DETERMINATION OF OPTIMAL DESIGN PARAMETERS FOR X CONTROL CHART WITH TRUNCATED WEIBULL IN- CONTROL TIMES
|
|
- Jasmin Patterson
- 5 years ago
- Views:
Transcription
1 International Journal of Production Tecnology and Management (IJPTM) Volume 7, Issue 1, Jan June 016, pp , Article ID: IJPTM_07_01_001 Available online at ttp:// Journal Impact Factor (016): (Calculated by GISI) ISSN Print: and ISSN Online: IAEME Publication DETERMINATION OF OPTIMAL DESIGN PARAMETERS FOR X CONTROL CHART WITH TRUNCATED WEIBULL IN- CONTROL TIMES Anand. Ayyagari Scool of Management Studies, G.V.P. College for Degree and P.G. Courses (Autonomous) Visakapatnam, INDIA Srinivasa Rao.Kraleti Department of Statistics, Andra University Visakapatnam, INDIA Laksminarayana. Jayanti Department of Statistics, Andra University Visakapatnam, INDIA ABSTRACT Control carts play an important role in monitoring te quality of a production process. Usually in designing te control carts it is assumed tat te in-control times (te time to occurrence of an assignable cause) follow exponential or two parameter Weibull distribution. Te tree parameter Weibull distribution includes exponential, two parameter Weibull distributions as limiting cases. Wit suitable cost considerations te optimal values of te design parameters viz. sample size n, te sampling interval and control limits k subject to constraints on type I and type II error probabilities are obtained. Te sensitivity analysis of te statistical economic design of X control cart wit respect to model parameters and costs is also studied. It was found tat te economic design of X cart is greatly influenced by te distributional assumptions. Tis design is also extended to te case of random out of control times. Key words: Quality Control, In-Control Time, Left Truncated Weibull Distribution, X Control Cart, Expected Cost per a Unit Time. ttp:// 1 editor@iaeme.com
2 Anand. Ayyagari, Srinivasa Rao.Kraleti and Laksminarayana. Jayanti Cite tis Article: Anand. Ayyagari, Srinivasa Rao.Kraleti and Laksminarayana. Jayanti, Determination of Optimal Design Parameters For X Control Cart wit Truncated Weibull In-Control Times, International Journal of Production Tecnology and Management (IJPTM), 7(1), 016, pp ttp:// 1. INTRODUCTION To maintain te statistical control of a production process control carts are effectively utilized. Tey are also used to estimate te capability of te production process. Muc work as been reported about designing of control carts. Among various control carts te X control cart plays a dominant role, as it as te capability of controlling te process mean tat as a vital bearing on productivity. For large expected sifts in process mean, te X cart is used in practice (Saniga et al (1). Prajapati and Maapatra [ () ave studied te design of X and R cart to monitor te process mean and standard deviation. Duncan,A.J. (3) pioneered te economic X control cart design. Montgomery, (4) as presented a review on economic control cart design. Later Lorenzen and Vance (5) presented a unified model tat establises a common notation and flexible metodology for a variety of situations. Al-Oraini and Raim (6) ave developed an economic statistical design of X control cart wit te assumption tat te in-control time follows Gamma (λ,) distribution... Biscak and Trietsc (7) argue tat te rate of false signals (RFS) concept is more appropriate tan te average run lengt concept wen used wit carts aving estimated limits. Nenes and Tagaras (8) developed a model for te economic design of an X cart using te Bayesian sceme. Teyaracakul, et al. (9) considered te problem of finding te limits for statistical process control of process mean wen te process distribution is unknown using te bootstrap metod. Sasibusan and Digambar (10) derived a compreensive cost function for a modified variable sample size and sampling interval X cart. Dias (11) presented results in economic statistical quality control. Vommi, and Seetala, (1) developed an economic design of X cart in wic te input parameters are expressed as ranges. Costa. and De Magalaes, (13) considered te adaptive non-central ci-square statistic cart. Taga. (14) studied te problem of monitoring a process in wic te observations can be presented as a first order auto regressive model following a eavy tail distribution. Te economic statistical design metod for te two of two runs and te two of tree runs rule sceme utilizing te Markov cain approac is given by Kim et al. (15). McWilliams (16), Cen and Ceng (16) ave utilized two parameter Weibull distribution considering increasing, decreasing and constant failure times of te process. However tey ignored te significance of minimum in-control times of te process. Recently Neelufur et al (17) ave studied te economic and statistical design of X control cart wit Pareto in-control times and fixing te type I and type II errors associated wit te process at fixed levels. Teir major consideration for utilizing Pareto in-control times is tat te in-control times of te process ave a minimum in-control time i.e. te failure of te process occurs only after a certain specified period of time and as a long upper tail. Tis assumption is valid only wen te rate of failure of te process is inversely proportional to time. ttp:// editor@iaeme.com
3 Determination of Optimal Design Parameters For X Control Cart Wit Truncated Weibull In-Control Times In many practical situations arising at places like, cement, cemical, fertilizer, puncing and packaging industries te in-control times ave a minimum guaranteed period once te process is kept for operation eiter after installation or repair and te rate of failure need not be inversely proportional to time. Tat is te failure of te process will appen only after a certain specified period of time. Te in-control time takes values only after a certain value can be caracterized by truncation of te incontrol time distribution. Ignoring te effect of left truncation on te distribution of in-control time leads to falsification of te cost model and te optimal design parameters derived may lead to deviation from optimality. Hence, in tis paper a statistical economic design of X control cart is developed and analyzed wit te assumption tat te in-control times of te process are random and follow a left truncated Weibull distribution. Te left truncated Weibull distribution caracterizes more flexible nature of te failure times, i.e. it includes increasing, constant and decreasing failure rates. It also includes te non-truncated Weibull distribution as a particular case wen te location parameter tends to zero. Wit suitable cost considerations te expected cost per unit time is derived under constraints on te type I and type II error probabilities. Te optimal design parameters, namely, te sample size n, te time interval between successive samples and te number of standard deviations to make te process in-control k are derived troug non-linear programming. Te sensitivity of te optimal design parameters wit respect to te model parameters and costs is also studied. Tis design is also extended to statistical economic design of X cart wit random out of control times wic follow two parameter Gamma Distribution. Section of tis article deals wit assumptions and notation used for designing te X control cart. In section 3 te expected cycle time is derived, section 4 deals wit expected cost per cycle. Te optimization problem for determining te optimal design parameters using non-linear programming is given in section 5. A case study in a cement plant is discussed in section 6. Te sensitivity analysis of te design parameters wit respect to te costs and model parameters is studied in section 7. Section 8 deals wit Statistical Economic Design of X control cart wit random out of control times. Te results are summarized wit conclusions in section 9.. ASSUMPTIONS AND NOTATION.1. Assumptions Te following assumptions are made for developing te cost model. 1. Te quality caracteristic (X) follows a Normal Distribution wit mean μ and variance σ, as a result of it te process mean also follows a normal distribution.. Te in-control times of te process are independently identically distributed (i.i.d.) random variables following a left truncated Weibull distribution wit probability density function ( 1) ( t ) f ( t) ( t ) e, for 0, 0, t =0,oterwise. Tis assumption is made because wen once te process is kept for operation eiter after maintenance or installation, it will take some minimum period of time for te process to go out of control and also wen te process is operated it is subjected to (1) ttp:// 3 editor@iaeme.com
