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It is well known that the Bayes procedure minimizes the expected loss when the a priori probabilities of the states of nature are known, but it is not clear that the procedure continues to have this property in the presence of unknown errors which occur if these probabilities must be estimated. Furthermore, it is possible that the expected loss for another procedure does not increase as fast as that for the Bayes procedure. A procedure which might behave this way is the procedure for a group of N items, designated the N-procedure, because the expected loss for this procedure does not depend explicitly on the a priori probabilities. It is found, however, that the Bayes procedure consistently yields lower expected costs than the N-procedure. The results obtained suggest that the Bayes procedure will give smaller expected losses than other procedures in the presence of unknown errors in the a priori probabilities. Somewhat surprisingly, the superiority of the Bayes procedure increases with the size of the errors of the estimated a priori probabilities, regardless of whether the estimated probabilities lie above or below the correct values. 相似文献
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Andrew L. Rukhin 《Journal of research of the National Institute of Standards and Technology》2011,116(1):539-556
A formulation of the problem of combining data from several sources is discussed in terms of random effects models. The unknown measurement precision is assumed not to be the same for all methods. We investigate maximum likelihood solutions in this model. By representing the likelihood equations as simultaneous polynomial equations, the exact form of the Groebner basis for their stationary points is derived when there are two methods. A parametrization of these solutions which allows their comparison is suggested. A numerical method for solving likelihood equations is outlined, and an alternative to the maximum likelihood method, the restricted maximum likelihood, is studied. In the situation when methods variances are considered to be known an upper bound on the between-method variance is obtained. The relationship between likelihood equations and moment-type equations is also discussed. 相似文献
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为解决月球样品容器密封可靠性评估的问题,将目前常用的可靠性评估方法引入并应用于对其可靠性的评估。经分析比较,选择所需子样数最少的最大熵试验法作为最终评估方法并详细介绍评估过程。该方法选取容器的密封漏率作为表征密封性能的特征量,通过在临界工况点进行试验和计算来实现可靠性评估。同时,针对密封漏率数值的特殊性提出了其裕度值的计算方法。结果表明,利用最大熵试验法仅通过少量试验即可评估出月球样品容器密封可靠度优于0.9999(置信度0.90),并经计量法评估方法进行复算,结果一致、可信。 相似文献
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Joint Monitoring of Process Location and Dispersion Based on CUSUM Procedure and Generalized Likelihood Ratio in the Presence of Measurement Errors 下载免费PDF全文
Mohammad Reza Maleki Ali Salmasnia 《Quality and Reliability Engineering International》2017,33(7):1485-1498
In this paper, we propose a new methodology based on the combination of cumulative sum procedure and generalized likelihood ratio statistic for joint monitoring of the process location and dispersion. Then, we explore the effect of measurement errors on detecting ability of the proposed control chart when (i) the variance of measurement error is constant (ii) the variance of measurement error increases linearly as the level of the process mean increases. We also utilize multiple measurements on each sample point in order to decrease the adverse effects of measurement errors on the performance of the proposed control charts. Two numerical examples based on simulation studies are given to evaluate the ability of the proposed methods in terms of average run length, median run length, standard deviation of run length, and the first and third quantile points of the run length distribution (Q1 and Q3). Finally, a real life example is given to illustrate the application of the proposed method. Copyright © 2017 John Wiley & Sons, Ltd. 相似文献
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John M. Carroll 《IIE Transactions》1969,1(3):229-235
It has been experimentally determined that human inspectors visually examining a complex product for defects may be expected to miss 15 percent of the defects present. Under the conditions of this experiment (30 percent lot fraction defective), this level of performance would result in a type II error of 10 percent and a type I error of 3 percent. A combination of iconic and Monte Carlo simulation was used in performing the experiment. 相似文献
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The Rice probability density function has received considerable attention for its various important technical and scientific applications. One of the more attractive techniques for extracting the distribution parameters, and possibly the most frequently applied, relies on the maximization of the likelihood function for a given set of experimentally determined samples, and many applications are documented in the literature. This paper offers a mathematical analysis which demonstrates that, subject to conditions universally verified in physical systems, an absolute maximum exists, and it is the unique point internal to the domain of existence which zeroes the gradient of the likelihood function. In all previous results, the presence of additional maxima, which are possibly larger than the one that had numerically been found, could not be excluded. We can incidentally state that this paper demonstrates that all previous results based on numerically finding a maximum indeed corresponded to absolute maxima. The mathematical derivations offered here are also suggestive of actions capable of improving the insight into the maximum-likelihood technique and its numerical implementation. 相似文献
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Xiaochun Jiang Arun Srinivasan Anand K. Gramopadhye William G. Ferrell 《Quality Engineering》2002,15(1):67-74
Studies have shown that inspection is not error-free and is systematically influenced by such factors as time available, the payoffs, complexity of the task, the decision goal, defect rate, and so on. This study shows how models of decision-making can be used to obtain better designs of sampling plans in the presence of human inspection error. This study also outlines a methodology to develop sampling plans under different levels of degraded human performance. Results revealed that sampling plans are sensitive to decision goals and the level of degradation. 相似文献
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N. L. Johnson 《技术计量学》2013,55(2):249-256
This paper is a sequel to two previous papers on the subject of the Folded Normal Distribution appearing in Technometrics, S, pp. 543–550 and 551–562, (1961). In these earlier papers methods for estimating the parameters of the Folded Normal Distribution were proposed. Thii paper gives approximations for the standard errors for the maximum liklihood estimates of these parameters. 相似文献
