A Bayesian approach for assessing process precision based on multiple samples

Size: px
Start display at page:

Download "A Bayesian approach for assessing process precision based on multiple samples"

Transcription

1 European Journal of Operational Research 165 (5) Production, Manufacturing and Logistics A Bayesian approach for assessing process precision based on multiple samples W.L. Pearn *, hien-wei Wu Department of Industrial Engineering and Management, National hiao Tung University, 11 Ta Hsueh Road, Hsinchu 35, Taiwan Received October 3; accepted 3 February 4 Available online 14 August 4 Abstract Using process capability indices to quantify manufacturing process precision (consistency) and performance, is an essential part of implementing any quality improvement program. Most research works for testing the capability indices have focused on using the traditional distribution frequency approaches. heng and Spiring [IIE Trans. 1 (1) 97] proposed a Bayesian procedure for assessing process capability index p based on one single sample. In practice, manufacturing information regarding product quality characteristic is often derived from multiple samples, particularly, when a routine-based quality control plan is implemented for monitoring process stability. In this paper, we consider estimating and testing p with multiple samples using Bayesian approach, and propose accordingly a Bayesian procedure for capability testing. The posterior probability, p, for which the process under investigation is capable, is derived. The credible interval, a Bayesian analogue of the classical lower confidence interval, is obtained. The results obtained in this paper, are generalizations of those obtained in heng and Spiring [IIE Trans. 1 (1), 97]. Practitioners can use the proposed procedure to heng and Spiring determine whether their manufacturing processes are capable of reproducing products satisfying the preset precision requirement. Ó 4 Elsevier B.V. All rights reserved. Keywords: Process capability indices; Bayesian approach; redible interval; Posterior probability; Decision making; Quality control 1. Introduction Understanding process and quantifying process performance are essential for any successful quality improvement initiative. Process capability analysis has become an important and integrated part in applying statistical process control to continuously improve process quality and productivity. The relationship between the actual process performance and the specification limits may be quantified using appropriate process capability indices. Process capability indices (PIs), the purpose of which is to provide * orresponding author. Tel.: ; fax: address: roller@cc.nctu.edu.tw (W.L. Pearn) /$ - see front matter Ó 4 Elsevier B.V. All rights reserved. doi:1.116/j.ejor.4..9

2 686 W.L. Pearn,.-W. Wu / European Journal of Operational Research 165 (5) numerical measures of whether or not the ability of a manufacturing process meets a predetermined level of production tolerance, have received considerable research attention and increased usage in process assessments and purchasing decisions in the automotive industry during last decade. The first process capability index appearing in the literature was the precision index p, and defined as (Kane, 1986): USL LSL p ¼ ; 6r where USL is the upper specification limit, LSL is the lower specification limit, and r is the process standard deviation. The numerator of p gives the range over which the process measurements are acceptable. The denominator gives the width of the range over which the process is actually varying. The index p was designed to measure the magnitude of the overall process variation relative to the manufacturing tolerance, which is to be used for processes with data that are normally distributed, independent, and in statistical control. learly, the index p measures the precision/consistency of a process, or the potential to reproduce acceptable products, which provides actual performance measure for centered processes. The index p is particularly useful when reducing process variation is the guiding principle for process improvement. The use of the capability indices was first explored within the automotive industry. Ford Motor ompany (1984) has used p to track process performance and to reduce process variation. Recently, manufacturing industries have been making an extensive effort to implement statistical process control (SP) in their plants and supply bases. Process capability measures derived from analyzing SP data have received increasing usage not only in process performance assessments, but also in the evaluation of purchasing decisions. apability indices have become the standard tools for quality reporting, particularly, at the management level around the world. Proper understanding and accurate estimation of the capability indices is essential for the company to maintain a capable supplier. The usual practice of judging process capability by evaluating the point estimates of process capability indices, have a flaw since there is no assessment of the error of these estimates. Therefore, a simple point estimate of the index is highly unreliable in making decision in assessing process capability since the estimate does not represent the true index value. When the estimate is greater than a pre-specified value w, say 1., or 1.33, it does not guarantee that the index is greater than w and vice versa. It is therefore preferable to obtain an interval estimate for which we can assert, with a reasonable degree of certainty, that it contains the true index value. Existing methods for testing the capability indices have focused on traditional distribution frequency approaches. Examples include hou and Owen (1989), hou et al. (199), Li et al. (199), Kirmani et al. (1991), Kocherlakota (199), Pearn et al. (1998), Kotz and Lovelace (1998) and Pearn and Yang (3). Kotz and Johnson () presented a thorough review for the development of process capability indices in the past 1 years and Spiring et al. (3) consolidated the research findings of process capability analysis for the period 199. Bayesian statistical techniques are an alternative to the frequency approach. These techniques specify a prior distribution for the parameter of interest, in order to obtain the posterior distribution of the parameter. We then could infer about the parameter by only using its posterior distribution given the sample data. It is not difficult to obtain the posterior distribution when a prior distribution is given. Even in the case where the form of the posterior distribution is complicated one can always use numerical methods or Monte arlo methods (Kalos and Whitlock, 1986) to obtain an approximate point estimate or interval estimate. This is the advantage of the Bayesian approach over the traditional distribution frequency approach. heng and Spiring (1989) proposed a Bayesian procedure for assessing process capability index p based on one single sample. In practice, manufacturing information regarding product quality characteristic is often derived from multiple samples rather than one single sample, particularly, when a routine-based quality control plan is implemented for monitoring process stability. In this paper, we consider estimating and testing p with multiple samples using Bayesian approach, and propose accordingly Bayesian proce-

3 W.L. Pearn,.-W. Wu / European Journal of Operational Research 165 (5) dure for capability testing. The posterior probability, p, for which the process under investigation is capable, is derived. The credible interval, a Bayesian analogue of the classical lower confidence interval, is obtained. The results obtained in this paper, generalize those obtained in heng and Spiring (1989). Practitioners can use the proposed procedure to determine whether manufacturing processes are capable of reproducing products satisfying the preset precision requirement.. Estimating p based on multiple samples If one single sample is given as fx 1 ; x ;...; x n g, we may consider the natural estimator ^ p of p defined as USL LSL ^ p ¼ ; 6s where s ¼½ P n ðx i xþ =ðn 1ÞŠ 1= is the estimator of the process standard deviation r, which can be obtained from a stable process. Under the assumption of normality, hou and Owen (1989) obtained the probability density function (PDF) of the natural estimator ^ p, which can be expressed as the following, for y > : pffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffi n 1 ðn 1Þ= p f ðyþ ¼ y n exp½ ðn 1Þð p Þ ðy Þ 1 Š: ½ðn 1Þ=Š Pearn et al. (1998) obtained an unbiased estimator e p ¼ b n 1 b p where the correction factor b n 1 ¼½=ðn 1ÞŠ 1= f½ðn 1Þ=Š=½ðn Þ=Šg and ðkþ ¼ R 1 t k 1 e t dt is the gamma function. Pearn et al. (1998) also showed that the estimator e p is the uniformly minimum variance unbiased estimator (UMVUE) of p, which is asymptotically efficient, consistent, and that n 1= ð e p p Þ converges to Nð; p =Þ in distribution. For cases where data are collected as multiple samples, Kirmani et al. (1991) considered m samples each of size n and suggested the following estimator of p, where x i is the ith sample mean, and s i is the ith sample standard deviation: b p ¼ ðusl LSLÞd p ; 6 where sffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffi mðn 1Þ 1 d p ¼ mðn 1Þ e mðn 1Þ 1 s p ; sffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffi 1 mðn 1Þ mðn 1Þ 1 e mðn 1Þ 1 ¼ ; mðn 1Þ 1 s p ¼ 1 X m ðn 1Þs i ¼ 1 X m s i mðn 1Þ m ; noting that under normality assumption s p =r is distributed as v mðn 1Þ 1 =½mðn 1Þ 1Š 1=. Therefore, the estimator b is distributed as pffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffi b p mðn 1Þ 1e mðn 1Þ 1 qffiffiffiffiffiffiffiffiffiffiffiffiffi p : v mðn 1Þ