4 Anand. Ayyagari, Srinivasa Rao.Kraleti and Laksminarayana. Jayanti various random factors like, tool wear, input quality, defective raw material, operator s efficiency, etc., ere η is te truncation point. 3. Te control carting tecnique generally involves taking a sample of n observations from te process output every units of time. A searc for an assignable cause is undertaken if a calculated process measurement suc as sample mean exceeds certain control limits. Tese control limits can be specified in terms of k te number of standard deviations above or below te process central line. 4. Te production process is assumed to start in an in-control state were te mean of quality measurements is μ 0 and standard deviation σ/ n. Wen an assignable cause occurs, te process mean sifts from μ 0 to μ 0 +Δσ, were Δ is a real number. 5. Wen te process goes out of control due to te occurrence of an assignable cause te process mean is assumed to sift to a known state and can not return to an in-control state witout intervention. Tis intervention requires searcing for te assignable cause and its removal. 6. Tere are costs associated wit collecting te sample, searcing for te assignable cause and repairing te process. Tese costs are assumed to be known and can be estimated. 7. It is furter assumed tat time value of money remains constant trougout te period under consideration... Notation Te following notation is used in developing te design. S: Expected number of samples taken wile te process is in-control. ARL 0 : Average Run Lengt wile te process is in-control. ARL 1 : Average Run Lengt wile te process is out of control. k: Number of Standard deviations from Control Limits to te Central Line. Δ: Number of standard deviations slipped wen te process went out of control. n: Size of te sample selected. E: Expected time for selecting one sample observation. δ 1: An indicator variable indicating weter production continues during searc for assignable cause. δ 1= 1, if production continues during searc operation.δ 1= 0, if production stops during searc operation. δ : Anoter indicator variable indicating weter production continues during repair of te process. δ = 1, if production continues during repair of te processδ = 0, if production stops during repair of te process. T 0 : Expected assignable cause searc time for a false alarm. T 1 : Expected time to identify te assignable cause. T : Expected time to repair te process. a: Fixed cost of selecting a sample. b: Variable cost of selecting a sample. C 0 : Cost of non-conformities produced per unit time wen te process is in-control. C 1 : Cost of non-conformities produced per unit time wen te process is not incontrol. C : Cost per false alarm. ttp:// 4 editor@iaeme.com
5 Determination of Optimal Design Parameters For X Control Cart Wit Truncated Weibull In-Control Times W: Cost of locating and removing te assignable cause. α: Probability tat X falls outside te control limits wile te process is in-control. β: Probability tat X falls witin te control limits wile te process is not in-control E(C): Expected Cycle Cost. E (T): Expected Cycle Time. 3. EXPECTED CYCLE TIME A production process in wic te process mean is monitored by using X control cart is considered. In general te control carting tecnique involves taking a sample of n observations from te output every units of time and carting some process measurement suc as sample mean. Wen observations are independent te Average Run Lengts ARL 0 and ARL 1 are related to α and β as ARL 0 = 1/α. were, α = Probability [ X μ 0 -kσ/ n or X μ 0 +kσ/ n wen μ = μ 0 ] α = Ф (-k). () and ARL 1 = 1/ (1-β) were, β = Probability [μ 0 -kσ/ n X μ 0 +kσ/ n wen μ = μ 0 +Δσ] β = Ф (k- Δ n ) Ф (-(k+ Δ n )) (3) Were, Ф denotes te cumulative distribution function of Standard Normal Distribution Wen te in-control times in eac cycle are assumed to be identically and independently distributed te expected cost per unit time E(C/T) is equal to te ratio of Expected Cycle Cost E(C) to te Expected Cycle Time E (T). Te expected cycle time consists of four parts, (1) te time elapsed before te assignable cause occurred, () te expected time between te occurrence of an assignable cause and te next out of control signal, (3) te expected time T 1 required to locate te assignable cause and (4) te expected time to repair te process. Te expected time tat elapsed until an assignable cause as occurred is = Mean of in-control times + time spent searcing during false alarms. Te expected time spent searcing during false alarms = T 0. (Number of false alarms). Expected Number of false alarms = S/ARL 0 = S α were, S is expected number of samples taken wile te process is in-control. S i0 i.prob( Assignable cause occured between i t and (i+1) t samples) S i exp( ( i ) ) exp( (( i 1) ) ) i1 S exp( ( i ) ) i1 (4) (5) ttp:// 5 editor@iaeme.com
6 Anand. Ayyagari, Srinivasa Rao.Kraleti and Laksminarayana. Jayanti were, [η/] is te greatest integer contained in η/. If te production is stopped during searc operations ten te expected time until 1 an assignable cause occurs equals to 1 ST0 (6) 1 Expected time until an assignable cause occurs is 1 1 (7) (1 1) ST0 1 were, δ 1 is an indicator variable. δ 1= 1 if production continues during searc for assignable cause and δ 1 =0 if production stops. Total Number of samples taken = Number of samples taken wile te process is in control + Number of samples taken wile te process is out of control. Total number of samples taken =(S+ARL 1 ). If is te time interval between collection of successive samples, ten te time required for taking (S + ARL 1 ) samples is 1 S (8) (1 ) If production continues during searc operations, ten samples are being taken after every units of time irrespective of te fact weter te process is in control or not. If E is te expected time for sampling and carting te result for one unit and a sample of size n is taken, ten te total expected time between te occurrence of an assignable cause and te next out of control signal is S ne (9) 1 (1 ) If T 1 is te expected time to identify te assignable cause and T is te expected time to repair te process ten te Expected Cycle Time is 1 E( T) 11 ST0S ne T1 T (1 ) (10) ttp:// 6 editor@iaeme.com
7 Determination of Optimal Design Parameters For X Control Cart Wit Truncated Weibull In-Control Times 4. EXPECTED COST PER CYCLE Te Expected Cost per Cycle includes 1) Cost of non-conformities produced, ) Cost of false alarms, 3) Cost of sampling and carting te result, and 4) Cost of repairing te process. Let C 0 be te cost of non-conformities produced per unit time wile te process is in in-control and C 1 be te corresponding cost wen te process is not in-control, were C 1 >C 0. Assuming tat production continues during searc and repair of te process te expected cost of non-conformities per cycle is C 0 C 1 S ne 1T 1 T 1 1 (1 ) (11) were, δ 1 = 1 if production continues during searc operations and δ 1 = 0 if production stops. Likewise δ = 1 if production continues during repair and δ = 0 if production stops during repair of te process. If C is te cost per false alarm ten expected cost of false alarms is = C S α. Te fixed cost of sampling is a and variable cost of sampling is b. Te expected cost of sampling and carting te result is ( a bn) 1 S ne 1T 1 T (1 ) So te Expected Cost per Cycle is 1 1 ( a bn) 1 E( C) C0 C1 W C 1 S C1 S ne 1T 1 T (1 ) Te Expected Cost per unit time is Z = E(C)/ E (T). 1 1 ( a b. n) 1 ( C0 C1 ) W C 1 S C1 S n E 1 T1 T ( ) (1 ) Z 1 (1 1) S T0 S n E T1 T (1 ) (1) (13) (14) ttp:// 7 editor@iaeme.com