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A. Clifford Cohen 《技术计量学》2013,55(4):535-541
In a previous paper in Technometrics, Vol. 1, 1959, the author derived the maximum liklihood estimates of the mean and variance for simply truncated or simply censored samples drawn from a Normal distribution. This paper extends considerably the tables originally published, and contains a further worked example. 相似文献
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The numerical technique of the maximum likelihood method to estimate the parameters of Gamma distribution is examined. A convenient table is obtained to facilitate the maximum likelihood estimation of the parameters and the estimates of the variance-covariance matrix. The bias of the estimates is investigated numerically. The empirical result indicates that the bias of both parameter estimates produced by the maximum likelihood method is positive. 相似文献
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Optimization of evaporators in refrigeration systems, for instance, can be conducted using entropy generation as a criterion. The latter can be used for choosing a technology (smooth tubes, enhanced tubes, tube diameter, etc) or selecting a fluid. Once this optimization is performed, the refrigerant charge can be evaluated. In this paper, different entropy generation expressions are presented for a diabatic two-phase flow of a pure refrigerant and a refrigerant-oil mixture. These expressions are developed based on the separated flow model. Depending on the boundary conditions, the equations are different and the conclusions differ from one to the other. It is shown that for a heat flux condition at the tube wall, the use of enhanced tubes is recommended at low mass velocities whereas, the use of smooth tubes is better at higher mass velocities. On the contrary, for a constant wall temperature, the use of enhanced tubes is always better than smooth tubes. The role of oil is also emphasized. The higher the oil concentration in the refrigerant, the higher the entropy generation. 相似文献
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针对射孔器穿孔深度和穿孔孔径符合正态分布的理论特点,应用不合格品率的计量抽样检查方法设计了射孔器穿孔深度和穿孔孔径的检验方案.通过验证证明了该方法的科学合理性,并通过试验数据说明了该检验方案的实施对于提高产品稳定性方面的贡献和对提高油气井产能的意义. 相似文献
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P. A. Molenaar A. J. M. Huijben D. Bouwhuis A. C. Brombacher 《Reliability Engineering & System Safety》2002,75(3)
The increasing competition in the market of consumer electronics forces industry to simultaneously improve the functionability, reliability and costs of their products. Due to the strong dynamics of this field an important measure in improving product quality is the feedback of information on actual field behaviour of a product which is extremely relevant for product development. This information, usually gathered by the service department, can help development to learn from the failures of earlier products and to improve the next product generations. This feedback process, however, does not always bring the expected benefits. This paper presents a model, based on an actual case study, of the structure of the feedback process in terms of information flows. The information flow model describes the chain or network of activities in the feedback process as a function of (different) drivers such as cost, time or quality. Using this information flow model it is possible to explain how quality and reliability related information propagates through a business process and where and why communication problems lead to disruptions in the feedback of this information. With this model, it is easier to understand the function of different parties in the service or after sales process, so that management of the information in this process becomes more transparent and can be improved. 相似文献
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G. F. Chalmers 《Strain》1984,20(4):171-173
This paper reviews the very important role of the BSSM in contributing to the wide understanding and application of experimental stress analysis in product design evaluation and testing. The paper presents the benefits of strain measurement techniques and a number of initiatives which have been taken by the BSSM in relation to quality and reliability which have included meetings held in conjunction with other organisations, the BSSM Certificate Scheme and involvement in standards for strain gauge measurements. The paper concludes with some facts and figures related to Quality Assurance, and costs of failure and fracture, from authoritative published sources in the UK and USA. 相似文献
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A. Clifford Cohen 《技术计量学》2013,55(4):579-588
This paper is concerned with the two-parameter Weibull distribution which is widely employed as a model in life testing. Maximum likelihood equations are derived for estimating the distribution parameters from (i) complete samples, (ii) singly censored samples and (iii) progressively (multiple) censored samples. Asymptotic variance-covariance matrices are given for each of these sample types. An illustrative example is included. 相似文献
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本文在共轭梯度不能精确计算的情况下,采用Wolfe或Armijo步长规则研究了带误差项的Dai-Yuan(abbr.DY)共轭梯度法,我们的方法的一个很重要的特征就是步长不一定趋于零。这种特征使得我们的分析对许多实际问题很有用。我们在很一般的假设条件下证明了算法的全局收敛性。最后给出了数值算例。 相似文献
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Trygve R. Lerwick 《技术计量学》2013,55(1):51-58
The classical linear regression model is extended to include the case in which the residuals are dependent with covariance matrix where A system of equations in the maximum likelihood estimators for the regression coefficients, a, and γ is derived and an iterative procedure for solving the system of equations is developed. 相似文献
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Kim Phuc Tran Philippe Castagliola Narayanaswamy Balakrishnan 《Quality and Reliability Engineering International》2017,33(5):1019-1029
In the literature, median control charts have been introduced under the assumption of no measurement error. However, measurement errors always exist in practice and may considerably affect the ability of control charts to detect out‐of‐control situations. In this paper, we investigate the performance of Shewhart median chart by using a linear covariate error model. Several figures and tables are presented and commented to show the statistical performance of Shewhart median control chart in the presence of measurement errors. We also investigate the positive effect of taking multiple measurements for each item in a subgroup on the performance of Shewhart median chart. An example illustrates the use of Shewhart median chart in the presence of measurement errors. Copyright © 2016 John Wiley & Sons, Ltd. 相似文献