4 688 W.L. Pearn,.-W. Wu / European Journal of Operational Research 165 (5) The estimator b p is unbiased, and its probability density function can be obtained as the following, for y >, where k ¼½mðn 1Þ 1Še mðn 1Þ 1 p, which can be expressed as a function of p: gðyþ ¼ k mðn 1Þ= mðn 1Þ= ½mðn 1Þ=Š y ½mðn 1Þþ1Š exp k 1 : y Furthermore, Pearn and Yang (3) investigated some statistical properties of b p and showed that b p is the UMVUE of p, which is also asymptotically efficient and ðmnþ 1= ð b p pþ converges to Nð; p =Þ in distribution. It is easy to verify that b p is consistent. The variance of b p can be calculated as the following (Kirmani et al., 1991): Varð b p Þ¼E½ð b p Þ Š ½Eðb p ÞŠ ¼ðUSL LSLÞ e mðn 1Þ 1 n o ¼ p ðe mðn 1Þ Þ 1 1 : ½mðn 1Þ 1Š Eðs p 36mðn 1Þ Þ 1 p For multiple samples with variable sample size, we can consider the generalized estimator of p defined below. We show that the generalized estimator b p obtained from m samples each of size n i, remains unbiased. In fact, it can be shown that the unbiased estimator b p is indeed the UMVUE of p in the case of multiple samples: b p ¼ bpm b ðn i 1Þ ðn i 1Þ USL LSL ; s p 6s ¼ p vffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffi ¼ u B ðn i 1Þ ðn i 1Þs i ðn i 1Þ ; 1 ðn i 1Þ A 6 B and 13 ðn i 1Þ 1 7 A5 1 : 3. Bayesian approach for testing p heng and Spiring (1989) proposed a Bayesian procedure for assessing process capability index p. Shiau et al. (1999) applied a similar Bayesian approach to index pm. Shiau et al. (1999) also applied Bayesian method for testing the index pk but under the restriction that the process mean l equals to the midpoint of the two specification limits, M. In this case pk reduces to p. However, these research works only focused on cases with one single sample. A common practice of process capability estimation in the manufacturing industry is to first implement a daily-based or weekly-based sample data collection plan for monitoring/controlling the process stability, then to analyze the past in control data. It is more practical to develop a procedure for assessing process capability for cases with multiple samples. Therefore, in the following we consider the problem of estimating and testing p with multiple samples based on Bayesian approach, and propose accordingly a Bayesian procedure for testing process precision. The posterior probability, p, for which the process under investigation is capable, is derived. A 1p% credible interval is the Bayesian analogue of the classical 1p% confidence interval, where p is the confidence level for the interval. The credible interval covers 1p% of the posterior distribution of the parameter (Berger, 198). Assuming that the m samples are randomly taken from independent and identically distributed (i.i.d.) Nðl; r Þ, a normal distribution with mean l and variance r. Denote the measures of the ith sample as

5 x i ¼fx i1 ; x i ;...; x ini g with variable sample size n i, and X ¼fx ij ; i ¼ 1; ;...; m; j ¼ 1; ;...; n i g. Then, the likelihood function for l and r can be expressed: 8 9 Pm P ni n i >< ðx ij lþ >= Lðl; r jxþ ¼ðpr j¼1 Þ exp : r >: >; The first step for the Bayesian approach is to find an appropriate prior. Usually, when there is little or no prior information, or there is only one parameter, one of the most widely used non-informative priors is the so-called reference prior, which is a non-informative prior that maximizes the difference between information (entropy) on the parameter provided by the prior and by the posterior. In other words, the reference prior allows the prior to provide information as little as possible about the parameter (see Bernardo and Smith, 1993 for more details). Several priors have been considered in the literature. In practical situation, however, the choice of prior information is hard to justify. Therefore, in this paper we adopt the following non-informative reference prior chosen by heng and Spiring (1989): hðl; rþ ¼1=r; 1 < l < 1; < r < 1: We note that the parameter space of the prior is infinite, hence the reference prior is improper, which means that it does not integrate to one. However, it is not always a serious problem, since the prior incorporated with ordinary likelihood will lead to proper posterior. Furthermore, the credible interval obtained from a non-informative prior has a more precise coverage probability than that obtained from any other priors. The posterior probability density function (PDF), f ðl; r j XÞ of ðl; rþ may be expressed as the following: Also f ðl; rjxþ /Lðl; rjxþhðl; rþ /r Z 1 Z 1 ¼ 1 Z 1 r r W.L. Pearn,.-W. Wu / European Journal of Operational Research 165 (5) n iþ1 n iþ1 8 >< exp >: P ni j¼1 exp 1 br n i þ1 9 ðx ij lþ >= r Z 1 8 >< exp >: dldr >; 6 exp B 1 P ni j¼1 9 ðx ij lþ >= : r >; 1 3 n i ðl xþ r A dl vffiffiffiffiffiffiffiffiffiffiffi 7 5 dr ¼ p u t ðaþb a : Pm n i In order to satisfy the integration property that the probability over PDF is 1, a coefficient of f ðl; rjxþ can be obtained through some algebraic manipulations. onsequently, the posterior PDF of ðl; rþ can be expressed as sffiffiffiffiffiffiffiffiffi P m P n i P 1 ni m ðx n ij lþ iþ1 f ðl; rjxþ ¼pffiffiffiffiffi p r exp B ðaþb j¼1 r A ;

6 69 W.L. Pearn,.-W. Wu / European Journal of Operational Research 165 (5) where a ¼ð n i 1Þ=, b ¼½ P ni j¼1 ðx ij xþ =Š 1, x ¼ P ni j¼1 x ij= P n i j¼1 x ij. As mentioned earlier, it is natural to consider the quantity Prfprocess is capablejxg in the Bayesian approach. We need the posterior probability p ¼ Prf p > wjxg for some fixed positive number w. Therefore, given a pre-specified precision level w > and denote a ¼ðUSL LSLÞ=ð6wÞ, the posterior probability for index p based on multiple samples that a process is capable is given as USL LSL p ¼ Prf p > wjxg ¼Pr > w 6r X ¼ Pr r < ¼ Z a f ðrjxþdr ¼ Z a r n i ðaþb a exp 1 dr: br USL LSL 6w jx ¼ Pr f r < ajxg By changing the variable, let y ¼ðbr Þ 1, then dy ¼ ðbr 3 Þ 1 dr, the above posterior probability p expression may be rewritten as p ¼ Z 1 1=t r or, equivalently, n i 3 ðaþb a 1 expð yþdy ¼ Z 1 1=t y a 1 ða; 1=tÞ expð yþdy ¼ ðaþ ðaþ ð1þ p ¼ 1 Gð1=t; a; 1Þ; ðþ where ða; 1=tÞ is the value of the incomplete gamma function of 1=t with parameter a, Gð1=t; a; 1Þ is the cumulative probability at 1=t for the gamma distribution with parameters a and 1, and t ¼ c ¼ b c ðn i 1Þ wb P ni j¼1 P ni j¼1 ðn i 1Þ ðx ij x i Þ b p ðx ij xþ ¼ ðn i 1Þ vffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffi ¼ u B ðn i 1Þ 1 A ; ðn i 1Þs p ; ðn i 1Þs p þ Pm n i ðx i xþ 1 ðn i 1Þ A 6 B 13 ðn i 1Þ 1 7 A5 Note that the posterior probability p depends on m, n i, c, w and b p only through m, n i, c and b p =w. Denoted ¼ b p =w. There is a one-to-one correspondence between p and when m and n i, are given, and by the fact that c and b p can be calculated from the process data, we find that the minimum value of required to ensure the posterior probability p reaching a certain desirable level, can be useful in assessing process capability. Denote this minimum value as ðpþ. Then, the value ðpþ satisfies 1 :