8 Anand. Ayyagari, Srinivasa Rao.Kraleti and Laksminarayana. Jayanti 5. OPTIMIZATION PROBLEM In tis section we discuss te determination of optimal design parameters namely sampling interval, sample size n and control limit coefficients k. Tese decision variables are muc important for designing te X control cart in monitoring te process mean. We concentrate on minimizing te expected cost per a unit time subject to constraints on te probabilities of type I and type II errors, te type I and type II errors are te parameters caracterizing te producer s risk and consumer s risk wic sould not exceed a tresold value. Te tresold values can be determined based on te nature of te product and te quality specifications specified by te producer as well as te customer. Let p 1 be te maximum limit of allowable type I error and p be te maximum limit of type II error. Wit tese considerations te optimization problem for designing X control cart is Determine te optimal design parameters n, and k suc tat te above Expected Cost Per Unit Time Z is minimum subject to te conditions tat α p 1 and β p. i.e. Min Z=E(C)/E (T), wic is given in equation number 14 above, subject to te conditions α p 1, β p, >0, n>0, k>0 and n is an integer. Since te objective function is non-linear and multi-modal te optimal values of, n and k can be obtained by using non-linear integer programming wit grid searc metod using LINGO 8.0 computer package for given values of te model parameters and costs. 6. CASE SUDY In tis section a case study is presented to validate te solution procedure of te economic statistical design of X cart wit left truncated Weibull in-control times. A cement plant wic produces cement wit clinkers as a crucial intermediate product wose quality as a direct bearing on te quality of te final product is considered. Te quality of tis caracteristic is measured troug te concentration of lime in terms of weigt percentages. Te manufacturer uses X cart to monitor te process. Based on te analysis of Quality control personnel s salaries, cost of te equipment used for testing it is estimated tat te fixed cost of taking a sample is 0.50 units wile te variable cost of sampling is 0.10 units. Te cost of non-conformities produced wile te system is in control i.e.c 0 is estimated to be per our wile te cost of non-conformities produced wile te system is out of control C 1 is estimated to be per our. Te cost per false alarm C was found to be and te cost of locating te assignable cause and removing it W is found to be Te expected time for searcing a false alarm is 1 our, te expected time for identifying te assignable cause is ours and te expected time to remove te assignable cause is 1 our and te expected time for sampling and carting te result for one unit is 0.01 ours. Te concentration of lime follows a normal distribution. Te restrictions on type I error and type II error probabilities are α 0.05 and β 0.10 respectively. From te records of te manufacturer it is estimated tat te in-control times of te process follow a truncated Weibull distribution wit parameters ttp:// 8 editor@iaeme.com
9 Determination of Optimal Design Parameters For X Control Cart Wit Truncated Weibull In-Control Times θ= , γ=.0000, and η= Te goodness of fit of te distribution is examined by probability plotting. Te non-linear programming problem associated wit tis case is ( n) 15.00S Min Z S. 0.01n 3.00 (1 ) suc tat 0.05, 0.10, > 0, k > 0, n > 0 and n is an integer. (16) were, z k e dz ( k n) z 1 e ( k n) dz (17) (18) S i 1 e ( i ) Te optimal values of te decision variables, n and k are determined using non-linear programming tecnique namely grid searc metod under constrained optimization i.e. te separable programming tecnique given in LINGO 8.0 is used.te code for solving te above non-linear programming problem is developed and is given in appendix A. For te estimated costs and time parameters te optimal values of, n and k are found to be ours, 16 and.7464 wit an expected minimum cost of units. Using tese values of, n and k, a suitable control cart is designed and suggested for optimal operating policy of te manufacturer. A comparative study of te developed design is carried out wit te design of X control cart wit two parameter Weibull distribution given by Mc Williams in Te difference between te suggested model and te design suggested by Mc Williams is tat in our design we ave introduced a truncation parameter along wit upper bounds on type I and type II error probabilities. It is observed tat ignoring te goodness of fit for te in-control time data (wic gives goodness of fit to tree parameter Weibull distribution at 5% level of significance) te design parameters are obtained and sown in table 1. (19) ttp:// 9 editor@iaeme.com
10 Anand. Ayyagari, Srinivasa Rao.Kraleti and Laksminarayana. Jayanti Table 1 Comparative study of two designs. Design Two parameter Weibull incontrol times Tree parameter Weibull incontrol times (proposed design) Optimal values of design parameters. n k Minimum Cost Z From table 1 it is observed tat te developed design wit tree parameter Weibull in-control times is aving less optimal cost compared to te earlier design proposed by Mc Williams(1989), i.e. tis design out performs te earlier design for normal quality variates wit skewed in-control times. Te k value of te proposed model is more compared to te earlier existing model wic indicates improvement of quality of te product. Te reduction in cost per a unit time indicates tat te proposed design is more optimal. 7. SENSITIVITY ANALYSIS Sensitivity analysis as been performed to investigate ow te parameters of incontrol time distribution and cost parameters effect te optimal values of te design parameters viz. sample size n, sampling interval te number of standard deviations from central line to te control limits k, te probability of false alarm α, te probability of not getting an out of control signal wen te process is out of control β and te optimum cost Z. Te values of te parameters of te cost model are set as δ 1= δ = 1, a= 0.50, b= 0.10, T 0 = 1our, T 1 = ours, T =1our, E=0.01ours, C 0 =10.00, C 1 =15.00, C =50.00, W= Using te equations in 16 to 19, te optimal values of te design parameters are obtained for various values of te model parameters and costs and are presented in table and 3. Te relationsips of te design parameters are sown in figure 1. ttp:// 10 editor@iaeme.com
11 Optimal Design Parameters Optimal Design Parameters Optimal Design Parameters Optimal Design Parameters Determination of Optimal Design Parameters For X Control Cart Wit Truncated Weibull In-Control Times Location Parameter Vs. Optimal Design Parameters Scale Parameter Vs.Optimal Design Parameters n k n k Location Parameter Scale Parameter Sape Parameter Vs.Optimal Design Parameters Sift Vs Optimal Design Parameters n k n k Sape Parameter Sift Figure 1 Effect of in-control time distribution parameters and optimal design values. Table Optimal values of, n, k, α, β and Z for given values of η, θ, γ, Δ, p 1, p (a=0.50, b=0.10, C 0 =10.00, C , C =50.00 and W=100.00) η θ γ Δ p1 p Mean n k α β Z ttp:// 11 editor@iaeme.com
12 Anand. Ayyagari, Srinivasa Rao.Kraleti and Laksminarayana. Jayanti TABLE 3 Optimal values of, n, k, α, β and Z for given values of a, b, C 0, C1, C and W (η=50.00, θ=0.0001, γ=.00, Δ=1.00, p 1 =0.05 and p =0.10) a b C0 C1 C W Mean n k α β Z It is observed tat as te mean of in-control time distribution increases te optimal sampling interval also increases wile tere is decrease in te optimum cost. It is furter observed tat as te sift in te level of te process becomes larger tere is a decrease in te sampling interval and te sample size. However tere is an increase in te value of k. It is observed tat te restrictions on te type I and type II error probabilities ave considerable effect on te optimal design parameter values and te optimum cost. Furter it is observed tat te various costs involved in te design ave considerable effect on te optimal design parameter values. 8. X CONTROL CHART WITH RANDOM OUT OF CONTROL TIMES. In te previous section T 1, te time required to detect te assignable cause and T, te time required to repair te process are assumed to be deterministic. In tis section te out-of control times are assumed to be random and follow two parameter Gamma distribution. Let T 1 be a random variable following a Gamma distribution wit sape parameter υ 1 and scale parameter λ 1.Its probability density function is 1 ( 11) 1t 1 t e f1( t), for 1 0, 1 > 0, t > 0 ( ) (0) = 0, Oterwise. 1 T be anoter independent random variable following anoter Gamma distribution wit sape parameter υ and scale parameter λ. Its probability density function is ttp:// 1 editor@iaeme.com
13 Determination of Optimal Design Parameters For X Control Cart Wit Truncated Weibull In-Control Times t e f ( t), for 0, > 0, t > 0 ( 1) t ( ) = 0, Oterwise. Te expected cycle time is 1 1 E( T) (1 1) S T0S n E. () (1 ) 1 (1) Te expected cost per cycle is 1 1 ( a bn) 1 1 E( C) C0 C1 W +C 1 S + C1 S n E 1 (1 ) 1 (3) Te expected cost per unit time is ten 1 1 ( a bn) 1 1 ( C0 C1 ) W C 1 S C1 S ne 1 (1 ) 1 Z 1 1 (1 1) S T0S n E (1 ) 1 To obtain te optimal design parameters one as to minimize Z subject to te constraints α p 1 and β p for given values of model parameters and costs. For various values of te model parameters and costs te optimal design parameters, n, k and Z are obtained using non-linear integer programming tecniques and sown in table 4 and 5. Table 4 Optimal values of, n, k, α, β and Z for given values of ν 1, λ 1, ν, λ, η (θ=0.0001, γ=.00, Δ=1.00, p 1 =0.05, p =0.10, a=0.50, b=0.10, C 0 =10.00, C 1 =15.00, C =50.00 and W=100.00) (4) ν 1 λ 1 ν λ η Mean n k α β Z ttp:// 13 editor@iaeme.com
