• 제목/요약/키워드: distribution of run length

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일반화 기하분포를 이용한 ARL의 수정에 관한 연구 (A Study on the Alternative ARL Using Generalized Geometric Distribution)

  • 문명상
    • 품질경영학회지
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    • 제27권4호
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    • pp.143-152
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    • 1999
  • In Shewhart control chart, the average run length(ARL) is calculated using the mean of a conventional geometric distribution(CGD) assuming a sequence of identical and independent Bernoulli trials. In this, the success probability of CGB is the probability that any point exceeds the control limits. When the process is in-control state, there is no problem in the above assumption since the probability that any point exceeds the control limits does not change if the in-control state continues. However, if the out-of-control state begins and continues during the process, the probability of exceeding the control limits may take two forms. First, once the out-of-control state begins with exceeding probability p, it continues with the same exceeding probability p. Second, after the out-of-control state begins, the exceeding probabilities may very according to some pattern. In the first case, ARL is the mean of CGD with success probability p as usual. But in the second case, the assumption of a sequence of identical and independent Bernoulli trials is invalid and we can not use the mean of CGD as ARL. This paper concentrate on that point. By adopting one generalized binomial distribution(GBD) model that allows correlated Bernoulli trials, generalized geometric distribution(GGD) is defined and its mean is derived to find an alternative ARL when the process is in out-of-control state and the exceeding probabilities take the second form mentioned in the above. Small-scale simulation is performed to show how an alternative ARL works.

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Energy Consumption - Economic Growth Nexus in Vietnam: An ARDL Approach with a Structural Break

  • NGUYEN, Ha Minh;NGOC, Bui Hoang
    • The Journal of Asian Finance, Economics and Business
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    • 제7권1호
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    • pp.101-110
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    • 2020
  • Energy and energy consumption play an important role in strategies for socio-economic development of the country. In 1995, Vietnam officially entered the 500 kV North-South transmission power line exploits, with a full length of 1,487 km. The purpose of this study is to investigate the breakpoint and the transition effect of energy consumption to economic growth in Vietnam during the period of 1980-1994, and 1995-2016. The Autoregressive Distributed Lag (ARDL) approach and the Bounds test are used to test for the presence of cointegration, whereas the Toda and Yamamoto procedure Granger causality test is used for the direction of causality. The result of the Bounds test validates the existence of cointegration among the included variables. The empirical results provide evidence that energy consumption has a positive impact on the economic growth of Vietnam in the long run. The causality test shows that there is bi-directional causality between energy consumption and economic growth, supported feedback hypothesis. There is a breakpoint in 1995 and the contribution of energy consumption in economic growth in the period of 1995-2016 is lower than the stage 1980-1994. This study suggests Government authorities explore new sources of energy to achieve sustainable economic development in the long run.

수평 T형 증발관내 2상류의 유량분배 및 압력강하 특성 (Characteristics of T-phase flow distribution and pressure drop in a horizontal T-type evaporator tube)

  • 박종훈;조금남;조홍기
    • 설비공학논문집
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    • 제11권5호
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    • pp.658-668
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    • 1999
  • The objective of the present study is to investigate the effect of experimental parameters on the hydrodynamic characteristics in a horizontal tee-type evaporator using R-22. The experimental apparatus consisted of an unheated tee-type test section, a liquid-vapor separator, a preheated, mass flow meters, a plate heat exchanger, pump, and other measurement devices. The experimental parameters were mass flux(500 and 600kg/$m^2$s), inlet quality(0.1~0.3) and separation ratio(0.3~0.7). Absolute pressure at the inlet of the test section was 0.652 MPa. The branch-to-inlet inner diameter ratio was 0.61. Pressure gradient at the branch section was larger than that at the run section at the same separation ratio. Pressure drop per unit length increased at the run section and decreased at the branch section as the separation ratio increased. Pressure drop predicted by the separated flow model agreed with experimental data within -35 to +16%. Generally, predicted values showed similar trend with the data. Mass flow ratio of vapor refrigerant was affected by the inlet quality more than the mass flux.

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음향카메라시스템을 이용한 낙동강어도의 어류모니터링 (Fish Monitoring through a Fish Run on the Nakdong River using an Acoustic Camera System)

  • 양용수;배재현;이경훈;박정수;손병규
    • 한국수산과학회지
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    • 제43권6호
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    • pp.735-739
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    • 2010
  • This study investigated a method for monitoring fishes immigrating to upper streams from the sea in relation to water level with elapsed time, and measured fish behavior patterns and swimming speed in a fishing boat gateway using an acoustic camera system. This method was employed due to difficulties, linked to high turbidity, of using only underwater optical systems for monitoring fish migrating to brackish water. Results showed that fish length distribution showed high correlation between haul sampling and an automatic counting algorithm supported by the DIDSON software program. These results will help to maximize the effects of fish run management by increasing understanding of the amount of major fish species migrating in relation to durable water levels.

