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研究生: 成驍彬
XIAOBIN-CHENG
論文名稱: 具完全資料和型II設限資料之韋伯分佈百分位的新管製圖
New Control Charts for Monitoring the Weibull Percentiles under Complete Data and Type-II Censoring
指導教授: 王福琨
Fu-Kwun Wang
口試委員: 歐陽超
Chao Ou-Yang
陳欽雨
Chin-yeu Chen
學位類別: 碩士
Master
系所名稱: 管理學院 - 工業管理系
Department of Industrial Management
論文出版年: 2017
畢業學年度: 105
語文別: 英文
論文頁數: 42
中文關鍵詞: 韋伯分配百分位完全資料型II設限資料EWMA樞紐量CUSUM
外文關鍵詞: Weibull percentiles, complete data, Type-II censoring, EWMA chart, pivotal quantity, CUSUM chart
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在這篇論文中,發表了三種新型管制圖用於監控完全資料和型II設限資料的韋伯低百分位。通過把韋伯分佈轉換成最小極值分佈,Pascaul et al. (2017)發表了一種新型的EWMA管制圖,稱之為基於條件與輔助統計量的樞紐量的EWMA-SEV-Q管製圖。延伸這個想法來創建一種CUSUM管製圖,稱之為CUSUM-SEV-Q。也提供了關於監控統計量更深入的探討。此外,通過把韋伯分佈轉換為標準常態分佈,發表了EWMA和CUSUM管製圖,分別稱之為EWMA-YP和CUSUM-YP,用來監控完全資料的韋伯百分位。在完全資料,通過比較ARL,EWMA-YP和CUSUM-YP管製圖表現優於EWMA-SEV-Q和CUSUM-SEV-Q管製圖。在設限資料,EWMA-SEV-Q表現優於CUSUM-SEV-Q。兩個數值案例用來描繪所發表管制圖的實際應用。


In this paper, we propose three new control charts for monitoring the lower Weibull percentiles under complete data and Type-II censoring. In transforming the Weibull distribution to the smallest extreme value distribution, Pascaul et al. (2017) presented an exponentially weighted moving average (EWMA) control chart, hereafter referred to as EWMA-SEV-Q, based on a pivotal quantity conditioned on ancillary statistics. We extended their concept to construct a cumulative sum (CUSUM) control chart denoted by CUSUM-SEV-Q. We provide more insights of the statistical properties of the monitoring statistic. Additionally, in transforming a Weibull distribution to a standard normal distribution, we propose EWMA and CUSUM control charts, denoted as EWMA-YP and CUSUM-YP, respectively, based on a pivotal quantity for monitoring the Weibull percentiles with complete data. With complete data, the EWMA-YP and CUSUM-YP control charts perform better than the EWMA-SEV-Q and CUSUM-SEV-Q control charts in terms of average run length (ARL). In Type-II censoring, the EWMA-SEV-Q chart is slightly better than the CUSUM-SEV-Q chart in terms of ARL. Two numerical examples are used to illustrate the applications of the proposed control charts.

Table of content 摘要 i Abstract ii Acknowledgement iii Table of content iv List of figures v List of tables vi Chapter 1: Introduction 1 Chapter 2: Literature review 4 Chapter 3: Research methods 7 3.1 Existing control charts 7 3.1.1 Weibull percentiles 7 3.1.2 Existing control charts for complete data and Type-II censoring 9 3.2 Three new controls 14 3.2.1 A new control chart for complete data and Type-II censoring 14 3.2.2 Two new control charts for complete data 14 3.3 Computing the ARLs of the four control charts 16 3.4 Optimal design parameters for EWMA-SEV-Q and CUSUM-SEV-Q control charts 16 Chapter 4: Comparison study 20 4.1 Computation of control limits 20 4.2 ARL comparison 20 Chapter 5: Numerical examples 27 Chapter 6: Conclusion 27 References 33 Appendix 33

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