• 제목/요약/키워드: Probability chart

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붓스트랩 방법을 이용한 로버스트 관리도 (Robust Control Chart using Bootstrap Method)

  • 송서일;조영찬;박현규
    • 산업경영시스템학회지
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    • 제26권3호
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    • pp.39-49
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    • 2003
  • Statistical process cintrol is intended to assist operators of a stable system in monitoring whether a change has occurred in the process, and it uses several control charts as main tools. In design and use of control chart, it is rational that probability of false alarm is minimized in stable process and probability of detecting shifts is maximized in out-of-control. In this study, we establish bootstrap control limits for robust M-estimator chart by applying the bootstrap method, called resampling, which could not demand assumptions about pre-distribution when the process is skewed and/or the normality assumption is doubt. The results obtained in this study are summarized as follows : bootstrap M-estimator control chart is developed for applying bootstrap method to M-estimator chart, which is more robust to keep ARL when process contain contaminate quality characteristic.

국내 중소규모 흙댐의 지진 시 파괴확률 산정 도표 제안 (A Proposal of Seismic Failure Probability Estimation Chart of the Korean Small and Medium Sized Earthfill Dams)

  • 하익수;이수권;김남룡;임정열
    • 한국지반환경공학회 논문집
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    • 제18권3호
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    • pp.31-38
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    • 2017
  • 본 연구의 목적은 지반공학적 물성정보가 거의 없는 국내 중소규모 댐의 지진 시 파괴확률을 간편하게 산정할 수 있는 도표를 제시하는 것이다. 기존의 댐의 지진 시 파괴확률을 산정하는 방법 및 절차를 검토하여, 댐의 지반공학적 물성정보와는 상관없이 지진 시 파괴확률이 '0'이 되는 지진파괴확률 영곡선을 댐높이-여유고율 평면에서 쌍곡선의 형태로 결정하였다. 국내 중소규모 댐들의 댐높이-여유고율 분포형태가 지진파괴확률 영곡선과 같이 쌍곡선의 형태를 이루는 것을 확인하여, 다수의 등파괴확률 곡선(seismic failure probability contour)이 댐높이-여유고율 평면에서 일정한 간격의 다수의 쌍곡선들로 표시되는 지진파괴확률 산정 도표를 작성하였다. 작성된 도표는 비교적 관리가 잘 되고, 지반공학적인 정보를 충분히 가진 2개의 중소규모 댐들의 지진 시 파괴 확률 산정에 적용하여, 기존 절차와 방법으로 산정된 결과와 비교하여 적용 타당성을 확인하였다. 향후, 제안된 도표는 중소규모댐의 지진대비 보수보강의 투자 우선순위 등을 고려할 때 유용하게 활용될 수 있을 것으로 기대된다.

A CUSUM Chart Based on Log Probability Ratio Statistic

  • Park, Chang-Soon;Kim, Byung-Chun
    • Journal of the Korean Statistical Society
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    • 제19권2호
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    • pp.160-170
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    • 1990
  • A new approximation method is proposed for the ARL of CUSUM chart which is based on the log probability ratio statistic. This method uses the condition of before-stopping time to derive the expectation of excess over boundaries. The proposed method is compared to some other approximation methods in normal and exponential cases.

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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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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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u 관리도에서 단위당결점수 변화 탐지 (Detection of Changes of Mean Nonconformities per Unit in the u Control Chart)

  • 장경;양문희
    • 산업경영시스템학회지
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    • 제20권43호
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    • pp.205-209
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    • 1997
  • One objective of the u control chart is to detect changes of mean nonconformities per unit occurred owing to various causes. This paper shows the detection probability using the Poisson distribution for various parameters, that is, subsample size n, mean nonconformities per unit $u_o$, and $u_o's$ change ratio k. We find that (1) as $u_o$ increases the smaller n is required for the same detection probability and the same change ratio; (2) as k gets away from 1 the smaller n is required; (3) the bigger n is required for the bigger detection probability. Several tables are given from our findings and are hoped to be used as guidelines for u chart users.