7 W.L. Pearn,.-W. Wu / European Journal of Operational Research 165 (5) p ¼ Prf p > wjxg ¼Pr ( p ) b p > ðpþ jx : Therefore, a 1p% credible interval for p is ½ b p = ðpþ; 1), where p is a number between and 1, say.95, for 95% confidence interval, which means that the posterior probability that the credible interval contains p is p. We say that the process is capable in a Bayesian sense if all the points in this credible interval are greater than a pre-specified value of w, say 1. or When this happens, we have p ¼ Prf p > wjxg.in other words, to see if a process is capable (with capability level w and confidence level p), we only need to check if b p > ðpþw. For the single sample, that is, m ¼ 1, c ¼ 1, and s p ¼ s, the results obtained in this paper can be reduced to those obtained in heng and Spiring (1989). 4. Decision making for testing p In current practice, process precision is said to be inadequate if p < 1:; it indicates that the process is not adequate with respect to the production tolerances. Process precision is said to be marginally capable if 1: 6 p < 1:33; it indicates that caution needs to be taken regarding the process consistency and some process control is required (usually using R or S control charts). Process precision is said to be satisfactory if 1:33 6 p < 1:67; it indicates that process consistency is satisfactory, material substitution may be allowed, and no stringent precision control is required. Process precision is said to be excellent if 1:67 6 p < :; it indicates that process precision exceeds satisfactory. Finally, process precision is said to be superior if p P :. In recent years, many companies have adopted criteria for evaluating their processes based on process capability objectives that are more stringent than those recommended minimums above. For instance, the six-sigma program pioneered by Motorola essentially requires that when the process mean is in control, it will not be closer than six standard deviations from the nearest specification limit. Thus, in effect, requires that the process capability ratio will be at least. (Harry, 1988). Therefore, it would be desirable to determine a bound which practitioners would be expected to find the true value of the process capability no less than the bound value with certain level of confidence. For users convenience in applying our Bayesian procedure, we tabulate the minimum values ðpþ of b p =w, for various c with m ¼ ðþ1; 15, n i ¼ n ¼ 1ð5Þ3 in Tables 1 3 to ensure p ¼ :99,.975, and.95, respectively. For example, if w ¼ 1:33 is the minimum capability requirement, then for p ¼ :95, with m ¼ 1 of each sample size n i ¼ n ¼ 1 and c ¼ :9, we can find ðpþ ¼1:197 by checking Table 3. Thus, the minimum value of b p required for a capable process is ðpþw ¼ 1:197 1:33 ¼ 1:56. That is, if b p is greater than 1.56, we say that the process is capable in Bayesian sense. As a result, to judge if a given process meets the capability requirement, we first determine the prespecified capability level w, and the confidence level p or the a-risk for the interval. heck the appropriate table or solve Eq. (1) or (), we may obtain the minimum value of ðpþ based on given values of p, m subsamples of size n i and c calculated from samples. If the estimated value b p is greater than the critical value ðpþw, then we may conclude that the process meets the capability requirement ( p > w). Otherwise, we do not have sufficient information to conclude that the process meets the present capability requirement. In this case, we would believe that p 6 w. Therefore, the practitioners can easily use the procedure on their inplant applications to obtain reliable decisions. We remark that the process must be stable in order to produce a reliable estimate of process capability. If the process is out of control, it will be unreliable to estimate process capability. In these cases the priority is to find and eliminate the assignable causes of variability in order to bring the process in-control.

8 Table 1 The minimum values of ðpþ of b p =w, with m ¼ ðþ1; 15, n ¼ 1ð5Þ3 required to ensure p ¼ :99 m c (n ¼ 1) c (n ¼ 15) c (n ¼ ) c (n ¼ 5) c (n ¼ 3) Table The minimum values ðpþ of b p =w, with m ¼ ðþ1; 15, n ¼ 1ð5Þ3 required to ensure p ¼ :975 m c (n ¼ 1) c (n ¼ 15) c (n ¼ ) c (n ¼ 5) c (n ¼ 3) Table 3 The minimum values ðpþ of b p =w, with m ¼ ðþ1; 15, n ¼ 1ð5Þ3, required to ensure p ¼ :95 m c (n ¼ 1) c (n ¼ 15) c (n ¼ ) c (n ¼ 5) c (n ¼ 3) W.L. Pearn,.-W. Wu / European Journal of Operational Research 165 (5)

9 5. Application example W.L. Pearn,.-W. Wu / European Journal of Operational Research 165 (5) Liquid crystals have been used in various configurations for display applications. Most of the current displays involve the use of either Twisted Nematic (TN) or Super Twisted Nematic (STN) liquid crystals. The STN-LD products are used in making PDAs (personal digital assistants), notebook computers, word processors and other peripherals. Due to the advancement of modern manufacturing technology STN- LD and relatively low production cost, STN-LDs maintained a competitive advantage in the market. To illustrate the practicality of our proposed Bayesian approach, we present a case study on a STN-LD manufacturing process, which located in the Science-Based Industrial Park, Taiwan. This factory manufactures various types of the LD. For a particular model of the STN-LD investigated, the upper specification limit, USL, of a glass substrate s thickness is.77 mm, the lower specification limit, LSL, of a glass substrate s thickness is.63 mm, and the target value is T ¼ :7 mm. If the product characteristic does not fall within the tolerance (LSL, USL), the lifetime or reliability of the STN-LD will be discounted. The collected sample data (15 samples each of size 1) are displayed in Table 4. A 1p% credible interval means the posterior probability that the true capability index lies in this interval is p. Let p be a high probability, say,.95. Suppose for this particular process under consideration to be capable, the process index must reach at least a certain level w, say, Now, from the process data, we compute the lower bound of the credible interval for the index. The resulting Bayesian testing procedure is simple. That is, if b p > ðpþw, then we say that the process is capable. As noted earlier, in order to make the estimation of these capability indices meaningful, we would check if the manufacturing process is under statistical control and the distribution is normal. For those 15 samples of size 1 each, the Shapiro Wilk test for normality confirms this with p-value >.1. That is, it is reasonable to assume that the process data collected from the factory is normally distributed. We then construct the X S charts to check if the process is in control. The X S charts based on the collected samples are displayed in Figs. 1 and. The X S control charts show that the process seems to be in-control since all the sample points are within the control limits without any special pattern. Therefore, the basic assumptions are justified so we could proceed with the capability calculations. The calculated sample mean x i and the sample variance s i for the fifteen samples are summarized in the last two columns of Table 4. Thus, we have s p ¼ s i =m ¼ :158, x ¼ :6998 and c ¼ :869, b p ¼ b ðusl LSLÞ=ð6s pþ¼ ðni 1Þ 1:8459. We run the computer program by solving equation (1) (which is available from authors) to Table 4 The 15 samples of 1 observations with calculated sample statistics Sample Observations i x i s i

10 694 W.L. Pearn,.-W. Wu / European Journal of Operational Research 165 (5) X-bar UL LL Sample number Fig. 1. X control chart of the process. S UL LL Sample number Fig.. S control chart of the process. obtain the critical value b ðpþw ¼ 1:4938 based on p ¼ :95, m ¼ 15, n ¼ 1. The calculated sample estimator b p ¼ 1:8456 is greater than the critical value b ðpþw ¼ 1:4938 and the lower confidence bound of p is obtained as b p = ðpþ ¼1:8459=1:131 ¼ 1:6346. Therefore, we may conclude, with 95% confidence level, that the process meets the capable precision requirement p > 1:33 in this case. 6. onclusions Process capability indices establish the relationships between the actual process performance and the manufacturing specifications. Statistical properties of the estimated p based on one single sample, have been investigated extensively, but not for multiple samples. For applications where a routine-based data collection plans are implemented, a common practice on process control is to estimate the process precision by analyzing past in control data. Therefore, the manufacturing information regarding product quality characteristic should be derived from multiple samples rather than one single sample. In this paper, we considered estimating and testing p with multiple samples using Bayesian approach, and propose accordingly Bayesian procedure for capability testing. The posterior probability, p, for which the process