14 Anand. Ayyagari, Srinivasa Rao.Kraleti and Laksminarayana. Jayanti Table 4 continued Optimal values of, n, k, α, β and Z for given values of θ, γ, Δ, p 1, p (ν 1 =1.60, λ 1 =0.80, ν =0.80, λ =0.80 η=50.00, a=0.50, b=0.10, C 0 =10.00, C , C =50.00 and W=100.00) θ γ Δ p1 p Mean n k α β Z Table 5 Optimal values of, n, k, α, β and Z for given values of a, b, C 0, C 1, C and W (ν 1 =1.60, λ 1 =0.80, ν =0.80, λ =0.80 η=50.00θ=0.0001, γ=.00, Δ=1.00, p 1 =0.05 and p =0.10) a b C0 C1 C W Mean n k α β Z It is observed tat te sape and scale parameters of te out of control time distribution ave considerable influence on te sampling interval te oter design parameters are not tat muc affected. Wit respect to te influence of in-control time distribution parameters and costs, tere is no difference between random out of control times and fixed out of control times. However, it is observed tat te random out of control times are more suitable for alternate analysis since tey include te fixed out of control times also as a particular case wen te out of control time distribution degenerates to a fixed value. ttp:// 14 editor@iaeme.com
15 Determination of Optimal Design Parameters For X Control Cart Wit Truncated Weibull In-Control Times Te developed design for X control cart for normal quality caracteristic is capable of portraying various patterns of in-control times and out of control times. Tat is te tree parameter Weibull distribution wic is considered for te process in-control times is includes exponentially distributed in-control times, two parameter Weibull distributed in-control times, increasing failure rate in-control times, decreasing failure rate in-control times for specific values of te in-control time distribution parameters. Te minimum guarantee period of process in-control times eiter after repair or installation as a significant influence on te optimal values of te design parameters and also ave tremendous managerial implications in monitoring process mean. Te assumption on random out of control times is also anoter important consideration wit practical utility in designing te X control cart. It is quite natural tat te time required for detecting te cause of failure and te time for repair are influenced by various factors. By suitably identifying te associated probabilities for process out of control times leads to ave optimal design parameters wit realistic postulates. By fixing te optimal design parameters te sop floor people can effectively monitor and control te process and avoid wastage and rework due to non-conformity of te product. 8. CONCLUSIONS Te statistical economic design of X control cart as been developed assuming tat te quality caracteristic X follows normal distribution and te in-control time follows a left truncated Weibull distribution. By fixing te upper bounds of type I and type II errors of production te quality of te product can be maintained easily and effectively. Te assumption on te in-control time distribution as a significant effect on te effectiveness of te X cart in identifying te assignable cause. Minimizing te expected cost per a unit time te optimal design parameter sample size, time, interval between successive samples and control limits are derived. Te numerical illustration presented indicates te utility of te proposed design. Sensitivity analysis carried out indicated tat te optimal design parameters and te cost per a unit time are more sensitive towards te cost parameters tan oter parameters. Tese carts are very useful for quality control of several manufacturing process like cement, paints, edible oils were te in-control time of te process can be caracterized by a left truncated tree parameters Weibull distribution. It is also possible to develop statistical economic design of X control cart for multiple types of assignable causes wic will be taken up. REFERENCES [1] Saniga. E, McWilliams T. Davis D, Lucas, J., Economic control cart policies for monitoring variables, International Journal of Productivity and Quality Management, 006, 1(1/): [] Prajapati. D.R., Maapatra. P. B. An effective joint X and R cart to monitor te process mean and variance, International Journal of Productivity and Quality Management, 008, (4): [3] Duncan, A.J. Te Economic design of X carts used to maintain current control of a process, Journal of American Statistical Association, 1956; 66: [4] Montgomery. D.C. Te economic design of control carts: a review and literature survey, Journal of Quality Tecnology, 1980, Vol. 1:75 87 ttp:// 15 editor@iaeme.com
16 Anand. Ayyagari, Srinivasa Rao.Kraleti and Laksminarayana. Jayanti [5] Lorenzen. T.J., Vance. L. C. Te economic design of control carts: a unified approac, Tecnometrics, 1986, Vol. 8:3 10 [6] Al-Oraini. H.A, Raim, M.A., Economic statistical design of X control carts for systems wit gamma (λ, ) in-control times, Journal of Applied Statistics, 003, Vol. 30: [7] Biscak, D.P, Triestsc. D. Te rate of false signals in X control carts wit estimated limits, Journal of Quality Tecnology, 007; Vol. 39(1):54 65 [8] Nenes. G, Tagaras. G Te Economically designed two sided Bayesian X control cart, European Journal of Operations Researc, 007 Vol. 183(1): [9] Teyaracakul, S., Cand, S., Tang, J. Estimating te limits for statistical process control carts: a direct metod improving upon te Bootstrap. European Journal of Operations Researc, 007, Vol.178(): [10] Sasibusan, B.M., Digambar, T.S. Economic design of a modified variable sample size and sampling interval X cart, Economic Quality Control, 007, Vol. ():73 93 [11] Dias. J.R. New results in economic statistical quality control. Economic Quality Control, 007, Vol. (1):41-54 [1] Vommi, V.B., Seetala, M.S.N. A new approac to robust economic design of control carts, Applied Soft Computing, 007, Vol. 7(1):11 8 [13] Costa. A.F.B, De Magalaes, M.S. An adaptive cart for monitoring te process mean and variance, Quality Reliability Engineering International, 007, Vol. 3(7): [14] Taga. K. Control cart or auto correlated processes wit eavy tailed distributions, Economic Quality Control, 008, Vol. 3(): [15] Kim, Y.B., Hong, J.S., Lie, C.H. Economic statistical design of -of- and -of- 3 runs rule sceme. Quality and Reliability Engineering International, 009, Vol. 5():15-8 [16] McWilliams. T.P. Economic control cart designs and te in-control time distribution: a sensitivity study, Journal of Quality Tecnology, 1989, Vol. 1: [17] Cen.H, Ceng. Y Non-normality effects on te economic statistical design of X carts wit Weibull in-control time, European Journal of Operations Researc, (007) Vol. 176(): [18] Dwyia S. Hassun, Constructing A New Family Distribution From Tree Parameters Weibull Using Entropy Transformation, International Journal of Advanced Researc in Engineering and Tecnology, 5(6), 014, pp [19] Neelufur, Srinivasa Rao, K. and Venkata Subbaia, K. Optimal Design of X control cart wit Pareto in-control times. International Journal of Advanced Manufacturing Tecnology, 010, Vol. 48(9): ttp:// 16 editor@iaeme.com
17 Determination of Optimal Design Parameters For X Control Cart Wit Truncated Weibull In-Control Times APPENDIX-A LINGO COMPUTER CODE FOR DETERMINIG THE OPTIMAL DESIGN sets: NUMBERS /1..00/; end sets DATA: PARAMETERS c0=10.00;c1=15.00;c=50.00;e=0.01;d1=1; D=1;a=0.50;b=0.10;T0=1;T1=.00;T=1.0;w=100; t=0.0001; L=50.00; g=.0; DELTA=1.00; End Data Min=((((c0- c1)*mean)+w)+((c1*+(a+b*n)+(c*alpa))*s)+((c1+((a+b*n)/))*((/(1- Beta))+n*E+D1*T1+D*T)))/(((((1-D1)*T0*Alpa)+)*s)+((/(1- Beta))+n*E+T1+T)); s=(@sum(numbers(im):@exp(-t*(((im)*)-l)^g)));!@gin(n); (*@psn(-k))<=0.05; (@psn(k-delta*(n^0.5))-@psn(-k-delta*(n^0.5)))<=.10; mean=(l+(m/(t^(1/g)))); alpa=(*(@psn(-k))); beta=(@psn(k-delta*(n^0.5))-@psn(-k-delta*(n^0.5))); end ttp:// 17 editor@iaeme.com
A = h w (1) Error Analysis Physics 141
Introduction In all brances of pysical science and engineering one deals constantly wit numbers wic results more or less directly from experimental observations. Experimental observations always ave inaccuracies.
