共查询到20条相似文献,搜索用时 15 毫秒
1.
Chung-Ho Chen 《统计学通讯:理论与方法》2013,42(10):1767-1778
Economic selection of process parameters has been an important topic in modern statistical process control. The optimum process parameters setting have a major effect on the expected profit/cost per item. There are some concerns on the problem of setting process parameters. Boucher and Jafari (1991) first considered the attribute single sampling plan applied in the selection of process target. Pulak and Al-Sultan (1996) extended Boucher and Jafari's model and presented the rectifying inspection plan for determining the optimum process mean. In this article, we further propose a modified Pulak and Al-Sultan model for determining the optimum process mean and standard deviation under the rectifying inspection plan with the average outgoing quality limit (AOQL) protection. Taguchi's (1986) symmetric quadratic quality loss function is adopted for evaluating the product quality. By solving the modified model, we can obtain the optimum process parameters with the maximum expected profit per item and the specified quality level can be reached. 相似文献
2.
In this paper, an optimization model is developed for the economic design of a rectifying inspection sampling plan in the presence of two markets. A product with a normally distributed quality characteristic with unknown mean and variance is produced in the process. The quality characteristic has a lower specification limit. The aim of this paper is to maximize the profit, which consists the Taguchi loss function, under the constraints of satisfying the producer's and consumer's risk in two different markets simultaneously. Giveaway cost per unit of sold excess material is considered in the proposed model. A case study is presented to illustrate the application of proposed methodology. In addition, sensitivity analysis is performed to study the effect of model parameters on the expected profit and optimal solution. Optimal process adjustment problem and acceptance sampling plan is combined in the economical optimization model. Also, process mean and standard deviation are assumed to be unknown value, and their impact is analyzed. Finally, inspection error is considered, and its impact is investigated and analyzed. 相似文献
3.
In quality control, we may confront imprecise concepts. One case is a situation in which upper and lower specification limits (SLs) are imprecise. If we introduce vagueness into SLs, we face quite new, reasonable and interesting processes, and the ordinary capability indices are not appropriate for measuring the capability of these processes. In this paper, similar to the traditional process capability indices (PCIs), we develop a fuzzy analogue by a distance defined on a fuzzy limit space and introduce PCIs, where instead of precise SLs we have two membership functions for upper and lower SLs. These indices are necessary when SLs are fuzzy, and they are helpful for comparing manufacturing process with fuzzy SLs. Some interesting relations among these introduced indices are proved. Numerical examples are given to clarify the method. 相似文献
4.
A modified double stage shrinkage estimator has been proposed for the single parameter θ of a distribution function Fθ. It is shown to be locally better in comparison to the usual double stage shrinkage estimator in the sense of smaller mean squared error in a certain neighbourhood of prior estimate θo of θ. 相似文献
5.
Mervyn J. Silvapulle 《统计学通讯:理论与方法》2013,42(5):1579-1585
Consider the linear regression model, y = Xβ + ε in the usual notation with X'X being in the correlation form. Galpin(1980) claimed that the ridge estimators of Hoerl, Kennard and Baldwin(1975) and Lawless and Wang(1976) give guaranteed lower mean squared error than the least squares estimator when X'X has at least two very small eigen values. We show that the arguments of Galpin(1980) leading to the above claim are incorrect, and hence the claim itself is unsubstantited. A Monte Carlo study shows that Galpin's claim is not correct in general. 相似文献
6.
Loss functions express the loss to society, incurred through the use of a product, in monetary units. Underlying this concept is the notion that any deviation from target of any product characteristic implies a degradation in the product performance and hence a loss. Spiring (1993), in response to criticisms of the quadratic loss function, developed the reflected normal loss function, which is based on the normal density function. We give some modifications of these loss functions to simplify their application and provide a framework for the reflected normal loss function that accomodates a broader class of symmetric loss situations. These modifications also facilitate the unification of both of these loss functions and their comparison through expected loss. Finally, we give a simple method for determing the parameters of the modified reflected normal loss function based on loss information for multiple values of the product characteristic, and an example to illustrate the flexibility of the proposed model and the determination of its parameters. 相似文献
7.
《Journal of Statistical Computation and Simulation》2012,82(17):3549-3559
The distribution of weighted function of independent skew-normal random variables, which includes the sample mean, is useful in many applications. In this paper, we derive this distribution and study the null distribution of a linear form and a quadratic form. Finally, we discuss some of its applications in control charts, in which the skew-normal model plays a key role. 相似文献
8.
Two variance components model for which each invariant quadratic admissible estimator of a linear function of variance components
(under quadratic loss function) is a linear combination of two quadratic forms,Z
1,Z
2, say, is considered. A setD={(d
1,d
2)′:d
1
Z
1+d
2
Z
2 is admissible} is described by giving formulae on the boundary ofD. Different forms of the setD are presented on figures. 相似文献
9.