11 W.L. Pearn,.-W. Wu / European Journal of Operational Research 165 (5) under investigation is capable, is derived. The credible interval, a Bayesian analogue of the classical lower confidence interval, is obtained. The results obtained in this paper, are generalizations of those obtained in heng and Spiring (1989). To make this Bayesian procedure practical for in-plant applications, we tabulated the minimum values of ðpþ for which the posterior probability p reaches various desirable confidence levels. Subsequently, a real-world case on the STN-LD manufacturing process, is also investigated using the proposed approach to data collected from the factory. Acknowledgements The authors would like to thank the anonymous referees for their helpful comments and careful readings, which significantly improved the paper. References Berger, J.O., 198. Statistical Decision Theory: Foundations, oncepts, and Methods. Springer-Verlag, New York. Bernardo, J.M., Smith, A.F.M., Bayesian Theory. John Wiley and Sons, New York. heng, S.W., Spiring, F.A., Assessing process capability: A Bayesian approach. IIE Transactions 1 (1), hou, Y.M., Owen, D.B., On the distributions of the estimated process capability indices. ommunications in Statistics: Theory and Methods 18, hou, Y.M., Owen, D.B., Borrego, A.S.A., 199. Lower confidence limits on process capability indices. Journal of Quality Technology, 3 9. Ford Motor ompany, ontinuing process control and process capability improvement, Ford Motor ompany, Dearborn, MI. Harry, M.J The Nature of Six-sigma Quality. Motorola Inc., Schaumburg, IL. Kane, V.E., Process capability indices. Journal of Quality Technology 18 (1), Kalos, M.H., Whitlock, P.A., Monte arlo Methods. John Wiley and Sons, New York. Kirmani, S.N.U.A., Kocherlakota, K., Kocherlakota, S., Estimation of r and the process capability index based on subsamples. ommunications in Statistics: Theory and Methods, Kocherlakota, S., 199. Process capability index: Recent developments. Sankhya: The Indian Journal of Statistics 54, Kotz, S., Johnson, N.L.,. Process capability indices a review, 199. Journal of Quality Technology 34 (1), Kotz, S., Lovelace,.R., Process apability indices in Theory and Practice. Arnold, London, UK. Li, H., Owen, D.B., Borrego, A.S.A., 199. Lower confidence limits on process capability indices based on the range. ommunications in Statistics: Simulation and omputation 19 (1), 1 4. Pearn, W.L., Lin, G.H., hen, K.S., Distributional and inferential properties of the process accuracy and process precision indices. ommunications in Statistics: Theory and Methods 7 (4), Pearn, W.L., Yang, Y.S., 3. Distributional and inferential properties of the estimated precision index p based on multiple samples. Quality and Quantity 37, Shiau, J.H., hiang,.t., Hung, H.N., A Bayesian procedure for process capability assessment. Quality and Reliability Engineering International 15, Spiring, F., Leung, B., heng, S., Yeung, A., 3. A bibliography of process capability papers. Quality and Reliability Engineering International 19 (5),

Evaluating Production Yields of TFT-LCD Manufacturing Processes

Evaluating Production Yields of TFT-LCD Manufacturing Processes Evaluating Production Yields of TFT-LCD Manufacturing Processes A presentation to the Institute of Industrial Engineering, National Taiwan University Oct. 7 th, 2009 Chen-ju Lin Department of Industrial

More information

TESTING PROCESS CAPABILITY USING THE INDEX C pmk WITH AN APPLICATION

TESTING PROCESS CAPABILITY USING THE INDEX C pmk WITH AN APPLICATION International Journal of Reliability, Quality and Safety Engineering Vol. 8, No. 1 (2001) 15 34 c World Scientific Publishing Company TESTING PROCESS CAPABILITY USING THE INDEX C pmk WITH AN APPLICATION

More information

Chapter 4. One-sided Process Capability Assessment in the Presence of Gauge Measurement Errors

Chapter 4. One-sided Process Capability Assessment in the Presence of Gauge Measurement Errors hapter One-sided Process apability Assessment in the Presence of Gauge Measurement Errors n the manufacturing industry, many product characteristics are of one-sided specifications The process capability

More information

A Simulation Comparison Study for Estimating the Process Capability Index C pm with Asymmetric Tolerances

A Simulation Comparison Study for Estimating the Process Capability Index C pm with Asymmetric Tolerances Available online at ijims.ms.tku.edu.tw/list.asp International Journal of Information and Management Sciences 20 (2009), 243-253 A Simulation Comparison Study for Estimating the Process Capability Index

More information

Construction of a Tightened-Normal-Tightened Sampling Scheme by Variables Inspection. Abstract

Construction of a Tightened-Normal-Tightened Sampling Scheme by Variables Inspection. Abstract onstruction of a ightened-ormal-ightened Sampling Scheme by Variables Inspection Alexander A ugroho a,, hien-wei Wu b, and ani Kurniati a a Department of Industrial Management, ational aiwan University

More information

A process capability index for discrete processes

A process capability index for discrete processes Journal of Statistical Computation and Simulation Vol. 75, No. 3, March 2005, 175 187 A process capability index for discrete processes MICHAEL PERAKIS and EVDOKIA XEKALAKI* Department of Statistics, Athens

More information

Published online: 17 May 2012.

Published online: 17 May 2012. This article was downloaded by: [Central University of Rajasthan] On: 03 December 014, At: 3: Publisher: Taylor & Francis Informa Ltd Registered in England and Wales Registered Number: 107954 Registered

More information

A note on the interval estimation of c_{pk} with asymmetric tolerances

A note on the interval estimation of c_{pk} with asymmetric tolerances This article was ownloae by [National Chiao Tung University 國立交通大學 ] On 30 April 014, At 304 Publisher Taylor & Francis Informa Lt Registere in Englan an Wales Registere Number 107954 Registere office

More information

Two-Sided Generalized Confidence Intervals for C pk

Two-Sided Generalized Confidence Intervals for C pk CHAPTER 4 Two-Sided Generalized Confidence Intervals for C pk 4.1 Introduction 9 4. Existing Methods 93 4.3 Two-Sided Generalized Confidence Intervals for C pk 96 4.4 Simulation Results 98 4.5 An Illustration

More information

Criteria of Determining the P/T Upper Limits of GR&R in MSA

Criteria of Determining the P/T Upper Limits of GR&R in MSA Quality & Quantity 8) 4:3 33 Springer 7 DOI.7/s3-6-933-7 Criteria of Determining the P/T Upper Limits of GR&R in MSA K. S. CHEN,C.H.WU and S. C. CHEN Institute of Production System Engineering & Management,

More information

Nonparametric Test on Process Capability

Nonparametric Test on Process Capability Nonparametric Test on Process Capability Stefano Bonnini Abstract The study of process capability is very important in designing a new product or service and in the definition of purchase agreements. In

More information

The yield estimation of semiconductor products based on truncated samples

The yield estimation of semiconductor products based on truncated samples Int. J. Metrol. Qual. Eng. 4, 5 0 (03 c EDP Sciences 04 DOI: 0.05/ijmqe/03050 The yield estimation of semiconductor products based on truncated samples K. Gu, X.Z. Jia, H.L. You, and T. Liang School of

More information

Distribution Theory. Comparison Between Two Quantiles: The Normal and Exponential Cases

Distribution Theory. Comparison Between Two Quantiles: The Normal and Exponential Cases Communications in Statistics Simulation and Computation, 34: 43 5, 005 Copyright Taylor & Francis, Inc. ISSN: 0361-0918 print/153-4141 online DOI: 10.1081/SAC-00055639 Distribution Theory Comparison Between

More information

Journal of Optimization in Industrial Engineering 9 (2011) 15-20

Journal of Optimization in Industrial Engineering 9 (2011) 15-20 Journal of Optimization in Industrial Engineering 9 (2011) 15-20 Process Capability Analysis in the Presence of Autocorrelation Mohsen Mohamadi a, Mehdi Foumani b,*, Babak Abbasi c a Faculty of Industrial

More information

Confidence Interval for Cpm Based on Dp,q Distance

Confidence Interval for Cpm Based on Dp,q Distance Journal of Mathematics and Statistics 8 (: 4-, ISSN 549-3644 Science Publications Confidence Interval for C Based on Dp,q Distance Bahram Sadeghpour Gildeh and Samaneh Asghari Department of Statistics,

More information

WITH increasing demand on higher resolution display

WITH increasing demand on higher resolution display IEEE TRANSACTIONS ON ELECTRONICS PACKAGING MANUFACTURING, VOL. 33, NO. 2, APRIL 2010 77 Measuring Manufacturing Yield for Gold Bumping Processes Under Dynamic Variance Change W. L. Pearn, Y. T. Tai, and

More information

QUALIFYING EXAMINATION II IN MATHEMATICAL STATISTICS SATURDAY, MAY 9, Examiners: Drs. K. M. Ramachandran and G. S. Ladde