More informationNumerical Differentiation
Numerical Differentiation Finite Difference Formulas for te first derivative (Using Taylor Expansion tecnique) (section 8.3.) Suppose tat f() = g() is a function of te variable, and tat as 0 te function
More informationHOW TO DEAL WITH FFT SAMPLING INFLUENCES ON ADEV CALCULATIONS
HOW TO DEAL WITH FFT SAMPLING INFLUENCES ON ADEV CALCULATIONS Po-Ceng Cang National Standard Time & Frequency Lab., TL, Taiwan 1, Lane 551, Min-Tsu Road, Sec. 5, Yang-Mei, Taoyuan, Taiwan 36 Tel: 886 3
More informationEFFICIENCY OF MODEL-ASSISTED REGRESSION ESTIMATORS IN SAMPLE SURVEYS
Statistica Sinica 24 2014, 395-414 doi:ttp://dx.doi.org/10.5705/ss.2012.064 EFFICIENCY OF MODEL-ASSISTED REGRESSION ESTIMATORS IN SAMPLE SURVEYS Jun Sao 1,2 and Seng Wang 3 1 East Cina Normal University,
More informationINTEGRATING IMPERFECTION OF INFORMATION INTO THE PROMETHEE MULTICRITERIA DECISION AID METHODS: A GENERAL FRAMEWORK
F O U N D A T I O N S O F C O M P U T I N G A N D D E C I S I O N S C I E N C E S Vol. 7 (0) No. DOI: 0.478/v009-0-000-0 INTEGRATING IMPERFECTION OF INFORMATION INTO THE PROMETHEE MULTICRITERIA DECISION
More informationTaylor Series and the Mean Value Theorem of Derivatives
1 - Taylor Series and te Mean Value Teorem o Derivatives Te numerical solution o engineering and scientiic problems described by matematical models oten requires solving dierential equations. Dierential
More information1. Which one of the following expressions is not equal to all the others? 1 C. 1 D. 25x. 2. Simplify this expression as much as possible.
004 Algebra Pretest answers and scoring Part A. Multiple coice questions. Directions: Circle te letter ( A, B, C, D, or E ) net to te correct answer. points eac, no partial credit. Wic one of te following
More informationProblem Solving. Problem Solving Process
Problem Solving One of te primary tasks for engineers is often solving problems. It is wat tey are, or sould be, good at. Solving engineering problems requires more tan just learning new terms, ideas and
More informationQuantum Numbers and Rules
OpenStax-CNX module: m42614 1 Quantum Numbers and Rules OpenStax College Tis work is produced by OpenStax-CNX and licensed under te Creative Commons Attribution License 3.0 Abstract Dene quantum number.
More informationOrder of Accuracy. ũ h u Ch p, (1)
Order of Accuracy 1 Terminology We consider a numerical approximation of an exact value u. Te approximation depends on a small parameter, wic can be for instance te grid size or time step in a numerical
More informationTHE COMPLETE SOLUTION PROCEDURE FOR THE FUZZY EOQ INVENTORY MODEL WITH LINEAR AND FIXED BACK ORDER COST
Aryabatta Journal of Matematics & Informatics Vol. 5, No., July-ec., 03, ISSN : 0975-739 Journal Impact Factor (0) : 0.93 THE COMPLETE SOLUTION PROCEURE FOR THE FUZZY EOQ INVENTORY MOEL WITH LINEAR AN
More informationEstimating Peak Bone Mineral Density in Osteoporosis Diagnosis by Maximum Distribution
International Journal of Clinical Medicine Researc 2016; 3(5): 76-80 ttp://www.aascit.org/journal/ijcmr ISSN: 2375-3838 Estimating Peak Bone Mineral Density in Osteoporosis Diagnosis by Maximum Distribution
More informationLearning based super-resolution land cover mapping
earning based super-resolution land cover mapping Feng ing, Yiang Zang, Giles M. Foody IEEE Fellow, Xiaodong Xiuua Zang, Siming Fang, Wenbo Yun Du is work was supported in part by te National Basic Researc
More informationHARMONIC ALLOCATION TO MV CUSTOMERS IN RURAL DISTRIBUTION SYSTEMS
HARMONIC ALLOCATION TO MV CUSTOMERS IN RURAL DISTRIBUTION SYSTEMS V Gosbell University of Wollongong Department of Electrical, Computer & Telecommunications Engineering, Wollongong, NSW 2522, Australia
More informationEOQ and EPQ-Partial Backordering-Approximations
USING A ONSTANT RATE TO APPROXIMATE A LINEARLY HANGING RATE FOR THE EOQ AND EPQ WITH PARTIAL BAKORDERING David W. Pentico, Palumo-Donaue Scool of Business, Duquesne University, Pittsurg, PA 158-18, pentico@duq.edu,
More informationCombining functions: algebraic methods
Combining functions: algebraic metods Functions can be added, subtracted, multiplied, divided, and raised to a power, just like numbers or algebra expressions. If f(x) = x 2 and g(x) = x + 2, clearly f(x)
More informationDifferential Calculus (The basics) Prepared by Mr. C. Hull
Differential Calculus Te basics) A : Limits In tis work on limits, we will deal only wit functions i.e. tose relationsips in wic an input variable ) defines a unique output variable y). Wen we work wit
More informationLecture XVII. Abstract We introduce the concept of directional derivative of a scalar function and discuss its relation with the gradient operator.
Lecture XVII Abstract We introduce te concept of directional derivative of a scalar function and discuss its relation wit te gradient operator. Directional derivative and gradient Te directional derivative
More information5.1 We will begin this section with the definition of a rational expression. We
Basic Properties and Reducing to Lowest Terms 5.1 We will begin tis section wit te definition of a rational epression. We will ten state te two basic properties associated wit rational epressions and go
More informationTHE IDEA OF DIFFERENTIABILITY FOR FUNCTIONS OF SEVERAL VARIABLES Math 225
THE IDEA OF DIFFERENTIABILITY FOR FUNCTIONS OF SEVERAL VARIABLES Mat 225 As we ave seen, te definition of derivative for a Mat 111 function g : R R and for acurveγ : R E n are te same, except for interpretation:
More information3.1 Extreme Values of a Function
.1 Etreme Values of a Function Section.1 Notes Page 1 One application of te derivative is finding minimum and maimum values off a grap. In precalculus we were only able to do tis wit quadratics by find
More informationSome Review Problems for First Midterm Mathematics 1300, Calculus 1
Some Review Problems for First Midterm Matematics 00, Calculus. Consider te trigonometric function f(t) wose grap is sown below. Write down a possible formula for f(t). Tis function appears to be an odd,
More informationPre-Calculus Review Preemptive Strike
Pre-Calculus Review Preemptive Strike Attaced are some notes and one assignment wit tree parts. Tese are due on te day tat we start te pre-calculus review. I strongly suggest reading troug te notes torougly
More informationConsider a function f we ll specify which assumptions we need to make about it in a minute. Let us reformulate the integral. 1 f(x) dx.
