共查询到20条相似文献，搜索用时 0 毫秒
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XueLong Hu Philippe Castagliola Jinsheng Sun Michael B.C. Khoo 《Quality and Reliability Engineering International》2016,32(3):969-983
The variable sample size (VSS) chart has been investigated by several researchers under the assumption of no measurement error. However, in practice, measurement errors may exist in quality control applications. In this paper, the overall performance of the VSS chart is investigated when measurement errors exist using a linearly covariate error model, and a methodology is proposed for choosing optimal parameters by considering measurement errors. It is shown that the overall performance of the VSS chart is significantly affected by the presence of measurement errors. The effect of taking multiple measurements for each item in a subgroup on the performance of VSS chart is also investigated in this paper. An example is provided to illustrate the application of the VSS chart with measurement errors. Copyright © 2015 John Wiley & Sons, Ltd. 相似文献
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Antonio Costa 《Quality and Reliability Engineering International》2017,33(8):2739-2745
The R chart and the S2 chart are the usual charts for monitoring process dispersion; however, the double sampling (DS) scheme has only be used with the S2 chart. The difficulty in obtaining the properties of the DS R chart might explain the lack of papers dealing with this type of DS chart. The S2 chart has the advantage of being more efficient than the R chart, but the same is not always observed with their DS versions. Depending on the size of the 2 samples, the DS R chart performs better. The trade‐off between operational simplicity and power of detection might lead the practitioner to choose the DS R chart, even with the DS S2 chart signaling faster. 相似文献
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The response of an elastic perfectly plastic oscillator under zero mean Gaussian white noise excitation is studied in this paper. Considering the works of previous studies, a closed form expression of the mean maximum of the plastic drift is given assuming that the plastic process is equivalent to a Brownian motion. In order to better describe the plastic drift a probabilistic model is proposed for the yield increments which occur in clumps. To estimate the input parameters of this model, three methods, based on numerical computations of some relevant integrals, are presented. Alternatively, these parameters can be estimated, more conveniently, according to the results obtained more recently in the literature with the Slepian model approach. The results of numerical simulations show a quite satisfactory agreement with theoretical predictions. 相似文献
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Antonio Lepore Biagio Palumbo 《Quality and Reliability Engineering International》2015,31(8):1725-1741
Process capability indices Cp, Cpk, and Cpm are still nowadays widely used in industry—thanks to their easy formulation and implementation. This paper aims to give new mathematical insights in order to support their use in decision‐making via hypothesis testing. The minimum sample size usually needed in the applications to achieve fixed significance level and power is reported in light of the new mathematical aspects for Cpk and Cpm, which avoid misleading conclusions and the use of extensive numerical experiments. In addition, power curves for Cpk and Cpm, which have not previously appeared in the literature before, are also presented. Lastly, easy‐to‐follow diagrams for hypothesis testing with Cpk and Cpm and two critical scenarios for Cpm are included in the paper to facilitate the applicative use and the comprehension of the novel inferential aspects. Copyright © 2014 John Wiley & Sons, Ltd. 相似文献
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Michael B.C. Khoo May Yen See Nger Ling Chong Wei Lin Teoh 《Quality and Reliability Engineering International》2019,35(1):392-404
The standard deviation chart (S chart) is used to monitor process variability. This paper proposes an upper‐sided improved variable sample size and sampling interval (VSSIt) S chart by improving the existing upper‐sided variable sample size and sampling interval (VSSI) S chart through the inclusion of an additional sampling interval. The optimal designs of the VSSIt S chart together with the competing charts under consideration, such as the VSSI S and exponentially weighted moving average (EWMA) S charts, by minimizing the out‐of‐control average time to signal (ATS1) and expected average time to signal (EATS1) criteria, are performed using the MATLAB programs. The performances of the standard S, VSSI S, EWMA S, and VSSIt S charts are compared, in terms of the ATS1 and EATS1 criteria, where the results show that the VSSIt S chart surpasses the other charts in detecting moderate and large shifts, while the EWMA S is the best performing chart in detecting small shifts. An illustrative example is given to explain the implementation of the VSSIt S chart. 相似文献
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分数布朗运动环境中混合期权定价 总被引：7，自引：0，他引：7
本文在基本标的资产价格服从几何分数布朗运动且其波动率为常数的假设下,在基础标的资产有红利支付且无风险利率和红利率为非随机函数时求出了各种混合期权的定价公式。 相似文献
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Two- and three-dimensional Helmholtz equations in the exterior cylindrical and spherical domains are addressed by the random walk method. The solutions of the Dirichlet problems in such domains are represented as mathematical expectations of specified functionals on trajectories of random motions running in designated domains of a multi-dimensional complex space. The numerical examples confirm the efficiency of the random walk approach to the analysis of wave radiation. 相似文献
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Claudio G. Borroni 《TEST》2001,10(1):147-159
A new nonparametric test for the equality of two populations is proposed. The test is a generalization of the Girone-Cifarelli
test (see Girone 1964, and Cifarelli 1974, 1975) which has been shown to be occasionally more powerful than other nonparametric
tests, such as the Kolmogorov-Smirnov test. The test is based on a measure of dissimilarity between the sequences of ranks
corresponding to the samples drawn from the two populations. The test can be adapted to verify the hypothesis of equality
against one-sided and two-sided alternatives. Exact and asymptotic critical values of the test are provided. The asymptotic
distribution of the test-statistic underH
o shows an interesting link with Brownian motion in [0,1]. 相似文献