22.9kV 배전선로와 병행하는 가스배관의 유도성 유도전압 해석 (Analysis of the induced voltage on the GAS pipelines buried in parallel with 22.9kV distribution line)

  • 이현구;하태현;배정효;김대경
    • 대한전기학회:학술대회논문집
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    • 대한전기학회 2002년도 하계학술대회 논문집 A
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    • pp.130-132
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    • 2002
  • Because of the continuous growth of energy consumption and also the tendency to site power lines and pipelines along the same route, the close proximity of power lines and buried metallic pipelines has become more and more frequent. Therefore there has been and still is a slowing concern about possible hazards resulting from the influence of power lines on metallic pipelines. Underground pipelines that run parallel to or in close proximity to power lines are subjected to induced voltages caused by the time-varying magnetic fields produced by the power line currents. The induced electro- motive force cause currents circulation in the pipeline and voltages between the pipeline and surrounding earth. This paper analyzes the induced voltage on the gas pipelines buried in parallel with 22.9kV distribution lines. Their magnitude depends on the length of parallelism and on the distance between distribution lines and pipeline.

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비정규분포공정에서 메디안특수관리도 통용모형설정에 관한 실증적 연구(요약) (Median Control Chart for Nonnormally Distributed Processes)

  • 신용백
    • 산업경영시스템학회지
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    • 제10권16호
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    • pp.101-106
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    • 1987
  • Statistical control charts are useful tools to monitor and control the manufacturing processes and are widely used in most Korean industries. Many Korean companies, however, do not always obtain desired results from the traditional control charts by Shewhart such as the $\bar{X}$-chart, $\bar{X}$-chart, $\bar{X}$-chart, etc. This is partly because the quality charterstics of the process are not distributed normally but are skewed due to the intermittent production, small lot size, etc. In Shewhart $\bar{X}$-chart. which is the most widely used one in Kora, such skewed distributions make the plots to be inclined below or above the central line or outside the control limits although no assignable causes can be found. To overcome such shortcomings in nonnormally distributed processes, a distribution-free type of confidence interval can be used, which should be based on order statistics. This thesis is concerned with the design of control chart based on a sample median which is easy to use in practical situation and therefore properties for nonnormal distributions may be easily analyzed. Control limits and central lines are given for the more famous nonnormal distributions, such as Gamma, Beta, Lognormal, Weibull, Pareto, Truncated-normal distributions. Robustness of the proposed median control chart is compared with that of the $\bar{X}$-chart; the former tends to be superior to the latter as the probability distribution of the process becomes more skewed. The average run length to detect the assignable cause is also compared when the process has a Normal or a Gamma distribution for which the properties of X are easy to verify, the proposed chart is slightly worse than the $\bar{X}$-chart for the normally distributed product but much better for Gamma-distributed products. Average Run Lengths of the other distributions are also computed. To use the proposed control chart, the probability distribution of the process should be known or estimated. If it is not possible, the results of comparison of the robustness force us to use the proposed median control chart based oh a normal distribution. To estimate the distribution of the process, Sturge's formula is used to graph the histogram and the method of probability plotting, $\chi$$^2$-goodness of fit test and Kolmogorov-Smirnov test, are discussed with real case examples. A comparison of the proposed median chart and the $\bar{X}$ chart was also performed with these examples and the median chart turned out to be superior to the $\bar{X}$-chart.

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비정규분포공정에서 매디안특수관리도의 모형설계와 적용연구 (Median Control Chart for Nonnormally Distributed Processes)