Capter 2 Integrals as sums and derivatives as differences We now switc to te simplest metods for integrating or differentiating a function from its function samples. A careful study of Taylor expansions
More informationMaterial for Difference Quotient
Material for Difference Quotient Prepared by Stepanie Quintal, graduate student and Marvin Stick, professor Dept. of Matematical Sciences, UMass Lowell Summer 05 Preface Te following difference quotient
More informationSchool of Geomatics and Urban Information, Beijing University of Civil Engineering and Architecture, Beijing, China 2
Examination Metod and Implementation for Field Survey Data of Crop Types Based on Multi-resolution Satellite Images Yang Liu, Mingyi Du, Wenquan Zu, Scool of Geomatics and Urban Information, Beijing University
More information2.11 That s So Derivative
2.11 Tat s So Derivative Introduction to Differential Calculus Just as one defines instantaneous velocity in terms of average velocity, we now define te instantaneous rate of cange of a function at a point
More informationThe Verlet Algorithm for Molecular Dynamics Simulations
Cemistry 380.37 Fall 2015 Dr. Jean M. Standard November 9, 2015 Te Verlet Algoritm for Molecular Dynamics Simulations Equations of motion For a many-body system consisting of N particles, Newton's classical
More informationExam 1 Review Solutions
Exam Review Solutions Please also review te old quizzes, and be sure tat you understand te omework problems. General notes: () Always give an algebraic reason for your answer (graps are not sufficient),
More informationDe-Coupler Design for an Interacting Tanks System
IOSR Journal of Electrical and Electronics Engineering (IOSR-JEEE) e-issn: 2278-1676,p-ISSN: 2320-3331, Volume 7, Issue 3 (Sep. - Oct. 2013), PP 77-81 De-Coupler Design for an Interacting Tanks System
More information1 The concept of limits (p.217 p.229, p.242 p.249, p.255 p.256) 1.1 Limits Consider the function determined by the formula 3. x since at this point
MA00 Capter 6 Calculus and Basic Linear Algebra I Limits, Continuity and Differentiability Te concept of its (p.7 p.9, p.4 p.49, p.55 p.56). Limits Consider te function determined by te formula f Note
More informationDepartment of Statistics & Operations Research, Aligarh Muslim University, Aligarh, India
Open Journal of Optimization, 04, 3, 68-78 Publised Online December 04 in SciRes. ttp://www.scirp.org/ournal/oop ttp://dx.doi.org/0.436/oop.04.34007 Compromise Allocation for Combined Ratio Estimates of
More information232 Calculus and Structures
3 Calculus and Structures CHAPTER 17 JUSTIFICATION OF THE AREA AND SLOPE METHODS FOR EVALUATING BEAMS Calculus and Structures 33 Copyrigt Capter 17 JUSTIFICATION OF THE AREA AND SLOPE METHODS 17.1 THE
More informationDiscriminate Modelling of Peak and Off-Peak Motorway Capacity
International Journal of Integrated Engineering - Special Issue on ICONCEES Vol. 4 No. 3 (2012) p. 53-58 Discriminate Modelling of Peak and Off-Peak Motorway Capacity Hasim Moammed Alassan 1,*, Sundara
More informationDerivatives. By: OpenStaxCollege
By: OpenStaxCollege Te average teen in te United States opens a refrigerator door an estimated 25 times per day. Supposedly, tis average is up from 10 years ago wen te average teenager opened a refrigerator
More information. If lim. x 2 x 1. f(x+h) f(x)
Review of Differential Calculus Wen te value of one variable y is uniquely determined by te value of anoter variable x, ten te relationsip between x and y is described by a function f tat assigns a value
More informationRegularized Regression
Regularized Regression David M. Blei Columbia University December 5, 205 Modern regression problems are ig dimensional, wic means tat te number of covariates p is large. In practice statisticians regularize
More informationSin, Cos and All That
Sin, Cos and All Tat James K. Peterson Department of Biological Sciences and Department of Matematical Sciences Clemson University Marc 9, 2017 Outline Sin, Cos and all tat! A New Power Rule Derivatives
More informationIEOR 165 Lecture 10 Distribution Estimation
IEOR 165 Lecture 10 Distribution Estimation 1 Motivating Problem Consider a situation were we ave iid data x i from some unknown distribution. One problem of interest is estimating te distribution tat
More informationPreface. Here are a couple of warnings to my students who may be here to get a copy of what happened on a day that you missed.
Preface Here are my online notes for my course tat I teac ere at Lamar University. Despite te fact tat tese are my class notes, tey sould be accessible to anyone wanting to learn or needing a refreser
More informationHOMEWORK HELP 2 FOR MATH 151
HOMEWORK HELP 2 FOR MATH 151 Here we go; te second round of omework elp. If tere are oters you would like to see, let me know! 2.4, 43 and 44 At wat points are te functions f(x) and g(x) = xf(x)continuous,
More informationlecture 26: Richardson extrapolation
43 lecture 26: Ricardson extrapolation 35 Ricardson extrapolation, Romberg integration Trougout numerical analysis, one encounters procedures tat apply some simple approximation (eg, linear interpolation)
More informationChapter 5 FINITE DIFFERENCE METHOD (FDM)
MEE7 Computer Modeling Tecniques in Engineering Capter 5 FINITE DIFFERENCE METHOD (FDM) 5. Introduction to FDM Te finite difference tecniques are based upon approximations wic permit replacing differential
More informationTeaching Differentiation: A Rare Case for the Problem of the Slope of the Tangent Line
Teacing Differentiation: A Rare Case for te Problem of te Slope of te Tangent Line arxiv:1805.00343v1 [mat.ho] 29 Apr 2018 Roman Kvasov Department of Matematics University of Puerto Rico at Aguadilla Aguadilla,
More informationVolume 29, Issue 3. Existence of competitive equilibrium in economies with multi-member households
Volume 29, Issue 3 Existence of competitive equilibrium in economies wit multi-member ouseolds Noriisa Sato Graduate Scool of Economics, Waseda University Abstract Tis paper focuses on te existence of
More informationHandling Missing Data on Asymmetric Distribution
International Matematical Forum, Vol. 8, 03, no. 4, 53-65 Handling Missing Data on Asymmetric Distribution Amad M. H. Al-Kazale Department of Matematics, Faculty of Science Al-albayt University, Al-Mafraq-Jordan
More informationTe comparison of dierent models M i is based on teir relative probabilities, wic can be expressed, again using Bayes' teorem, in terms of prior probab
To appear in: Advances in Neural Information Processing Systems 9, eds. M. C. Mozer, M. I. Jordan and T. Petsce. MIT Press, 997 Bayesian Model Comparison by Monte Carlo Caining David Barber D.Barber@aston.ac.uk
More informationLIMITS AND DERIVATIVES CONDITIONS FOR THE EXISTENCE OF A LIMIT
LIMITS AND DERIVATIVES Te limit of a function is defined as te value of y tat te curve approaces, as x approaces a particular value. Te limit of f (x) as x approaces a is written as f (x) approaces, as
More informationOn Threshold Optimization in Fault Tolerant Systems
On Tresold Optimization in Fault Tolerant Systems Fredrik Gustafsson, Jan Åslund, Erik Frisk, Mattias Kryser, Lars Nielsen Department of Electrical Engineering Linköping University, Sweden Email: {fredrik,jaasl,frisk,matkr,lars}@isy.liu.se
More informationInvestigating Euler s Method and Differential Equations to Approximate π. Lindsay Crowl August 2, 2001
Investigating Euler s Metod and Differential Equations to Approximate π Lindsa Crowl August 2, 2001 Tis researc paper focuses on finding a more efficient and accurate wa to approximate π. Suppose tat x
More informationArtificial Neural Network Model Based Estimation of Finite Population Total
International Journal of Science and Researc (IJSR), India Online ISSN: 2319-7064 Artificial Neural Network Model Based Estimation of Finite Population Total Robert Kasisi 1, Romanus O. Odiambo 2, Antony
More informationDepartment of Mathematical Sciences University of South Carolina Aiken Aiken, SC 29801
RESEARCH SUMMARY AND PERSPECTIVES KOFFI B. FADIMBA Department of Matematical Sciences University of Sout Carolina Aiken Aiken, SC 29801 Email: KoffiF@usca.edu 1. Introduction My researc program as focused
More informationSymmetry Labeling of Molecular Energies
Capter 7. Symmetry Labeling of Molecular Energies Notes: Most of te material presented in tis capter is taken from Bunker and Jensen 1998, Cap. 6, and Bunker and Jensen 2005, Cap. 7. 7.1 Hamiltonian Symmetry
More information1. Consider the trigonometric function f(t) whose graph is shown below. Write down a possible formula for f(t).