QUALIFYING EXAMINATION II IN MATHEMATICAL STATISTICS SATURDAY, MAY 9, Examiners: Drs. K. M. Ramachandran and G. S. Ladde QUALIFYING EXAMINATION II IN MATHEMATICAL STATISTICS SATURDAY, MAY 9, 2015 Examiners: Drs. K. M. Ramachandran and G. S. Ladde INSTRUCTIONS: a. The quality is more important than the quantity. b. Attempt

More information

Bayesian Inference. Chapter 1. Introduction and basic concepts

Bayesian Inference. Chapter 1. Introduction and basic concepts Bayesian Inference Chapter 1. Introduction and basic concepts M. Concepción Ausín Department of Statistics Universidad Carlos III de Madrid Master in Business Administration and Quantitative Methods Master

More information

Bayesian Confidence Intervals for the Ratio of Means of Lognormal Data with Zeros

Bayesian Confidence Intervals for the Ratio of Means of Lognormal Data with Zeros Bayesian Confidence Intervals for the Ratio of Means of Lognormal Data with Zeros J. Harvey a,b & A.J. van der Merwe b a Centre for Statistical Consultation Department of Statistics and Actuarial Science

More information

DEPARTMENT OF MATHEMATICS AND STATISTICS QUALIFYING EXAMINATION II IN MATHEMATICAL STATISTICS SATURDAY, SEPTEMBER 24, 2016

DEPARTMENT OF MATHEMATICS AND STATISTICS QUALIFYING EXAMINATION II IN MATHEMATICAL STATISTICS SATURDAY, SEPTEMBER 24, 2016 DEPARTMENT OF MATHEMATICS AND STATISTICS QUALIFYING EXAMINATION II IN MATHEMATICAL STATISTICS SATURDAY, SEPTEMBER 24, 2016 Examiners: Drs. K. M. Ramachandran and G. S. Ladde INSTRUCTIONS: a. The quality

More information

International Journal of Education & Applied Sciences Research, Vol.3, Issue 06, Aug-Oct- 2016, pp EISSN: , ISSN: (Print)

International Journal of Education & Applied Sciences Research, Vol.3, Issue 06, Aug-Oct- 2016, pp EISSN: , ISSN: (Print) GENERALIZED PROCESS CAPABILITY INDEX APPLIED TO POISSON PROCESS DISTRIBUTION www.arseam.com Abstract Mahendra Saha Assistant Professor Department of statistics Central University of Rajasthan Bandarsindri,

More information

University, Hsinchu, Taiwan b Department of Industrial Engineering & Management, National Chiao Tung

University, Hsinchu, Taiwan b Department of Industrial Engineering & Management, National Chiao Tung This article was downloaded by: [National Chiao Tung University 國立交通大學 ] On: 28 April 2014, At: 05:15 Publisher: Taylor & Francis Informa Ltd Registered in England and Wales Registered Number: 1072954

More information

Bayesian Life Test Planning for the Weibull Distribution with Given Shape Parameter

Bayesian Life Test Planning for the Weibull Distribution with Given Shape Parameter Statistics Preprints Statistics 10-8-2002 Bayesian Life Test Planning for the Weibull Distribution with Given Shape Parameter Yao Zhang Iowa State University William Q. Meeker Iowa State University, wqmeeker@iastate.edu

More information

Run sum control charts for the monitoring of process variability

Run sum control charts for the monitoring of process variability Quality Technology & Quantitative Management ISSN: (Print) 1684-3703 (Online) Journal homepage: http://www.tandfonline.com/loi/ttqm20 Run sum control charts for the monitoring of process variability Athanasios

More information

Process capability indices aim at measuring the capability of a process to produce according to some assigned specifications

Process capability indices aim at measuring the capability of a process to produce according to some assigned specifications Research Article (wileyonlinelibrary.com) DOI: 10.1002/qre.1260 Published online in Wiley Online Library On the Implementation of the Principal Component Analysis Based Approach in Measuring Process Capability

More information

Confidence Intervals for the Process Capability Index C p Based on Confidence Intervals for Variance under Non-Normality

Confidence Intervals for the Process Capability Index C p Based on Confidence Intervals for Variance under Non-Normality Malaysian Journal of Mathematical Sciences 101): 101 115 2016) MALAYSIAN JOURNAL OF MATHEMATICAL SCIENCES Journal homepage: http://einspem.upm.edu.my/journal Confidence Intervals for the Process Capability

More information

Research Article A Nonparametric Two-Sample Wald Test of Equality of Variances

Research Article A Nonparametric Two-Sample Wald Test of Equality of Variances Advances in Decision Sciences Volume 211, Article ID 74858, 8 pages doi:1.1155/211/74858 Research Article A Nonparametric Two-Sample Wald Test of Equality of Variances David Allingham 1 andj.c.w.rayner

More information

Simplified marginal effects in discrete choice models

Simplified marginal effects in discrete choice models Economics Letters 81 (2003) 321 326 www.elsevier.com/locate/econbase Simplified marginal effects in discrete choice models Soren Anderson a, Richard G. Newell b, * a University of Michigan, Ann Arbor,

More information

A Study on the Power Functions of the Shewhart X Chart via Monte Carlo Simulation

A Study on the Power Functions of the Shewhart X Chart via Monte Carlo Simulation A Study on the Power Functions of the Shewhart X Chart via Monte Carlo Simulation M.B.C. Khoo Abstract The Shewhart X control chart is used to monitor shifts in the process mean. However, it is less sensitive

More information

Quantile POD for Hit-Miss Data

Quantile POD for Hit-Miss Data Quantile POD for Hit-Miss Data Yew-Meng Koh a and William Q. Meeker a a Center for Nondestructive Evaluation, Department of Statistics, Iowa State niversity, Ames, Iowa 50010 Abstract. Probability of detection

More information

Some Theoretical Properties and Parameter Estimation for the Two-Sided Length Biased Inverse Gaussian Distribution

Some Theoretical Properties and Parameter Estimation for the Two-Sided Length Biased Inverse Gaussian Distribution Journal of Probability and Statistical Science 14(), 11-4, Aug 016 Some Theoretical Properties and Parameter Estimation for the Two-Sided Length Biased Inverse Gaussian Distribution Teerawat Simmachan

More information

Information Matrix for Pareto(IV), Burr, and Related Distributions

Information Matrix for Pareto(IV), Burr, and Related Distributions MARCEL DEKKER INC. 7 MADISON AVENUE NEW YORK NY 6 3 Marcel Dekker Inc. All rights reserved. This material may not be used or reproduced in any form without the express written permission of Marcel Dekker

More information

Noninformative Priors for the Ratio of the Scale Parameters in the Inverted Exponential Distributions

Noninformative Priors for the Ratio of the Scale Parameters in the Inverted Exponential Distributions Communications for Statistical Applications and Methods 03, Vol. 0, No. 5, 387 394 DOI: http://dx.doi.org/0.535/csam.03.0.5.387 Noninformative Priors for the Ratio of the Scale Parameters in the Inverted

More information

ON CONSTRUCTING T CONTROL CHARTS FOR RETROSPECTIVE EXAMINATION. Gunabushanam Nedumaran Oracle Corporation 1133 Esters Road #602 Irving, TX 75061

ON CONSTRUCTING T CONTROL CHARTS FOR RETROSPECTIVE EXAMINATION. Gunabushanam Nedumaran Oracle Corporation 1133 Esters Road #602 Irving, TX 75061 ON CONSTRUCTING T CONTROL CHARTS FOR RETROSPECTIVE EXAMINATION Gunabushanam Nedumaran Oracle Corporation 33 Esters Road #60 Irving, TX 7506 Joseph J. Pignatiello, Jr. FAMU-FSU College of Engineering Florida

More information

A nonparametric two-sample wald test of equality of variances

A nonparametric two-sample wald test of equality of variances University of Wollongong Research Online Faculty of Informatics - Papers (Archive) Faculty of Engineering and Information Sciences 211 A nonparametric two-sample wald test of equality of variances David

More information

Some remarks on conflict analysis

Some remarks on conflict analysis European Journal of Operational Research 166 (2005) 649 654 www.elsevier.com/locate/dsw Some remarks on conflict analysis Zdzisław Pawlak Warsaw School of Information Technology, ul. Newelska 6, 01 447

