[jQuery] Working with Arrays

Hello,

I use some jQUery functions, to work with Array. But now I'm missing a function.
How can I remove an item from an Array?
Lets say, I have this Array:
var a=[ 1,2,3,4,5,6];

And now I want to remove item 3.

How can I do this?

Thanks for your Help,
Stefan Sturm