  • 신용백
    • 기술사
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    • 제20권3호
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    • pp.15-25
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    • 1987
  • Statistical control charts are useful tools to monitor and control the manufacturing processes and are widely used in most Korean industries. Many Korean companies, however, do not always obtain desired results from the traditional control charts by Shewhart such as the X-chart, X-chart, X-chart, etc. This is partly because the quality charterstics of the process are not distributed normally but are skewed due to the intermittent production, small lot size, etc. In Shewhart X-chart, which is the most widely used one in Korea, such skewed distributions make the plots to be inclined below or above the central line or outside the control limits although no assignable causes can be found. To overcome such shortcomings in nonnormally distributed processes, a distribution-free type of confidence interval can be used, which should be based on order statistics. This thesis is concerned with the design of control chart based on a sample median which is easy to use in practical situation and therefore properties for nonnormal distributions may be easily analyzed. Control limits and central lines are given for tile more famous nonnormal distributions, such as Gamma, Beta, Lognormal, Weibull, Pareto, Truncated-normal distributions. Robustness of the proposed median control chart is compared with that of the X-chart, the former tends to be superior to the latter as the probability distribution of the process becomes more skewed. The average run length to detect the assignable cause is also compared when the process has a Normal or a Gamma distribution for which the properties of X are easy to verify, the proposed chart is slightly worse than the X-chart for the normally distributed product but much better for Gamma-distributed products. Average Run Lengths of the other distributions are also computed. To use the proposed control chart, the probability distribution of the process should be known or estimated. If it is not possible, the results of comparison of the robustness force us to use the proposed median control chart based on a normal distribution. To estimate the distribution of the process, Sturge's formula is used to graph the histogram and the method of probability plotting, $X^2$-goodness of fit test and Kolmogorov-Smirnov test, are discussed with real case examples. A comparison of the propose4 median chart and the X chart was also performed with these examples and the median chart turned out to be superior to the X-chart.

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누적합 관리도에 대한 새로운 성능 평가 기준 (A New Performance Criterion for Cusum Control Chart)

  • 이윤동;안병진
    • 품질경영학회지
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    • 제33권4호
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    • pp.96-102
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    • 2005
  • Cusum control chart is an efficient method to detect the change of process status. Many variants of cusum have considered, and the effects of design parameters have reviewed. To find the best cusum out of variants and to decide the best values of the design parameters, we need a criterion measuring the performance of the cusum control chart. People used and suggested several criterions which appear to be similar, but those have quite different properties. In this paper we review the properties of performance measure of cusum and its variants. Our goal is to provide fair and impartial criterion for comparison of cusums when the decision boundaries of the cusums are much different each other. We comparatively tested newly suggested measure and traditional measure with the examples of cumulative scored chart as a special case of cusum chart.

A Note on the Robustness of the X Chart to Non-Normality

  • Lee, Sung-Im
    • Communications for Statistical Applications and Methods
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    • 제19권5호
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    • pp.685-696
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    • 2012
  • These days the interest of quality leads to the necessity of control charts for monitoring the process in various fields of practical applications. The $\overline{X}$ chart is one of the most widely used tools for quality control that also performs well under the normality of quality characteristics. However, quality characteristics tend to have nonnormal properties in real applications. Numerous recent studies have tried to find and explore the performance of $\overline{X}$ chart due to non-normality; however previous studies numerically examined the effects of non-normality and did not provide any theoretical justification. Moreover, numerical studies are restricted to specific type of distributions such as Burr or gamma distribution that are known to be flexible but can hardly replace other general distributions. In this paper, we approximate the false alarm rate(FAR) of the $\overline{X}$ chart using the Edgeworth expansion up to 1/n-order with the fourth cumulant. This allows us to examine the theoretical effects of nonnormality, as measured by the skewness and kurtosis, on $\overline{X}$ chart. In addition, we investigate the effect of skewness and kurtosis on $\overline{X}$ chart in numerical studies. We use a skewed-normal distribution with a skew parameter to comprehensively investigate the effect of skewness.

카즈분포족에 대한 누적합 관리도 (CUSUM control chart for Katz family of distributions)

  • 조교영
    • Journal of the Korean Data and Information Science Society
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    • 제22권1호
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    • pp.29-35
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    • 2011
  • 결점수를 모니터링하기 위한 통계적 공정관리는 생산공정에 널리 사용된다. 결점 수를 모니터링 하는데는 c-관리도가 사용된다. 전통적인 c-관리도는 표본에서 결점의 발생은 포아송분포를 따른다는 가정 하에서 만들어진다. 포아송분포에 대한 가정이 맞지 않을 때에는 X-관리도가 사용될 수 있다. 누적합 관리도는 공정의 작은 변화를 찾는데 유용한 것으로 알려져 있다. 본 논문에서는 다양한 Katz 분포족으로부터 생성된 계수자료에 대하여 3시그마 X-관리도와 누적합 관리도의 효율을 평균런의길이에 근거하여 비교 한다. 즉, 자료가 어떤 분포로부터 생성되었는지 알 수 없을 때, X-관리도와 누적합 관리도를 비교하는 것이다.