More information

On Line Computation of Process Capability Indices

On Line Computation of Process Capability Indices International Journal of Statistics and Applications 01, (5): 80-93 DOI: 10.593/j.statistics.01005.06 On Line Computation of Process Capability Indices J. Subramani 1,*, S. Balamurali 1 Department of Statistics,

More information

exclusive prepublication prepublication discount 25 FREE reprints Order now!

exclusive prepublication prepublication discount 25 FREE reprints Order now! Dear Contributor Please take advantage of the exclusive prepublication offer to all Dekker authors: Order your article reprints now to receive a special prepublication discount and FREE reprints when you

More information

Zero-Inflated Models in Statistical Process Control

Zero-Inflated Models in Statistical Process Control Chapter 6 Zero-Inflated Models in Statistical Process Control 6.0 Introduction In statistical process control Poisson distribution and binomial distribution play important role. There are situations wherein

More information

Bayesian networks for multilevel system reliability

Bayesian networks for multilevel system reliability Reliability Engineering and System Safety 92 (2007) 1413 1420 www.elsevier.com/locate/ress Bayesian networks for multilevel system reliability Alyson G. Wilson a,,1, Aparna V. Huzurbazar b a Statistical

More information

Numerical solution of hyperbolic heat conduction in thin surface layers

Numerical solution of hyperbolic heat conduction in thin surface layers International Journal of Heat and Mass Transfer 50 (007) 9 www.elsevier.com/locate/ijhmt Numerical solution of hyperbolic heat conduction in thin surface layers Tzer-Ming Chen * Department of Vehicle Engineering,

More information

Moments of the Reliability, R = P(Y<X), As a Random Variable

Moments of the Reliability, R = P(Y<X), As a Random Variable International Journal of Computational Engineering Research Vol, 03 Issue, 8 Moments of the Reliability, R = P(Y

More information

Constant Stress Partially Accelerated Life Test Design for Inverted Weibull Distribution with Type-I Censoring

Constant Stress Partially Accelerated Life Test Design for Inverted Weibull Distribution with Type-I Censoring Algorithms Research 013, (): 43-49 DOI: 10.593/j.algorithms.01300.0 Constant Stress Partially Accelerated Life Test Design for Mustafa Kamal *, Shazia Zarrin, Arif-Ul-Islam Department of Statistics & Operations

More information

Bayes Prediction Bounds for Right Ordered Pareto Type - II Data

Bayes Prediction Bounds for Right Ordered Pareto Type - II Data J. Stat. Appl. Pro. 3, No. 3, 335-343 014 335 Journal of Statistics Applications & Probability An International Journal http://dx.doi.org/10.1785/jsap/030304 Bayes Prediction Bounds for Right Ordered Pareto

More information

Inference on reliability in two-parameter exponential stress strength model

Inference on reliability in two-parameter exponential stress strength model Metrika DOI 10.1007/s00184-006-0074-7 Inference on reliability in two-parameter exponential stress strength model K. Krishnamoorthy Shubhabrata Mukherjee Huizhen Guo Received: 19 January 2005 Springer-Verlag

More information

Parameter Estimation for Partially Complete Time and Type of Failure Data

Parameter Estimation for Partially Complete Time and Type of Failure Data Biometrical Journal 46 (004), 65 79 DOI 0.00/bimj.00004 arameter Estimation for artially Complete Time and Type of Failure Data Debasis Kundu Department of Mathematics, Indian Institute of Technology Kanpur,

More information

Estimating and Testing Quantile-based Process Capability Indices for Processes with Skewed Distributions

Estimating and Testing Quantile-based Process Capability Indices for Processes with Skewed Distributions Journal of Data Science 8(2010), 253-268 Estimating and Testing Quantile-based Process Capability Indices for Processes with Skewed Distributions Cheng Peng University of Southern Maine Abstract: This

More information

Simultaneous Prediction Intervals for the (Log)- Location-Scale Family of Distributions

Simultaneous Prediction Intervals for the (Log)- Location-Scale Family of Distributions Statistics Preprints Statistics 10-2014 Simultaneous Prediction Intervals for the (Log)- Location-Scale Family of Distributions Yimeng Xie Virginia Tech Yili Hong Virginia Tech Luis A. Escobar Louisiana

More information

Chapter 10: Statistical Quality Control

Chapter 10: Statistical Quality Control Chapter 10: Statistical Quality Control 1 Introduction As the marketplace for industrial goods has become more global, manufacturers have realized that quality and reliability of their products must be

More information

TESTS FOR EQUIVALENCE BASED ON ODDS RATIO FOR MATCHED-PAIR DESIGN

TESTS FOR EQUIVALENCE BASED ON ODDS RATIO FOR MATCHED-PAIR DESIGN Journal of Biopharmaceutical Statistics, 15: 889 901, 2005 Copyright Taylor & Francis, Inc. ISSN: 1054-3406 print/1520-5711 online DOI: 10.1080/10543400500265561 TESTS FOR EQUIVALENCE BASED ON ODDS RATIO

More information

A Multivariate Process Variability Monitoring Based on Individual Observations

A Multivariate Process Variability Monitoring Based on Individual Observations www.ccsenet.org/mas Modern Applied Science Vol. 4, No. 10; October 010 A Multivariate Process Variability Monitoring Based on Individual Observations Maman A. Djauhari (Corresponding author) Department

More information

On the Bayesianity of Pereira-Stern tests

On the Bayesianity of Pereira-Stern tests Sociedad de Estadística e Investigación Operativa Test (2001) Vol. 10, No. 2, pp. 000 000 On the Bayesianity of Pereira-Stern tests M. Regina Madruga Departamento de Estatística, Universidade Federal do

More information

380 M.T. Moeti, A. Parchami and M. Mashinchi Figure 1. Fuzzy interval.. M(x) = 0 for all x ( 1;c], 3. M is strictly increasing and continuous on [c; a

380 M.T. Moeti, A. Parchami and M. Mashinchi Figure 1. Fuzzy interval.. M(x) = 0 for all x ( 1;c], 3. M is strictly increasing and continuous on [c; a Scientia Iranica, Vol. 13, No. 4, pp 379{385 c Sharif University of Technology, October 00 Research Note A Note on Fuzzy Process Capability Indices M.T. Moeti 1, A. Parchami 1 and M. Mashinchi The notion

More information

PROD. TYPE: COM ARTICLE IN PRESS. Computational Statistics & Data Analysis ( )

PROD. TYPE: COM ARTICLE IN PRESS. Computational Statistics & Data Analysis ( ) COMSTA 28 pp: -2 (col.fig.: nil) PROD. TYPE: COM ED: JS PAGN: Usha.N -- SCAN: Bindu Computational Statistics & Data Analysis ( ) www.elsevier.com/locate/csda Transformation approaches for the construction

More information

Scheduling jobs with agreeable processing times and due dates on a single batch processing machine

Scheduling jobs with agreeable processing times and due dates on a single batch processing machine Theoretical Computer Science 374 007 159 169 www.elsevier.com/locate/tcs Scheduling jobs with agreeable processing times and due dates on a single batch processing machine L.L. Liu, C.T. Ng, T.C.E. Cheng

More information

Performance of X-Bar Chart Associated With Mean Deviation under Three Delta Control Limits and Six Delta Initiatives

Performance of X-Bar Chart Associated With Mean Deviation under Three Delta Control Limits and Six Delta Initiatives IOSR Journal of Engineering (IOSRJEN) ISSN (e): 2250-3021, ISSN (p): 2278-8719 Vol. 08, Issue 7 (July. 2018), V (I) PP 12-16 www.iosrjen.org Performance of X-Bar Chart Associated With Mean Deviation under

More information

A Note on the Effect of Auxiliary Information on the Variance of Cluster Sampling

A Note on the Effect of Auxiliary Information on the Variance of Cluster Sampling Journal of Official Statistics, Vol. 25, No. 3, 2009, pp. 397 404 A Note on the Effect of Auxiliary Information on the Variance of Cluster Sampling Nina Hagesæther 1 and Li-Chun Zhang 1 A model-based synthesis

