• Title/Summary/Keyword: Statistical efficiency

Search Result 1,210, Processing Time 0.028 seconds

EWMA control charts for monitoring three parameter regions (3개의 모수영역을 모니터링하는 EWMA 관리도)

  • Yukyung, Kim;Jaeheon, Lee
    • The Korean Journal of Applied Statistics
    • /
    • v.35 no.6
    • /
    • pp.725-737
    • /
    • 2022
  • In the standard assumption of statistical process monitoring (SPM) under consideration, the in-control region of the control parameter of quality characteristic consists of a single point. However, if small deviations from the ideal situation may not be of practical importance, the parametric space can consist of three regions: In-control, indifference, and out-of-control. In this paper, we propose two exponentially weighted moving average (EWMA) charting procedures applicable to the situation with three parameter regions, and compare the efficiency of the proposed procedures with the Shewhart chart and the cumulative sum (CUSUM) chart.

Three-Way Balanced Multi-level Semi Rotation Sampling Designs

  • Park, You-Sung;Choi, Jai-Won;Kim, Kee-Whan
    • Proceedings of the Korean Statistical Society Conference
    • /
    • 2002.05a
    • /
    • pp.19-24
    • /
    • 2002
  • The two-way balanced one-level rotation design has been discussed (Park, Kim and Choi, 2001), where the two-way balancing is done on interview time in monthly sample and rotation group. We extend it to three-way balanced multi-level design under the most general rotation system. The three-way balancing is accomplished on interview time not only in monthly sample and rotation group but also in recall time. We present the necessary condition and rotation algorithm which guarantee the three-way balancing. We propose multi-level composite estimators (MCE) from this design and derive their variances and mean squared errors (MSE), assuming the correlation from the measurements of the same sample unit and three types of biases in monthly sample.

  • PDF

Block Designs for Comparisons within Two Groups of Inbred Lines in Diallel Crosses

  • Choi, Kuey-Chung;Lee, Jang-Jae;Oh, Ji-Ae
    • Proceedings of the Korean Statistical Society Conference
    • /
    • 2002.05a
    • /
    • pp.165-170
    • /
    • 2002
  • Sometimes we have two groups of inbred lines and there are only interest in gca comparisons within group($p_{1}$) and group($p_{2}$) and not between two groups. For example, suppose there two Lab, each of the 2 Labs have obtained the best lines. For this purpose we now give a method of constructing block designs for diallel cross experiments and we will explain how to calculate efficiency. Then we show the efficiencies in the table.

  • PDF

Six sigma quality program using Cp (공정능력지수를 이용한 6 시그마 활용)

  • 박기주
    • Journal of Korean Society of Industrial and Systems Engineering
    • /
    • v.20 no.41
    • /
    • pp.135-145
    • /
    • 1997
  • The statistical approach to quality control aims at alerting its user to any variations in the properties of a manufactured product. Motorola developed and pursued a quality management program called six sigma. The goal of six sigma programs is to improve customer satisfaction through reducing and eliminating defects. six sigma uses several statistical measure to characterize defect levels and process capabilities. The upper and lower specification limits are $\pm6\sigma$(sigma) from nominal, and the process mean is centered at nominal. only 0.002PPM are outside specification limits. Cp=2. this is the design target in a six sigma program. This article presents an important tool available for quality control of a production process at the occurrence of defects in manufactured products at view low levels to improve the efficiency of the manufacturing productivity and to satisfy customer through the reduction of defect rates. To understand the consequences of the level of quality on competitive position, a more technical perspective is needed.

  • PDF

Ranked-Set Sample Wilcoxon Signed Rank Test For Quantiles Under Equal Allocation

  • Kim, Dong Hee;Kim, Hyun Gee
    • Communications for Statistical Applications and Methods
    • /
    • v.10 no.2
    • /
    • pp.535-543
    • /
    • 2003
  • A ranked set sample version of the sign test is proposed for testing hypotheses concerning the quantiles of a population characteristic by Kaur, et. al(2002). In this paper, we proposed the ranked set sample Wilcoxon signed rank test for quantiles under equal allocation. We obtain the asymptotic property and the asymptotic relative efficiencies of the proposed test statistic with respect to Wilcoxon signed rank test of simple random sample for quantiles under equal allocation. We calculate the ARE of test statistics, the proposed test statistic is more efficient than simple random sampling for all quantiles. The relative advantage of ranked set sampling is greatest at the median and tapers off in the tails.

