion of the project that requires user intervention by setting distribution of the data-set. Once the toolset knows what data in the data-set needs be analyzed for outliers the toolset will perform the modeling on the data-set to locate potential outliers 36 Future enhancements to the outlier detection system for non-normal data sets will utilize machine learning. All user defined changes to data-sets will be captured into the database. These user defined changes will specifically capture the user, the data type, data-set, lower, and upper fence chose. Then based on the decisions made by engineers on the automated non-normal distributions, a learning algorithm can start to be developed. However this project and tool-set is being launched as a beta version prototype model for evaluation. Based on the evaluation of the beta version additional requirements may be realized and required in the released version. The small company requirements for this toolset deem the immediate release of a beta version. The effect of this software development methodology will be realized in the maintenance stage of this design. A well documented fact that the maintenance stage is the longest and the most expensive to the software project. Every attempt will have to be made to understand the costs involved with future enhancements and requirements. Because releasing an incomplete version of the software for user evaluation, the need for future requirements and enhancements will certainly be a possibility as the known problem domain may still be unknown? 37 Bimodal Distribution Curve Testing and Prototype Evaluation The outlier detection system design implementation utilized small data-sets as the test cases used on the automated system implemented in C#. With the exception of two data-sets described in the Asphalt Study cases 195 and 196.( Holsinger, R., Fisher, A., and Spellerberg, P 2005) These data-sets were listed in the document cited within paper as Precision Estimates for AASHTO Test Method T308 and the Test Methods for Performance-Graded Asphalt Binder in AASHTO Specification M320. For specific testing of the Anderson-Darling implementation, there are extensively documented test cases in the appendices of this document. The use of a non-automated Excel spread sheet with Anderson-Darling test statistics A and A2 calculations for the Anderson-Darling Normality Test Calculator. (Otto, K.2005) 38 Identified data-sets are random representations of real data-sets but still are limited to utilize only a specific single device parameter within these randomly created data-sets, with the exception of the asphalt study case 195 and 196. These data-sets were not pre-loaded into a database, but instead hard coded into the application for ease of use and testing criterion for initial prototype correct functionality. Outlier analysis is then performed on a default inner 75% percentile analysis. The inner 75% percentile involves indentifying data values that fall with the first 12.5% of the data and the last 12.5% of the data from the mean as outliers with the normal distribution. The application can also filter for detecting outliers and extreme values based on interquartile ranges. These equations are in the form Q1 = 25% quartile, Q3 = 75% quartile, IQR = Interquartile Range difference between Q1 and Q3 OF = Outlier Factor EVF = Extreme Value Factor Mild value detection: Outliers: Q3 + OF*IQR < x <= Q3 + EVF*IQR Outliers Q1 - EVF*IQR <= x < Q1 - OF*IQR Extreme value detection: x > Q3 + EVF*IQR and x < Q1 - EVF*IQR 39 Also presented in a histogram format of the standard sigma deviation from the mean, the user can pick the number sigma or standard deviations from the mean data of the histogram. The application also presents the data in an all data within the data-set pass histogram format. This mode is used if the user needs to see a histogram format of all data points within the data-set. The all data format histogram is presented to the user with the ability to manually set the fences for upper and lower limits. This functionality allows the user to manually pick the outliers based on an upper and lower fence choice. This functionality can manipulate any data-set outlier to the user requirements and will be tracked by user and data-set and saved in the data-base to become part of a machine learning version at a later time. Analysis of Results The Anderson-Darling test for normality is one of three general normality tests designed to detect all departures from normality, and is sometimes touted as the most powerful test available. The Anderson-Darling test makes use of the specific distribution in calculating critical values, because the critical values do depend on the specific distribution being tested. This has the advantage of allowing a more sensitive test and the disadvantage that critical values must be calculated for each distribution or data-set that it is tested against. 40 The Anderson-Darling test while having excellent theoretical properties does appear to have limitations when applied to real world data. The AndersonDarling mathematical computation is severely affected by ties in the data due to poor precision. Ties are data points or values that match exactly other data points within the data-set. When a significant number of ties exist, the AndersonDarling will frequently reject the data as non-normal, regardless of how well the data fits the normal distribution. The prototype application will still present the data in a histogram format for the user to custom set the upper and lower limits of the data-set. After a short analysis the user will notice the data-set is normally distributed due to the histogram being presented by the application. The user can still perform the 75% inner percentile analysis, or any other available in the application. While potentially creating a need for the user to evaluate more datasets that have multiple ties of the same data, it by no means detracts from the functionality of the application, validation to the original requirements were still met. Additional conditional statements were hardcoded into the application that dealt with the mathematical calculation of Anderson-Darling A and A2 test statistic by checking for a unique divide by zero calculation. When computing these values the standard deviation tested to be greater than zero or the application will set the value to positive infinity. The calculations for the value of AndersonDarling A and A2 test statistic by dividing by the standard deviation the resulting calculation produces a application crash. Similar to the multiple ties limitation of the equation more serious mathematical errors occur when all the data values are the same resulting in a standard deviation of zero. 41 Adjustments were made to the base Anderson-Darling equation and results of the check for normality are documented within formal papers that adjust the base equation for a specific fit. These papers take the equation and modify the integral then verify the functionality by comparison by the use of some other normality test, like of Chi-Squares goodness of fit tests for instance. After equation modification the original limitation is still left intact with the inability to deal with multiple ties within the data-set, but the equation was better suited for small data-set analysis. (Rahman, M., Pearson, M., Heien, C.2006) While not completed in this project the added functionality to cluster the data by using a hybrid format with the standard deviation to overcome the limitation of Anderson-Darling on data ties.