More information

Distance-based test for uncertainty hypothesis testing

Distance-based test for uncertainty hypothesis testing Sampath and Ramya Journal of Uncertainty Analysis and Applications 03, :4 RESEARCH Open Access Distance-based test for uncertainty hypothesis testing Sundaram Sampath * and Balu Ramya * Correspondence:

More information

Estimation in an Exponentiated Half Logistic Distribution under Progressively Type-II Censoring

Estimation in an Exponentiated Half Logistic Distribution under Progressively Type-II Censoring Communications of the Korean Statistical Society 2011, Vol. 18, No. 5, 657 666 DOI: http://dx.doi.org/10.5351/ckss.2011.18.5.657 Estimation in an Exponentiated Half Logistic Distribution under Progressively

More information

A note on sufficient dimension reduction

A note on sufficient dimension reduction Statistics Probability Letters 77 (2007) 817 821 www.elsevier.com/locate/stapro A note on sufficient dimension reduction Xuerong Meggie Wen Department of Mathematics and Statistics, University of Missouri,

More information

Fast principal component analysis using fixed-point algorithm

Fast principal component analysis using fixed-point algorithm Pattern Recognition Letters 28 (27) 1151 1155 www.elsevier.com/locate/patrec Fast principal component analysis using fixed-point algorithm Alok Sharma *, Kuldip K. Paliwal Signal Processing Lab, Griffith

More information

Bayes Estimation and Prediction of the Two-Parameter Gamma Distribution

Bayes Estimation and Prediction of the Two-Parameter Gamma Distribution Bayes Estimation and Prediction of the Two-Parameter Gamma Distribution Biswabrata Pradhan & Debasis Kundu Abstract In this article the Bayes estimates of two-parameter gamma distribution is considered.

More information

A distribution-free approach to estimating best response values with application to mutual fund performance modeling

A distribution-free approach to estimating best response values with application to mutual fund performance modeling European Journal of Operational Research 166 (2005) 520 527 Interfaces with Other Disciplines A distribution-free approach to estimating best response values with application to mutual fund performance

More information

Estimation of cusp in nonregular nonlinear regression models

Estimation of cusp in nonregular nonlinear regression models Journal of Multivariate Analysis 88 (2004) 243 251 Estimation of cusp in nonregular nonlinear regression models B.L.S. Prakasa Rao Indian Statistical Institute, 7, SJS Sansanwal Marg, New Delhi, 110016,

More information

Small sample corrections for LTS and MCD

Small sample corrections for LTS and MCD Metrika (2002) 55: 111 123 > Springer-Verlag 2002 Small sample corrections for LTS and MCD G. Pison, S. Van Aelst*, and G. Willems Department of Mathematics and Computer Science, Universitaire Instelling

More information

TEM radiation from a parallel-plate waveguide with an arbitrarily flanged surface of finite size

TEM radiation from a parallel-plate waveguide with an arbitrarily flanged surface of finite size RADIO SIENE, VOL. 39,, doi:10.1029/2003rs002962, 2004 TEM radiation from a parallel-plate waveguide with an arbitrarily flanged surface of finite size Dao Ngoc hien, Kazuo Tanaka, and Masahiro Tanaka Department

More information

A Note on Bayesian Inference After Multiple Imputation

A Note on Bayesian Inference After Multiple Imputation A Note on Bayesian Inference After Multiple Imputation Xiang Zhou and Jerome P. Reiter Abstract This article is aimed at practitioners who plan to use Bayesian inference on multiplyimputed datasets in

More information

GLS detrending and unit root testing

GLS detrending and unit root testing Economics Letters 97 (2007) 222 229 www.elsevier.com/locate/econbase GLS detrending and unit root testing Dimitrios V. Vougas School of Business and Economics, Department of Economics, Richard Price Building,

More information

Statistical methods for evaluating the linearity in assay validation y,z

Statistical methods for evaluating the linearity in assay validation y,z Research Article Received: 28 February 2008, Revised: 21 June 2008, Accepted: 20 August 2008, Published online in Wiley InterScience: 6 October 2008 (www.interscience.wiley.com) DOI: 10.1002/cem.1194 Statistical

More information

Analysis and design of a new SRAM memory cell based on vertical lambda bipolar transistor

Analysis and design of a new SRAM memory cell based on vertical lambda bipolar transistor Microelectronics Journal 34 (003) 855 863 www.elsevier.com/locate/mejo Analysis and design of a new SRAM memory cell based on vertical lambda bipolar transistor Shang-Ming Wang*, Ching-Yuan Wu Institute

More information

ON THE FAILURE RATE ESTIMATION OF THE INVERSE GAUSSIAN DISTRIBUTION

ON THE FAILURE RATE ESTIMATION OF THE INVERSE GAUSSIAN DISTRIBUTION ON THE FAILURE RATE ESTIMATION OF THE INVERSE GAUSSIAN DISTRIBUTION ZHENLINYANGandRONNIET.C.LEE Department of Statistics and Applied Probability, National University of Singapore, 3 Science Drive 2, Singapore

More information

Point and Interval Estimation for Gaussian Distribution, Based on Progressively Type-II Censored Samples

Point and Interval Estimation for Gaussian Distribution, Based on Progressively Type-II Censored Samples 90 IEEE TRANSACTIONS ON RELIABILITY, VOL. 52, NO. 1, MARCH 2003 Point and Interval Estimation for Gaussian Distribution, Based on Progressively Type-II Censored Samples N. Balakrishnan, N. Kannan, C. T.

More information

Bayesian analysis of Markov Modulated Bernoulli Processes

Bayesian analysis of Markov Modulated Bernoulli Processes Math Meth Oper Res (2003) 57: 125 140 Bayesian analysis of Markov Modulated Bernoulli Processes S. Özekici1 and R. Soyer2 1Department of Industrial Engineering, Koç University, 80910 Sarıyer-İstanbul,

More information

Commun Nonlinear Sci Numer Simulat

Commun Nonlinear Sci Numer Simulat Commun Nonlinear Sci Numer Simulat 15 (21) 3965 3973 Contents lists available at ScienceDirect Commun Nonlinear Sci Numer Simulat journal homepage: www.elsevier.com/locate/cnsns A similarity solution in

More information

Estimators for the binomial distribution that dominate the MLE in terms of Kullback Leibler risk

Estimators for the binomial distribution that dominate the MLE in terms of Kullback Leibler risk Ann Inst Stat Math (0) 64:359 37 DOI 0.007/s0463-00-036-3 Estimators for the binomial distribution that dominate the MLE in terms of Kullback Leibler risk Paul Vos Qiang Wu Received: 3 June 009 / Revised:

More information

Bayesian inference for sample surveys. Roderick Little Module 2: Bayesian models for simple random samples

Bayesian inference for sample surveys. Roderick Little Module 2: Bayesian models for simple random samples Bayesian inference for sample surveys Roderick Little Module : Bayesian models for simple random samples Superpopulation Modeling: Estimating parameters Various principles: least squares, method of moments,

More information

Inferences on a Normal Covariance Matrix and Generalized Variance with Monotone Missing Data

Inferences on a Normal Covariance Matrix and Generalized Variance with Monotone Missing Data Journal of Multivariate Analysis 78, 6282 (2001) doi:10.1006jmva.2000.1939, available online at http:www.idealibrary.com on Inferences on a Normal Covariance Matrix and Generalized Variance with Monotone

More information

Construction of Combined Charts Based on Combining Functions

Construction of Combined Charts Based on Combining Functions Applied Mathematical Sciences, Vol. 8, 2014, no. 84, 4187-4200 HIKARI Ltd, www.m-hikari.com http://dx.doi.org/10.12988/ams.2014.45359 Construction of Combined Charts Based on Combining Functions Hyo-Il

More information

Asymptotic efficiency and small sample power of a locally most powerful linear rank test for the log-logistic distribution

Asymptotic efficiency and small sample power of a locally most powerful linear rank test for the log-logistic distribution Math Sci (2014) 8:109 115 DOI 10.1007/s40096-014-0135-4 ORIGINAL RESEARCH Asymptotic efficiency and small sample power of a locally most powerful linear rank test for the log-logistic distribution Hidetoshi

More information

A conceptual interpretation of the renewal theorem with applications

A conceptual interpretation of the renewal theorem with applications Risk, Reliability and Societal Safety Aven & Vinnem (eds) 2007 Taylor & Francis Group, London, ISBN 978-0-415-44786-7 A conceptual interpretation of the renewal theorem with applications J.A.M. van der