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Liangxing Shi Ling Gong Dennis K.J. Lin 《Quality and Reliability Engineering International》2018,34(4):681-697
The detection performance of a conventional control chart is usually degraded by a large sample size as in Wang and Tsung. This paper proposes a new control chart under data‐rich environment. The proposed chart is based on the continuous ranked probability score and aims to simultaneously monitor the location and the scale parameters of any continuous process. We simulate different monitoring schemes with various shift patterns to examine the chart performance. Both in‐control and out‐of‐control performances are studied through simulation studies in terms of the mean, the standard deviation, the median, and some percentiles of the average run length distribution. Simulation results show that the proposed chart keeps a high sensitivity to shifts in location and/or scale without any distributional assumptions, and the outperformance improves, as the sample size becomes larger. Examples are given for illustration. 相似文献
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本文主要给出由时空白噪声驱动的Navier-Stokes方程的隐式逼近,并利用Malliavin微积分,讨论了隐式逼近的收敛率问题. 相似文献
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Acceptance sampling is a useful tool for determining whether submitted lots should be accepted or rejected. With the current increase in outsourcing production processes and the high-quality levels required, it is very desirable to have an efficient and economic sampling scheme. This paper develops a variables repetitive group sampling (RGS) plan that accounts for the process yield (meeting the manufacturing specifications) and the quality loss (variation from the target). The plan parameters are determined by solving a nonlinear optimisation problem. This implies that the plan parameters minimise the average sample number required for inspection and fulfil the classical two-point conditions on the operating characteristic (OC) curve. Besides, this paper investigates the efficiency of the proposed plan and compares it with the existing variables single sampling plan. Tables of the plan parameters for the proposed variables RGS plan are provided and an application example is presented for illustration. 相似文献
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Recent research has shown that the adaptive control charts are quicker than the traditional static charts in detecting process shifts. This paper develops the algorithm for the optimization designs of the adaptive np control charts for monitoring the process fraction non‐conforming p. It includes the variable sample size chart, the variable sampling interval chart, and the variable sample size and sampling interval chart. The performance of the adaptive np charts is measured by the average time to signal under the steady‐state mode, which allows the shift in p to occur at any time, even during the sampling inspection. By studying the performance of the adaptive np charts systematically, it is found that they do improve effectiveness significantly, especially for detecting small or moderate process shifts. Copyright © 2004 John Wiley & Sons, Ltd. 相似文献
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Jaeheon Lee Ning Wang Liaosa Xu Anna Schuh William H. Woodall 《Quality and Reliability Engineering International》2013,29(5):639-651
The Bernoulli cumulative sum (CUSUM) chart has been shown to be effective for monitoring the rate of nonconforming items in high‐quality processes where the in‐control proportion of nonconforming items (p0) is low. The implementation of the Bernoulli CUSUM chart is often based on the assumption that the in‐control value p0 is known; therefore, when p0 is unknown, accurate estimation is necessary. We recommend using a Bayes estimator to estimate the value of p0 to incorporate practitioner knowledge and to avoid estimation issues when no nonconforming items are observed in phase I. We also investigate the effects of parameter estimation in phase I on the upper‐sided Bernoulli CUSUM chart by using the expected value of the average number of observations to signal (ANOS) and the standard deviation of the ANOS. It is found that the effects of parameter estimation on the Bernoulli CUSUM chart are more significant than those on the Shewhart‐type geometric chart. The low p0 values inherent to high‐quality processes imply that a very large, and often unrealistic, sample size may be needed to accurately estimate p0. A methodology to identify a continuous variable to monitor is highly recommended when the value of p0 is low and the required phase I sample size is impractically large. Copyright © 2012 John Wiley & Sons, Ltd. 相似文献
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目前样本数目对岩土体参数联合概率分布模型识别精度的影响还缺少研究。该文提出了样本数目对岩土体参数联合分布模型识别精度的影响分析方法,给出了基于蒙特卡洛模拟的统计量AIC值变异性模拟步骤,定义了描述岩土体参数联合概率分布模型识别精度的正确识别概率,采用蒙特卡洛模拟方法分别研究了样本数目对岩土体参数最优边缘分布函数和最优Copula函数识别精度的影响规律。结果表明：基于有限岩土体参数数据估计的边缘分布函数和Copula函数的AIC值存在较大的变异性。岩土体参数样本数目对最优边缘分布函数和Copula函数的识别精度具有重要的影响,边缘分布函数和Copula函数的正确识别概率随样本数目的增加而增大。岩土体参数变异系数对最优边缘分布函数的识别精度影响相对较小,岩土体参数间相关系数对最优Copula函数的识别精度影响较大。此外,岩土体参数二维分布模型识别比一维边缘分布模型识别需要更多的数据。因此,为了提高岩土体参数联合概率分布模型的识别精度,建议尽可能多地收集岩土体参数试验数据。 相似文献
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Thomas H. Johnson Rebecca M. Medlin Laura Freeman 《Quality and Reliability Engineering International》2019,35(6):1666-1675
Reliability experiments determine which factors drive product reliability. Often, the reliability or lifetime data collected in these experiments tend to follow distinctly non‐normal distributions and typically include censored observations. The experimental design should accommodate the skewed nature of the response and allow for censored observations, which occur when products do not fail within the allotted test time. To account for these design and analysis considerations, Monte‐Carlo simulations are frequently used to evaluate experimental design properties. Simulation provides accurate power calculations as a function of sample size, allowing researchers to determine adequate sample sizes at each level of the treatment. However, simulation may be inefficient for comparing multiple experiments of various sizes. We present a closed‐form approach for calculating power, based on the noncentral chi‐squared approximation to the distribution of the likelihood ratio statistic for large samples. The solution can be used to rapidly compare multiple designs and accommodate trade‐space analyses between power, effect size, model formulation, sample size, censoring rates, and design type. To demonstrate the efficiency of our approach, we provide a comparison to estimates from simulation. 相似文献