共查询到19条相似文献,搜索用时 437 毫秒
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针对常见的两种非正态分布———梯形分布和三角分布,研究线性不对称质量损失时其过程均值的优化问题,建立了梯形分布在五种不同情况下线性不对称质量损失的数学模型,基于以上模型给出了线性不对称质量损失时梯形分布最优过程均值的确定方法;研究三角分布在四种不同情况下线性不对称质量损失的数学模型,并给出了线性不对称质量损失时三角分布最优过程均值的确定方法。最后,用实例验证本过程均值优化模型的有效性。实例表明,应用线性不对称损失函数,适当的改变过程均值,可以有效地降低产品的质量损失,通过调整工艺过程将获得最佳经济效益。 相似文献
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基于非对称损失函数的参数设计 总被引:4,自引:0,他引:4
本文针对望目特性的正态指标,在非对称的二次质量损失函数下,讨论了参数设计的可行性, 证明田口方法的稳健性设计和灵敏度设计依然行之有效.定义了调整参数,求出了使质量损失最小的数值解,并给出了参数设计的具体步骤. 相似文献
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该文考虑对于非对称的排它过程的占位时函数的扩散行为, 在均值m ≠ 0和 ρ =1/2的条件下, 给出了扩散行为的一个上界. 相似文献
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非对称需求扰动信息下的供应链显示机制设计 总被引:1,自引:0,他引:1
研究由一个供应商和一个零售商组成的供应链在非对称的需求扰动信息下的显示机制设计问题。假定市场需求为指数函数形式和常数柔性需求函数形式,给出了非对称的需求扰动信息下的供应链最优契约,并且分析了非对称扰动信息对于供应链性能的影响。研究表明,当市场需求为指数函数形式和常数柔性函数形式时,仍然可以设计有效的契约菜单来改善供应链的运作性能;当需求扰动满足一定条件时,初始的生产计划仍然是最优的;非对称需求扰动信息并不必然会给供应链带来利润损失,并且显式地给出了非对称的需求扰动信息不会给供应链带来利润损失的条件。 相似文献
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不同模型下ES风险度量的计算 总被引:1,自引:0,他引:1
给出当金融资产遵从几何布朗运动时期望损失的计算。当金融资产价格的对数收益率服从均值方程为ARMA模型,方差方程为GARCH(s,n)模型,而均值修正后的收益率分别服从正态分布、t分布和GED分布时,给出了期望损失的计算。 相似文献
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基于逐步增加 II 型截尾样本,分别在均方损失和 Linex 损失下,利用 ML-II 方法研究了比例危险率模型的参数和可靠性指标的经验 Bayes 估计问题。为了研究估计结果的精确性,分析了一个实际应用例子,并利用 Monte-Carlo 方法给出一个数值模拟例子,结果表明在非对称 Linex 损失下,经验 Bayes 估计更具灵活性,且结果更加有效。 相似文献
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本文给出了独立随机变量均值中参数a=(a1,…,ap)′的估计量(a1X1,…,apXp)′在加权平方和损失下为可容许估计的充要条件及在一般损失Lv下为可容许估计的充分条件(在线性估计类中)。 相似文献
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Economic manufacturing quantity, process mean, and specification limits setting are three important methods for the inventory and quality control problems. In the imperfect production system, we usually consider the manufacturing quantity for reducing the inventory cost, determine the process level for reducing the production cost, and select the specification limits for screening the products. In this paper, we propose the above integrated model based on the application of rectifying inspection plan for obtaining maximum expected total profit of product. The asymmetric quadratic quality loss function is adopted for measuring the product quality. The sensitivity analyses of parameters are provided for illustration. 相似文献
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为了提高过程监控效率的同时降低过程控制成本,研究可变抽样区间(VSI)指数加权移动平均(EWMA)控制图的经济设计问题。首先建立基于预防维修和质量损失函数的VSI EWMA控制图联合经济模型;使单位时间的损失成本函数最小来确定参数的最优值;其次用遗传算法来寻找联合经济模型的最优解,并给出一个算例。最后对VSI EWMA控制图联合经济模型进行灵敏度分析,得出控制图模型参数对设计参数的影响关系。 相似文献
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考虑质量失误的建筑供应链质量控制协调研究 总被引:1,自引:0,他引:1
考虑内外部质量损失条件下,研究由分包商和总包商组成的两级建筑供应链中的质量控制博弈问题。根据典型的建设工程施工质量控制流程,建立了建筑供应链的三层质量控制树。基于质量控制树分别建立了集中决策条件下和协调决策条件下的收益函数模型。通过对模型求解结果的对比分析,得出在双方共同原因导致的内部质量损失由双方分摊的情况下,双方共同分担外部质量损失可使供应链质量控制决策达到协调。进一步的分析得出,内外部质量损失比率越大,总包商所承担的内部质量损失比例越大,而分担的外部质量损失比例越小。 相似文献
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In industry, most of the process observations are assumed to come from a normal population, but usually we merely want to control the process mean value. It is thus sensible to find control statistics, which are ‘robust’ to monitor the process mean, giving the expected rate of false alarms whenever that mean is close to the target value, although not under a normal regime. Simulation studies for a few symmetric and asymmetric distributions allow us to suggest the total median as a robust median estimator. We shall here analyse such a robustness, as well as the robustness of the total median chart comparatively to the sample mean chart, whenever we want to control the mean value of a symmetric underlying parent. Some indication is also provided on the comparative out‐of‐control behaviour of the two charts. Copyright © 2004 John Wiley & Sons, Ltd. 相似文献
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Real estate price prediction under asymmetric loss 总被引:3,自引:0,他引:3
Michael Cain Christian Janssen 《Annals of the Institute of Statistical Mathematics》1995,47(3):401-414
