首页> 外文期刊>International Journal of Agricultural and Statistical Sciences >SENSITIVITY OF SHEWHART-TYPE /^CHART TO THE DEPARTURE FROM ASSUMED EXPONENTIAL DISTRIBUTION
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SENSITIVITY OF SHEWHART-TYPE /^CHART TO THE DEPARTURE FROM ASSUMED EXPONENTIAL DISTRIBUTION

机译:Shewhart-Type / ^图表偏离假定指数分布的敏感性

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摘要

Time-between-events (TBE) Shewhart-type control charts are widely used in monitoring high-yield processes, where the defect rate is low as an alternative of conventional charts such as /7-chart, c-chart and a-chart. In general, the TBE charts assume that the times between two consecutive nonconforming items follow an exponential distribution. However, in practice, the departure from exponential distribution may occur which can be quantified in terms of shift sizes in coefficient of skewness of the exponential distribution. The study aims to investigate the performance of Shewhart-type t -chart when the shape (skewness) of the original distribution of TBE is different from the shape (skewness) of the exponential distribution. For this, we consider gamma and Weibull distributions because the shapes of these distributions for some parametric values are almost similar to the shape of exponential distribution and hence, these distributions can be misspecified as, exponential distribution. The performance study reveals that when the actual distribution deviates from assumed exponential distribution, the M;hart is non-robust except for small shift sizes of the coefficient of skewness.
机译:事件之间的时间间(TBE)削弱型控制图广泛用于监测高产过程,其中缺陷率低至传统图表,例如/ 7-图,C-CHART和A图表。通常,TBE图表假设两个连续的不合格项目之间的时间遵循指数分布。然而,在实践中,可能发生从指数分布的偏离,其可以在指数分布的偏差系数中的换档尺寸方面进行量化。该研究旨在研究诸如TBE原始分布的形状(歪斜)与指数分布的形状(歪斜)不同的形状(歪斜)的性能。为此,我们考虑Gamma和Weibull分布,因为某些参数值的这些分布的形状几乎类似于指数分布的形状,因此,这些分布可以被遗漏为指数分布。性能研究表明,当实际分布偏离假定的指数分布时,M; HART是非鲁棒的,但除了偏移系数的小换档尺寸之外。

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