Products that do not meet the specification criteria of an intended buyer represent a challenge to the producer in maximizing profits. To understand the value of the optimal process target (OPT) set at a profit-maximizing level, a model was developed by Shao et al. (1999) involving multiple markets and finished products having holding costs independent from their quality. Investigation in cases considered previously has involved holding costs as a fixed amount or as a normal random variable independent of the quality characteristic (QC) of the product. Less specific in nature, this study considers more general cases in which the HC can be a truncated normal random variable, which is dependent on the QC of the product. 相似文献
10.
The purpose of this note is to give a correct proof of a result in Rojo (1987). Let 2 be the mean of a random sample of size n from a normal 2 distribution with unknown mean 0 and known variance o . Following earlier work by Zellner (1986), Rojo (1987) considered the admissibility of the linear estimator c; + d relative to Variants (1975) asymmetric LINEX loss function 相似文献
11.
A simulation study on the confidence interval procedures of some mean cumulative function estimators
Jianying Zuo William Q. Meeker Huaiqing Wu 《Journal of Statistical Computation and Simulation》2013,83(10):1868-1889
Recurrence data are collected to study the recurrent events in biological, physical, and other systems. Quantities of interest include the mean cumulative number of events and the mean cumulative cost of the events. The mean cumulative function (MCF) can be estimated using non-parametric (NP) methods or by fitting parametric models, and many procedures have been suggested to construct the confidence intervals (CIs) for the MCF. This paper summarizes the results of a large simulation study that was designed to compare five CI procedures for both NP and parametric estimation. When performing parametric estimation, we assume the power law non-homogeneous Poisson process (NHPP) model. Our results include the evaluation of these procedures when they are used for window-observation recurrence data where recurrence histories of some systems are available only in observation windows with gaps in between. 相似文献
12.
C. G. Khatri 《Journal of statistical planning and inference》1977,1(3):299-307
In the present paper, the authors obtained exact and asymptotic expressions for the joint distribution of correlated quadratic forms when the underlying distribution is a multivariate normal. 相似文献
13.
T. D. Agbeyegbe 《Statistical Papers》1992,33(1):371-378
Using only expressions for trigonometric functions, a straightforward derivation of the discrete spectra for some continuous-time
processes observed at points in time and as integrals over time are obtained. 相似文献
14.
Ramesh C. Gupta 《Statistics》2013,47(4):551-554
Some relations between the exponential, the Pareto and the Power function distributions and their order statistics are given. These relations are employed to obtain some characterization theorems of Pareto and Power distributions. 相似文献
15.
Mohammad Jafari Jozani 《Statistics》2013,47(3):552-557
In this note, we consider the problem of estimating an unknown parameter θ in the sense of the Pitman's measure of closeness (PMC) using the balanced loss function (BLF). We show that the PMC comparison of estimators under the BLF can be reduced to the PMC comparison under the usual absolute error loss. The Pitman-closest estimators of the location and scale parameters under BLF are also characterized. Illustrative examples are given to show the broad range applications of the obtained results. 相似文献
16.
The problem of estimation of an unknown common location parameter of several exponential populations with unknown and possibly unequal scale parameters is considered. A wide class of estimators, including both a modified maximum likelihood estimator (MLE), and the uniformly minimum variance unbiased estimator (Umvue) proposed by ghosh and razmpour(1984), is obtained under a class of convex loss functions. 相似文献
17.
《Journal of Statistical Computation and Simulation》2012,82(9):1765-1781
The sequential probability ratio test (SPRT) chart is a very effective tool for monitoring manufacturing processes. This paper proposes a rational SPRT chart to monitor both process mean and variance. This SPRT chart determines the sampling interval d based on the rational subgroup concept according to the process conditions and administrative considerations. Since the rational subgrouping is widely adopted in the design and implementation of control charts, the studies of the rational SPRT have a practical significance. The rational SPRT chart is designed optimally in order to minimize the index average extra quadratic loss for the best overall performance. A systematic performance study has also been conducted. From an overall viewpoint, the rational SPRT chart is more effective than the cumulative sum chart by more than 63%. Furthermore, this article provides a design table, which contains the optimal values of the parameters of the rational SPRT charts for different specifications. This will greatly facilitate the potential users to select an appropriate SPRT chart for their applications. The users can also justify the application of the rational SPRT chart according to the achievable enhancement in detection effectiveness. 相似文献
18.
Consider the problem of estimating the common mean of two normal populations when the order of the unknown variances is known. In this article we have constructed a simple improved estimator which is better than the usual Graybill-Deal estimator in terms of stochastic domination. 相似文献
19.
Heleno Bolfarine 《统计学通讯:理论与方法》2013,42(5):1863-1869
The purpose of the present note is to derive optimal population total predictors relative to the Linex (Zellner, 1986) loss function under some well known superpopulation models. The risk function and Bayes risk are derived and compared with those of usual predictors. Minimax and and admissibility properties of some of the derived predictors are also investigated. 相似文献
20.
Baye and Parker (1984) proposed the r-k class estimator. The purpose of this note is to deal with the comparisons among the r-k class estimators in terms of the mean square error criterion. 相似文献