More information

IE 316 Exam 1 Fall 2011

IE 316 Exam 1 Fall 2011 IE 316 Exam 1 Fall 2011 I have neither given nor received unauthorized assistance on this exam. Name Signed Date Name Printed 1 1. Suppose the actual diameters x in a batch of steel cylinders are normally

More information

Chapter 2 Reliability and Confidence Levels of Fatigue Life

Chapter 2 Reliability and Confidence Levels of Fatigue Life Chapter Reliability and Confidence Levels of Fatigue Life.1 Introduction As is well known, fatigue lives of nominally identical specimens subjected to the same nominal cyclic stress display scatter as

More information

Bayesian Inference for the Multivariate Normal

Bayesian Inference for the Multivariate Normal Bayesian Inference for the Multivariate Normal Will Penny Wellcome Trust Centre for Neuroimaging, University College, London WC1N 3BG, UK. November 28, 2014 Abstract Bayesian inference for the multivariate

More information

Approximating Bayesian Posterior Means Using Multivariate Gaussian Quadrature

Approximating Bayesian Posterior Means Using Multivariate Gaussian Quadrature Approximating Bayesian Posterior Means Using Multivariate Gaussian Quadrature John A.L. Cranfield Paul V. Preckel Songquan Liu Presented at Western Agricultural Economics Association 1997 Annual Meeting

More information

Mathematical Statistics

Mathematical Statistics Mathematical Statistics MAS 713 Chapter 8 Previous lecture: 1 Bayesian Inference 2 Decision theory 3 Bayesian Vs. Frequentist 4 Loss functions 5 Conjugate priors Any questions? Mathematical Statistics

More information

Recurrent neural networks with trainable amplitude of activation functions

Recurrent neural networks with trainable amplitude of activation functions Neural Networks 16 (2003) 1095 1100 www.elsevier.com/locate/neunet Neural Networks letter Recurrent neural networks with trainable amplitude of activation functions Su Lee Goh*, Danilo P. Mandic Imperial

More information

Bayesian Confidence Intervals for the Mean of a Lognormal Distribution: A Comparison with the MOVER and Generalized Confidence Interval Procedures

Bayesian Confidence Intervals for the Mean of a Lognormal Distribution: A Comparison with the MOVER and Generalized Confidence Interval Procedures Bayesian Confidence Intervals for the Mean of a Lognormal Distribution: A Comparison with the MOVER and Generalized Confidence Interval Procedures J. Harvey a,b, P.C.N. Groenewald b & A.J. van der Merwe

More information

A note on Two-warehouse inventory model with deterioration under FIFO dispatch policy

A note on Two-warehouse inventory model with deterioration under FIFO dispatch policy Available online at www.sciencedirect.com European Journal of Operational Research 190 (2008) 571 577 Short Communication A note on Two-warehouse inventory model with deterioration under FIFO dispatch

More information

IE 316 Exam 1 Fall 2011

IE 316 Exam 1 Fall 2011 IE 316 Exam 1 Fall 2011 I have neither given nor received unauthorized assistance on this exam. Name Signed Date Name Printed 1 1. Suppose the actual diameters x in a batch of steel cylinders are normally

More information

On the declaration of the measurement uncertainty of airborne sound insulation of noise barriers

On the declaration of the measurement uncertainty of airborne sound insulation of noise barriers On the declaration of the measurement uncertainty of airborne sound insulation of noise barriers Massimo Garai and Paolo Guidorzi 2,2 University of Bologna - DIN Viale Risorgimento 2, 036 Bologna, Italy

More information

COMPUTER ALGEBRA DERIVATION OF THE BIAS OF LINEAR ESTIMATORS OF AUTOREGRESSIVE MODELS

COMPUTER ALGEBRA DERIVATION OF THE BIAS OF LINEAR ESTIMATORS OF AUTOREGRESSIVE MODELS doi:10.1111/j.1467-9892.2005.00459.x COMPUTER ALGEBRA DERIVATION OF THE BIA OF LINEAR ETIMATOR OF AUTOREGREIVE MODEL By Y. Zhang A. I. McLeod Acadia University The University of Western Ontario First Version

More information

Online publication date: 01 March 2010 PLEASE SCROLL DOWN FOR ARTICLE

Online publication date: 01 March 2010 PLEASE SCROLL DOWN FOR ARTICLE This article was downloaded by: [2007-2008-2009 Pohang University of Science and Technology (POSTECH)] On: 2 March 2010 Access details: Access Details: [subscription number 907486221] Publisher Taylor

More information

Whaddya know? Bayesian and Frequentist approaches to inverse problems

Whaddya know? Bayesian and Frequentist approaches to inverse problems Whaddya know? Bayesian and Frequentist approaches to inverse problems Philip B. Stark Department of Statistics University of California, Berkeley Inverse Problems: Practical Applications and Advanced Analysis

More information

Bootstrap tests of multiple inequality restrictions on variance ratios

Bootstrap tests of multiple inequality restrictions on variance ratios Economics Letters 91 (2006) 343 348 www.elsevier.com/locate/econbase Bootstrap tests of multiple inequality restrictions on variance ratios Jeff Fleming a, Chris Kirby b, *, Barbara Ostdiek a a Jones Graduate

More information

ON THE CONSEQUENCES OF MISSPECIFING ASSUMPTIONS CONCERNING RESIDUALS DISTRIBUTION IN A REPEATED MEASURES AND NONLINEAR MIXED MODELLING CONTEXT

ON THE CONSEQUENCES OF MISSPECIFING ASSUMPTIONS CONCERNING RESIDUALS DISTRIBUTION IN A REPEATED MEASURES AND NONLINEAR MIXED MODELLING CONTEXT ON THE CONSEQUENCES OF MISSPECIFING ASSUMPTIONS CONCERNING RESIDUALS DISTRIBUTION IN A REPEATED MEASURES AND NONLINEAR MIXED MODELLING CONTEXT Rachid el Halimi and Jordi Ocaña Departament d Estadística

More information

Experimental designs for precise parameter estimation for non-linear models

Experimental designs for precise parameter estimation for non-linear models Minerals Engineering 17 (2004) 431 436 This article is also available online at: www.elsevier.com/locate/mineng Experimental designs for precise parameter estimation for non-linear models Z. Xiao a, *,

More information

Bayesian inference. Rasmus Waagepetersen Department of Mathematics Aalborg University Denmark. April 10, 2017

Bayesian inference. Rasmus Waagepetersen Department of Mathematics Aalborg University Denmark. April 10, 2017 Bayesian inference Rasmus Waagepetersen Department of Mathematics Aalborg University Denmark April 10, 2017 1 / 22 Outline for today A genetic example Bayes theorem Examples Priors Posterior summaries

More information

ESTIMATOR IN BURR XII DISTRIBUTION

ESTIMATOR IN BURR XII DISTRIBUTION Journal of Reliability and Statistical Studies; ISSN (Print): 0974-804, (Online): 9-5666 Vol. 0, Issue (07): 7-6 ON THE VARIANCE OF P ( Y < X) ESTIMATOR IN BURR XII DISTRIBUTION M. Khorashadizadeh*, S.

More information

The Goodness-of-fit Test for Gumbel Distribution: A Comparative Study

The Goodness-of-fit Test for Gumbel Distribution: A Comparative Study MATEMATIKA, 2012, Volume 28, Number 1, 35 48 c Department of Mathematics, UTM. The Goodness-of-fit Test for Gumbel Distribution: A Comparative Study 1 Nahdiya Zainal Abidin, 2 Mohd Bakri Adam and 3 Habshah

More information

Adaptive Extensions of a Two-Stage Group Sequential Procedure for Testing a Primary and a Secondary Endpoint (II): Sample Size Re-estimation

Adaptive Extensions of a Two-Stage Group Sequential Procedure for Testing a Primary and a Secondary Endpoint (II): Sample Size Re-estimation Research Article Received XXXX (www.interscience.wiley.com) DOI: 10.100/sim.0000 Adaptive Extensions of a Two-Stage Group Sequential Procedure for Testing a Primary and a Secondary Endpoint (II): Sample

More information