One of my parameters is \Sigma, it works perfectly in JMP as shown below. However, when I saved it as .eps all \Sigma became ? as shown in the second picture. Do you have any recommendation?


I verified your results. When I opened the saved .eps file in Photoshop, it complained that one or more fonts were found in the document that were not on this computer....so it may be a fixable issue. However, I would also to the following:
First, I would contact JMP directly about the issue: support@jmp.com
Second, if they tell you that it is an unsupported issue for .eps files I would add your request to the JMP Wish List
Third, you can always save the table as a picture to a Journal, and then save the Journal to a .eps file. See the JSL below. It creates the Journal with the picture image in it. Then just save the Journal as a .eps and you will see the special character displayed in the .eps file
Names Default To Here( 1 );
dt = New Table( "Example",
Add Rows( 40 ),
New Column( "σ",
Numeric,
"Ordinal",
Format( "Fixed Dec", 5, 0 ),
Set Values(
[12, 12, 12, 12, 12, 12, 12, 12, 13, 13, 13, 13, 13, 13, 13, 14, 14, 14, 14, 14, 14, 14, 14, 14,
14, 14, 14, 15, 15, 15, 15, 15, 15, 15, 16, 16, 16, 17, 17, 17]
)
),
New Column( "height",
Numeric,
"Continuous",
Format( "Fixed Dec", 5, 0 ),
Set Values(
[59, 61, 55, 66, 52, 60, 61, 51, 60, 61, 56, 65, 63, 58, 59, 61, 62, 65, 63, 62, 63, 64, 65, 64,
68, 64, 69, 62, 64, 67, 65, 66, 62, 66, 65, 60, 68, 62, 68, 70]
)
)
);
OW = dt << Oneway( Y( :height ), X( :σ ), Means( 1 ), Mean Diamonds( 1 ) );
nwj = New Window( "Journal", <<JOURNAL></JOURNAL>