= the mean of the nonmissing moving ranges computed as (MR2+MR3+...+MRN)/(N-1) where MRi = |xi - xi-1|.
σ = the process standard deviation
d2(n) = expected value of the range of n independent normally distributed variables with unit standard deviation.
d3(n) = standard deviation of the range of n independent observations from a normal population with unit standard deviation.