. Consider te trigonometric function f(t) wose grap is sown below. Write down a possible formula for f(t). Tis function appears to be an odd, periodic function tat as been sifted upwards, so we will use
More informationA Multiaxial Variable Amplitude Fatigue Life Prediction Method Based on a Plane Per Plane Damage Assessment
American Journal of Mecanical and Industrial Engineering 28; 3(4): 47-54 ttp://www.sciencepublisinggroup.com/j/ajmie doi:.648/j.ajmie.2834.2 ISSN: 2575-679 (Print); ISSN: 2575-66 (Online) A Multiaxial
More informationMVT and Rolle s Theorem
AP Calculus CHAPTER 4 WORKSHEET APPLICATIONS OF DIFFERENTIATION MVT and Rolle s Teorem Name Seat # Date UNLESS INDICATED, DO NOT USE YOUR CALCULATOR FOR ANY OF THESE QUESTIONS In problems 1 and, state
More informationMathematics 5 Worksheet 11 Geometry, Tangency, and the Derivative
Matematics 5 Workseet 11 Geometry, Tangency, and te Derivative Problem 1. Find te equation of a line wit slope m tat intersects te point (3, 9). Solution. Te equation for a line passing troug a point (x
More informationOptimal parameters for a hierarchical grid data structure for contact detection in arbitrarily polydisperse particle systems
Comp. Part. Mec. 04) :357 37 DOI 0.007/s4057-04-000-9 Optimal parameters for a ierarcical grid data structure for contact detection in arbitrarily polydisperse particle systems Dinant Krijgsman Vitaliy
More informationThe Complexity of Computing the MCD-Estimator
Te Complexity of Computing te MCD-Estimator Torsten Bernolt Lerstul Informatik 2 Universität Dortmund, Germany torstenbernolt@uni-dortmundde Paul Fiscer IMM, Danisc Tecnical University Kongens Lyngby,
More informationHow to Find the Derivative of a Function: Calculus 1
Introduction How to Find te Derivative of a Function: Calculus 1 Calculus is not an easy matematics course Te fact tat you ave enrolled in suc a difficult subject indicates tat you are interested in te
More informationEvaluation and Accurate Estimation from Petrophysical Parameters of a Reservoir
American Journal of Environmental Engineering and Science 2016; 3(2): 68-74 ttp://www.aascit.org/journal/ajees ISSN: 2381-1153 (Print); ISSN: 2381-1161 (Online) Evaluation and Accurate Estimation from
More informationNew Distribution Theory for the Estimation of Structural Break Point in Mean
New Distribution Teory for te Estimation of Structural Break Point in Mean Liang Jiang Singapore Management University Xiaou Wang Te Cinese University of Hong Kong Jun Yu Singapore Management University
More informationMath 31A Discussion Notes Week 4 October 20 and October 22, 2015
Mat 3A Discussion Notes Week 4 October 20 and October 22, 205 To prepare for te first midterm, we ll spend tis week working eamples resembling te various problems you ve seen so far tis term. In tese notes
More informationExponentials and Logarithms Review Part 2: Exponentials
Eponentials and Logaritms Review Part : Eponentials Notice te difference etween te functions: g( ) and f ( ) In te function g( ), te variale is te ase and te eponent is a constant. Tis is called a power
More informationFlavius Guiaş. X(t + h) = X(t) + F (X(s)) ds.
Numerical solvers for large systems of ordinary differential equations based on te stocastic direct simulation metod improved by te and Runge Kutta principles Flavius Guiaş Abstract We present a numerical
More informationSolution. Solution. f (x) = (cos x)2 cos(2x) 2 sin(2x) 2 cos x ( sin x) (cos x) 4. f (π/4) = ( 2/2) ( 2/2) ( 2/2) ( 2/2) 4.
December 09, 20 Calculus PracticeTest s Name: (4 points) Find te absolute extrema of f(x) = x 3 0 on te interval [0, 4] Te derivative of f(x) is f (x) = 3x 2, wic is zero only at x = 0 Tus we only need
More informationPolynomial Interpolation
Capter 4 Polynomial Interpolation In tis capter, we consider te important problem of approximatinga function fx, wose values at a set of distinct points x, x, x,, x n are known, by a polynomial P x suc
More information1 Calculus. 1.1 Gradients and the Derivative. Q f(x+h) f(x)
Calculus. Gradients and te Derivative Q f(x+) δy P T δx R f(x) 0 x x+ Let P (x, f(x)) and Q(x+, f(x+)) denote two points on te curve of te function y = f(x) and let R denote te point of intersection of
More informationNotes on Neural Networks
Artificial neurons otes on eural etwors Paulo Eduardo Rauber 205 Consider te data set D {(x i y i ) i { n} x i R m y i R d } Te tas of supervised learning consists on finding a function f : R m R d tat
More informationNUMERICAL DIFFERENTIATION. James T. Smith San Francisco State University. In calculus classes, you compute derivatives algebraically: for example,
NUMERICAL DIFFERENTIATION James T Smit San Francisco State University In calculus classes, you compute derivatives algebraically: for example, f( x) = x + x f ( x) = x x Tis tecnique requires your knowing
More informationf a h f a h h lim lim
Te Derivative Te derivative of a function f at a (denoted f a) is f a if tis it exists. An alternative way of defining f a is f a x a fa fa fx fa x a Note tat te tangent line to te grap of f at te point
More informationIntroduction to Derivatives
Introduction to Derivatives 5-Minute Review: Instantaneous Rates and Tangent Slope Recall te analogy tat we developed earlier First we saw tat te secant slope of te line troug te two points (a, f (a))
More informationChapter 2 Limits and Continuity
4 Section. Capter Limits and Continuity Section. Rates of Cange and Limits (pp. 6) Quick Review.. f () ( ) () 4 0. f () 4( ) 4. f () sin sin 0 4. f (). 4 4 4 6. c c c 7. 8. c d d c d d c d c 9. 8 ( )(
More informationMATH 1020 TEST 2 VERSION A FALL 2014 ANSWER KEY. Printed Name: Section #: Instructor:
ANSWER KEY Printed Name: Section #: Instructor: Please do not ask questions during tis eam. If you consider a question to be ambiguous, state your assumptions in te margin and do te best you can to provide
More informationConvergence and Descent Properties for a Class of Multilevel Optimization Algorithms
Convergence and Descent Properties for a Class of Multilevel Optimization Algoritms Stepen G. Nas April 28, 2010 Abstract I present a multilevel optimization approac (termed MG/Opt) for te solution of
More informationLecture 21. Numerical differentiation. f ( x+h) f ( x) h h
Lecture Numerical differentiation Introduction We can analytically calculate te derivative of any elementary function, so tere migt seem to be no motivation for calculating derivatives numerically. However
More informationSECTION 1.10: DIFFERENCE QUOTIENTS LEARNING OBJECTIVES
(Section.0: Difference Quotients).0. SECTION.0: DIFFERENCE QUOTIENTS LEARNING OBJECTIVES Define average rate of cange (and average velocity) algebraically and grapically. Be able to identify, construct,
More informationBootstrap confidence intervals in nonparametric regression without an additive model
Bootstrap confidence intervals in nonparametric regression witout an additive model Dimitris N. Politis Abstract Te problem of confidence interval construction in nonparametric regression via te bootstrap
More informationPrecalculus Test 2 Practice Questions Page 1. Note: You can expect other types of questions on the test than the ones presented here!