( Jain, A., Murty, M., and Flynn, P 1999) The K-Means Clustering algorithm based on data clustering methodology was developed by J. MacQueen in 1967 and then again by J.A.Hartigan and M.A. Wong in 1975. It is an algorithm to classify or to group objects based on attributes or features into a variable. The number of the group, K is a positive integer number and the grouping is done by minimizing the sum of squares of distances between data and the corresponding cluster called a centroid. The Kmean clustering only purpose is to classify the data into groups or “clusters” of data. (Technomo, K 2006) 42 Clustering Algorithm Flowchart Then by using these clusters created in the K means clustering groups by passing in a hybrid format to verify against the standard deviation of the normal distribution. The data can then be reviewed to verify if the clusters of data are within the standard deviation of the distribution. If these clusters of data reside within the standard deviation set by the application usually a value of three standard deviations. Then the assumption can be made that the data within the distribution is from a normal distribution. 43 The data must have had too many ties within the data-set and thus will not need user intervention to perform the task automatically to perform a 75% inner percentile analysis for outliers. The K means algorithm can be used as a automated function when the Anderson-Darling p-value test fails when performed on a data-set. If the K-means clustering test also fails then the data-set is still presented to the user in histogram format requiring user intervention. Another possibility is the k-sample Anderson-Darling test for removing large number non-automated data-set histograms from this prototype. While the potential for this test being a hybrid solution of the k-means clustering described previously with the standard Anderson-Darling standard normalcy test. The details and the equation of the test are described below and are not trivial by any means. This test for normal distributions is a nonparametric statistical procedure that tests a hypothesis. The hypothesis is that the populations from two or more groups of data were analyzed are identical. In this equation the test data can be either presented in groups or ungrouped because the Anderson-Darling k-sample test will verify if a grouped data-set can modeled as ungrouped data-set, grouped data-sets will look like bimodal distributions and this fail this test. The k-sample Anderson-Darling test is shown below, note that variable L is less than n if there are tied data-point observations 44 hj = the number of data values in the combined data-set sample equal to zj Hj = the number of data-values in the combined data-set sample less than zj plus one half the number of values in the combined data-set sample equal to zj Fij = the number of values in the i-th group which are less than zj plus one half the number of values in this group which are equal to zj where k is the number of groups, ni is the number of hits in group i, xij is the j-th hits in the ith group z1, z2 ..., zL are the distinct values in the combined data set ordered from smallest to largest Implemented in pseudo code for k-means Anderson-Darling to appreciate the complexity of this algorithm ADK = (n-1)/(n**2*(k-1))*SUM[i=1][k][(1/n(i))*SUM1] SUM1 = SUM]j=1][L}[h(j)*NUM/DEN] NUM = (n*F(ij)-n(i)*H(j))**2 DEM = H(j)(n-H(j))-n*h(j)/4 This prototype application validated all requirements in a loosely written requirements document. However after data analysis the chance that the Anderson-Darling test for normalcy would fail normally distributed data-sets became an unforeseen issue while meeting application requirements. The only issue was the additional user intervention required to process the data-sets. If additional time were available at the time of this write-up, a more elegant algorithm would be implemented and tested for a more automated version of the prototype. This elegant algorithm envisioned would certainly have to implement some portion of a clustering methodology like k-means, or a hybrid of k-means clustering. 45 CHAPTER 4 CONCLUSIONS The Anderson-Darling test for normality is one of three general normality tests designed to detect all departures from normality, and is sometimes touted as the most powerful test available. The Anderson-Darling test, while having excellent theoretical properties, does have limitations when applied to real world data when a data-point in the set ties or matches another data-point .When this happens the Anderson-Darling mathematical computation is severely affected by due to poor precision analysis of the data-set tails. When a significant number of ties exist, the Anderson-Darling will frequently reject the data as non-normal, regardless of how well the data fits the normal distribution. Validation to the original requirements was completed at project end to the original requirements. Although the requirements phase of this project evidenced a lack of appreciation for the true complexity of the project.. As certain aspects of the functionality of the Anderson-Darling test for normality within the system automation features from the application to be less than optimal and require more user intervention than anticipated. This lack of appreciation for the complexity of evaluating a normal Gaussian distribution on every data-set presented to the prototype system is simple in theory, but became a large part of this project. 46 The problem domain was documented as a set of requirements by managerial stakeholders to produce a robust outlier detection system. The additional requirement of detection within small data-sets was identified in the requirements documentation. This requirement evaluated small dataset distribution mathematical equations for normalcy through significant hours of research. The requirements included evaluation of the dataset into a histogram format on non normal distributions. Then after user intervention a 75% percentile analysis was always a requirement, but as the project entered the testing phase this default situation starting occurring more often than what I felt was desired in an automated sub-system although it still met validation requirements. During the design phase a significant amount of additional methods that became more complex to implement as important algorithms of the system. This became especially true when passing data back and forth from complex mathematical equations within numerous arrays’s of the data as it was calculated and maintaining these values. The use of case diagrams would have helped in the design phase as the design was mainly. This of course equated to additional time being required within the test phase because of the complexity of the Anderson-Darling mathematical equation to check for normal distributions. These deterministic equations easily produced divide by zero errors that were not taken into account during the design phase, and the number of ties within data-sets cause the tool to have false normalcy failures. 47 Post prototype validation analysis of the requirements revealed minor departures of the software system within certain data-sets, this analysis revealed potential non-automated limitations of the software system. Therefore additional research was started in the final testing stage of the parametric outlier design to solve these non-automated issues. Clustering methodologies created in the K means clustering groups could be passed in a hybrid format to verify against the standard deviation of the normal distribution. This data can then be reviewed to verify if the clusters of data are within the standard deviation of the distribution. If these clusters of data reside within the standard deviation set by the application usually a value of three standard deviations. 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