An Economic Design of the Chart with Variable Sample Size Scheme

  • Park, Chang-Soon;Ji, Seon-Su
    • Journal of the Korean Statistical Society
    • /
    • v.23 no.2
    • /
    • pp.403-420
    • /
    • 1994
  • An economic design of the $\bar{X}-R$ chart using variable sample size (VSS) scheme is proposed in this paper. In this design the sample size at each sampling time changes according to the values of the previous two sample statistics, sample mean and range. The VSS scheme uses large sample if the sample statistics appear near inside the control limits and smaller sample otherwise. The set of process parameters, such as the sampling interval, control limits and the sample sizes, are chosen to minimize the expected cost per hour. The efficiency of the VSS scheme is compared to the fixed sample size one for cases where there is multiple of assignable causes. Percent reductions of the expected cost in the VSS design are calculated for some given sets of cost parameters. It is shown that the VSS scheme improves the confidence of the procedure and performs statistically better in terms of the number of false alarms and the average time to signal, respectively.

  • PDF

Extended Quasi-likelihood Estimation in Overdispersed Models

  • Kim, Choong-Rak;Lee, Kee-Won;Chung, Youn-Shik;Park, Kook-Lyeol
    • Journal of the Korean Statistical Society
    • /
    • v.21 no.2
    • /
    • pp.187-200
    • /
    • 1992
  • Samples are often found to be too heterogeneous to be explained by a one-parameter family of models in the sense that the implicit mean-variance relationship in such a family is violated by the data. This phenomenon is often called over-dispersion. The most frequently used method in dealing with over-dispersion is to mix a one-parameter family creating a two parameter marginal mixture family for the data. In this paper, we investigate performance of estimators such as maximum likelihood estimator, method of moment estimator, and maximum quasi-likelihood estimator in negative binomial and beta-binomial distribution. Simulations are done for various mean parameter and dispersion parameter in both distributions, and we conclude that the moment estimators are very superior in the sense of bias and asymptotic relative efficiency.

  • PDF

Use of Pseudo-Likelihood Estimation in Taylor's Power Law with Correlated Responses

  • Park, Bum-Hee;Park, Heung-Sun
    • Communications for Statistical Applications and Methods
    • /
    • v.15 no.6
    • /
    • pp.993-1002
    • /
    • 2008
  • Correlated responses have been widely analyzed since Liang and Zeger (1986) introduced the famous Generalized Estimating Equations(GEE). However, their variance functions were restricted to known quantifies multiplied by scale parameter. In so many industries and academic/research fields, power-of-the-mean variance function is one of the common variance function. We suggest GEE-type pseudolikelihood estimation based on the power-of-the-mean variance using existing software and investigate it's efficiency for different working correlation matrices.

Simple Compromise Strategies in Multivariate Stratification

  • Park, Inho
    • Communications for Statistical Applications and Methods
    • /
    • v.20 no.2
    • /
    • pp.97-105
    • /
    • 2013
  • Stratification (among other applications) is a popular technique used in survey practice to improve the accuracy of estimators. Its full potential benefit can be gained by the effective use of auxiliary variables in stratification related to survey variables. This paper focuses on the problem of stratum formation when multiple stratification variables are available. We first review a variance reduction strategy in the case of univariate stratification. We then discuss its use for multivariate situations in convenient and efficient ways using three methods: compromised measures of size, principal components analysis and a K-means clustering algorithm. We also consider three types of compromising factors to data when using these three methods. Finally, we compare their efficiency using data from MU281 Swedish municipality population.

A new flexible Weibull distribution

  • Park, Sangun;Park, Jihwan;Choi, Youngsik
    • Communications for Statistical Applications and Methods
    • /
    • v.23 no.5
    • /
    • pp.399-409
    • /
    • 2016
  • Many of studies have suggested the modifications on Weibull distribution to model the non-monotone hazards. In this paper, we combine two cumulative hazard functions and propose a new modified Weibull distribution function. The newly suggested distribution will be named as a new flexible Weibull distribution. Corresponding hazard function of the proposed distribution shows flexible (monotone or non-monotone) shapes. We study the characteristics of the proposed distribution that includes ageing behavior, moment, and order statistic. We also discuss an estimation method for its parameters. The performance of the proposed distribution is compared with existing modified Weibull distributions using various types of hazard functions. We also use real data example to illustrate the efficiency of the proposed distribution.