Precalculus Test 2 Practice Questions Page Note: You can expect oter types of questions on te test tan te ones presented ere! Questions Example. Find te vertex of te quadratic f(x) = 4x 2 x. Example 2.
More informationPrinted Name: Section #: Instructor:
Printed Name: Section #: Instructor: Please do not ask questions during tis exam. If you consider a question to be ambiguous, state your assumptions in te margin and do te best you can to provide te correct
More informationHarmonic allocation to MV customers in rural distribution systems
University of Wollongong Researc Online Faculty of Engineering - Papers (Arcive) Faculty of Engineering and Information Sciences 2007 Harmonic allocation to MV customers in rural distribution systems Victor
More informationUse of fin analysis for determination of thermal conductivity of material
RESEARCH ARTICLE OPEN ACCESS Use of fin analysis for determination of termal conductivity of material Nea Sanjay Babar 1, Saloni Suas Desmuk 2,Sarayu Dattatray Gogare 3, Snea Barat Bansude 4,Pradyumna
More informationChapter 2 Performance Analysis of Call-Handling Processes in Buffered Cellular Wireless Networks
Capter 2 Performance Analysis of Call-Handling Processes in Buffered Cellular Wireless Networks In tis capter effective numerical computational procedures to calculate QoS (Quality of Service) metrics
More information1. Questions (a) through (e) refer to the graph of the function f given below. (A) 0 (B) 1 (C) 2 (D) 4 (E) does not exist
Mat 1120 Calculus Test 2. October 18, 2001 Your name Te multiple coice problems count 4 points eac. In te multiple coice section, circle te correct coice (or coices). You must sow your work on te oter
More informationOn Local Linear Regression Estimation of Finite Population Totals in Model Based Surveys
American Journal of Teoretical and Applied Statistics 2018; 7(3): 92-101 ttp://www.sciencepublisinggroup.com/j/ajtas doi: 10.11648/j.ajtas.20180703.11 ISSN: 2326-8999 (Print); ISSN: 2326-9006 (Online)
More informationProblem Set 4: Whither, thou turbid wave SOLUTIONS
PH 253 / LeClair Spring 2013 Problem Set 4: Witer, tou turbid wave SOLUTIONS Question zero is probably were te name of te problem set came from: Witer, tou turbid wave? It is from a Longfellow poem, Te
More informationContinuous Stochastic Processes
Continuous Stocastic Processes Te term stocastic is often applied to penomena tat vary in time, wile te word random is reserved for penomena tat vary in space. Apart from tis distinction, te modelling
More informationMATH 1020 Answer Key TEST 2 VERSION B Fall Printed Name: Section #: Instructor:
Printed Name: Section #: Instructor: Please do not ask questions during tis exam. If you consider a question to be ambiguous, state your assumptions in te margin and do te best you can to provide te correct
More informationVARIANCE ESTIMATION FOR COMBINED RATIO ESTIMATOR
Sankyā : Te Indian Journal of Statistics 1995, Volume 57, Series B, Pt. 1, pp. 85-92 VARIANCE ESTIMATION FOR COMBINED RATIO ESTIMATOR By SANJAY KUMAR SAXENA Central Soil and Water Conservation Researc
More informationThese errors are made from replacing an infinite process by finite one.
Introduction :- Tis course examines problems tat can be solved by metods of approximation, tecniques we call numerical metods. We begin by considering some of te matematical and computational topics tat
More informationREVIEW LAB ANSWER KEY
REVIEW LAB ANSWER KEY. Witout using SN, find te derivative of eac of te following (you do not need to simplify your answers): a. f x 3x 3 5x x 6 f x 3 3x 5 x 0 b. g x 4 x x x notice te trick ere! x x g
More informationDefinition of the Derivative
Te Limit Definition of te Derivative Tis Handout will: Define te limit grapically and algebraically Discuss, in detail, specific features of te definition of te derivative Provide a general strategy of
More information= 0 and states ''hence there is a stationary point'' All aspects of the proof dx must be correct (c)
Paper 1: Pure Matematics 1 Mark Sceme 1(a) (i) (ii) d d y 3 1x 4x x M1 A1 d y dx 1.1b 1.1b 36x 48x A1ft 1.1b Substitutes x = into teir dx (3) 3 1 4 Sows d y 0 and states ''ence tere is a stationary point''
More informationA MONTE CARLO ANALYSIS OF THE EFFECTS OF COVARIANCE ON PROPAGATED UNCERTAINTIES
A MONTE CARLO ANALYSIS OF THE EFFECTS OF COVARIANCE ON PROPAGATED UNCERTAINTIES Ronald Ainswort Hart Scientific, American Fork UT, USA ABSTRACT Reports of calibration typically provide total combined uncertainties
More informationPractice Problem Solutions: Exam 1
Practice Problem Solutions: Exam 1 1. (a) Algebraic Solution: Te largest term in te numerator is 3x 2, wile te largest term in te denominator is 5x 2 3x 2 + 5. Tus lim x 5x 2 2x 3x 2 x 5x 2 = 3 5 Numerical
More informationPrinted Name: Section #: Instructor:
Printed Name: Section #: Instructor: Please do not ask questions during tis exam. If you consider a question to be ambiguous, state your assumptions in te margin and do te best you can to provide te correct
More informationFinancial Econometrics Prof. Massimo Guidolin
CLEFIN A.A. 2010/2011 Financial Econometrics Prof. Massimo Guidolin A Quick Review of Basic Estimation Metods 1. Were te OLS World Ends... Consider two time series 1: = { 1 2 } and 1: = { 1 2 }. At tis
More informationChapter 3 Thermoelectric Coolers
3- Capter 3 ermoelectric Coolers Contents Capter 3 ermoelectric Coolers... 3- Contents... 3-3. deal Equations... 3-3. Maximum Parameters... 3-7 3.3 Normalized Parameters... 3-8 Example 3. ermoelectric
More informationLECTURE 14 NUMERICAL INTEGRATION. Find
LECTURE 14 NUMERCAL NTEGRATON Find b a fxdx or b a vx ux fx ydy dx Often integration is required. However te form of fx may be suc tat analytical integration would be very difficult or impossible. Use
More informationFUNDAMENTAL ECONOMICS Vol. I - Walrasian and Non-Walrasian Microeconomics - Anjan Mukherji WALRASIAN AND NON-WALRASIAN MICROECONOMICS
FUNDAMENTAL ECONOMICS Vol. I - Walrasian and Non-Walrasian Microeconomics - Anjan Mukerji WALRASIAN AND NON-WALRASIAN MICROECONOMICS Anjan Mukerji Center for Economic Studies and Planning, Jawaarlal Neru
More information