This paper deals with the problem of how to adjust a predictive mean in a practical situation of prediction where there is asymmetry in the loss function. A standard linear model is considered for predicting the price of real estate using a normal-gamma conjugate prior for the parameters. The prior of a subject real estate agent is elicited but, for comparison, a diffuse prior is also considered. Three loss functions are used: asymmetric linear, asymmetric quadratic and LINEX, and the parameters under each of these postulated forms are elicited. Theoretical developments for prediction under each loss function in the presence of normal errors are presented and useful tables of adjustment factor values given. Predictions of the dependent price variable for two properties with differing characteristics are made under each loss function and the results compared. 相似文献
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Control charts with exponentially weighted moving average (EWMA) statistics (mean and variance) are used to jointly monitor the mean and variance of a process. An EWMA cost minimization model is presented to design the joint control scheme based on pure economic or both economic and statistical performance criteria. The pure economic model is extended to the economic-statistical design by adding constraints associated with in-control and out-of-control average run lengths. The quality related production costs are calculated using Taguchi’s quadratic loss function. The optimal values of smoothing constants, sampling interval, sample size, and control chart limits are determined by using a numerical search method. The average run length of the control scheme is computed by using the Markov chain approach. Computational study indicates that optimal sample sizes decrease as the magnitudes of shifts in mean and/or variance increase, and higher values of quality loss coefficient lead to shorter sampling intervals. The sensitivity analysis results regarding the effects of various inputs on the chart parameters provide useful guidelines for designing an EWMA-based process control scheme when there exists an assignable cause generating concurrent changes in process mean and variance. 相似文献
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Yushan Xiao Yoshikazu Takada Ningzhong Shi 《Annals of the Institute of Statistical Mathematics》2005,57(1):167-182
This paper considers a minimax confidence bound of the normal mean under an asymmetric loss function. A minimax confidence
bound is obtained for the case that the variance is known or unknown. The admissibility of the minimax confidence bound is
also considered for the case of known variance. 相似文献
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Most industrial products and processes are characterized by several, typically correlated measurable variables, which jointly describe the product or process quality. Various control charts such as Hotelling’s T2, EWMA and CUSUM charts have been developed for multivariate quality control, where the values of the chart parameters, namely the sample size, sampling interval and the control limits are determined to satisfy given economic and/or statistical requirements. It is well known that this traditional non-Bayesian approach to a control chart design is not optimal, but very few results regarding the form of the optimal Bayesian control policy have appeared in the literature, all limited to a univariate chart design. In this paper, we consider a multivariate Bayesian process mean control problem for a finite production run under the assumption that the observations are values of independent, normally distributed vectors of random variables. The problem is formulated in the POMDP (partially observable Markov decision process) framework and the objective is to determine a control policy minimizing the total expected cost. It is proved that under standard operating and cost assumptions the control limit policy is optimal. Cost comparisons with the benchmark chi-squared chart and the MEWMA chart show that the Bayesian chart is highly cost effective, the savings are larger for smaller values of the critical Mahalanobis distance between the in-control and out-of-control process mean. 相似文献