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An Analysis of the Control Limit in p-chart Applying Binomial Distribution Using Commercial Software

  • Yoo Wang-Jin;Park Won-Joo
    • 한국품질경영학회:학술대회논문집
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    • 한국품질경영학회 1998년도 The 12th Asia Quality Management Symposium* Total Quality Management for Restoring Competitiveness
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    • pp.198-207
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    • 1998
  • The p chart approximate to the normal distribution has a difficulty to analyze the process condition precisely when the negative LCL is occurred. Furthermore, the probability of Type I error increases compared with using its original binomial distribution. For a long time the p chart has been used as approximated to the normal distribution because of its easy use. However, it becomes rapid and convenient to calculate the binomial distribution through the development of computer and software, so it is strongly suggested to use the binomial distribution determining control limits to reduce the probability of Type I error. In this study, I suggest that the control limits can be designed in use of binomial distribution and they can be utilized without special software by illustrating the certain work for establishing p-chart with the commercial one(EXCEL).

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p관리도의 불량률의 변화 탐지 (Detection of Changes of the Population Fraction Nonconforming in the p Control Chart)

  • 장경;양문희
    • 품질경영학회지
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    • 제25권3호
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    • pp.74-85
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    • 1997
  • In this paper we calculate the subgroup size necessary for detecting the change of percent defective with several detection probabilities for orginal population fraction nonconforming p, changed population fraction nonconforming $p^*$, and the ratio k=$p^*$/p in the usage of p control charts. From our calculation we can know the error level of normal a, pp.oximation in detection probability calculation and recommend the subgroup size with lower error levels of normal a, pp.oximation, and then we show the reasonable subgroup size necessary for p, $p^*$, k, and the detection probability of the change of fraction nonconforming in a process. The information that we here show in tables will be useful when p control chart users decide the subgroup size in the p control chart users decide the subgroup size in the p control chart.

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Comparison of EWMA and CUSUM Charts with Variable Sampling Intervals for Monitoring Variance-Covariance Matrix

  • Chang, Duk-Joon
    • 통합자연과학논문집
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    • 제13권4호
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    • pp.152-157
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    • 2020
  • To monitor all elements simultaneously of variance-covariance matrix Σ of several correlated quality characteristics under multivariate normal process Np($\underline{\mu}$, Σ), multivariate exponentially weighted moving average (EWMA) chart and cumulative sum (CUSUM) chart are considered and compared. Numerical performances of the considered variable sampling interval (VSI) charts are evaluated using average run length (ARL), average time to signal (ATS), average number of switches (ANSW) to signal, and the probability of switch Pr(switch) between two sampling interval d1 and d2 where d1 < d2. For small or moderate changes of Σ, the performances of multivariate EWMA chart is approximately equivalent to that of multivariate CUSUM chart.

극한확률의 개념과 Median Rank를 이용한 HOQ 도표의 일관성 검정 (Consistency Check of a House of Quality Chart by Limiting Probability Concept and Median Rank)

  • 원유웅;김기영;윤덕균
    • 산업경영시스템학회지
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    • 제33권3호
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    • pp.22-29
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    • 2010
  • Six sigma has been the most influential management innovation tool in order to achieve the customer's satisfaction and keep the competition in the age of limitless competition. The success in six sigma is to find the correct CTQ (Critical to Quality). QFD (Quality function deployment) is the efficient too ever created to tie product and service design decisions directly to customer wants and needs. One of the mistakes in QFD is to analyze using an inconsistent HOQ (House of quality) chart. An inconsistent HOQ chart is one in which the information from the correlation matrix is inconsistent with that from the relationship matrix. This study presents the consistency check and inconsistency check in case of failing the consistency check. Also we propose the procedures using the Limiting Probability in correlation matrix and the Median Rank in relationship matrix in order to be consistent in HOQ chart.