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題名 A New Approach for Monitoring Process Variance
作者 楊素芬
Yang, SF;Arnold, BC
貢獻者 統計系
關鍵詞 Variance chart; process variance; binomial distribution; skewed distribution; average run length
日期 2015-12
上傳時間 24-Feb-2016 16:43:25 (UTC+8)
摘要 Control charts are effective tools for signal detection in both manufacturing processes and service processes. Much service data come from a process with variables having non-normal or unknown distributions. The commonly used Shewhart variable control charts, which depend heavily on the normality assumption, should not be properly used in such circumstances. In this paper, we propose a new variance chart based on a simple statistic to monitor process variance shifts. We explore the sampling properties of the new monitoring statistic and calculate the average run lengths (ARLs) of the proposed variance chart. Furthermore, an arcsine transformed exponentially weighted moving average (EWMA) chart is proposed because the ARLs of this modified chart are more intuitive and reasonable than those of the variance chart. We compare the out-of-control variance detection performance of the proposed variance chart with that of the non-parametric Mood variance (NP-M) chart with runs rules, developed by Zombade and Ghute [Nonparametric control chart for variability using runs rules. Experiment. 2014;24(4):1683–1691], and the nonparametric likelihood ratio-based distribution-free exponential weighted moving average (NLE) chart and the combination of traditional exponential weighted moving average (EWMA) mean and EWMA variance (CEW) control chart proposed by Zou and Tsung [Likelihood ratio-based distribution-free EWMA control charts. J Qual Technol. 2010;42(2):174–196] by considering cases in which the critical quality characteristic has a normal, a double exponential or a uniform distribution. Comparison results showed that the proposed chart performs better than the NP-M with runs rules, and the NLE and CEW control charts. A numerical example of service times with a right-skewed distribution from a service system of a bank branch in Taiwan is used to illustrate the application of the proposed variance chart and of the arcsine transformed EWMA chart and to compare them with three existing variance (or standard deviation) charts. The proposed charts show better detection performance than those three existing variance charts in monitoring and detecting shifts in the process variance.
關聯 Journal of Statistical Computing and Simulation,
資料類型 article
DOI http://dx.doi.org/10.1080/00949655.2015.1125901
dc.contributor 統計系
dc.creator (作者) 楊素芬zh_TW
dc.creator (作者) Yang, SF;Arnold, BC
dc.date (日期) 2015-12
dc.date.accessioned 24-Feb-2016 16:43:25 (UTC+8)-
dc.date.available 24-Feb-2016 16:43:25 (UTC+8)-
dc.date.issued (上傳時間) 24-Feb-2016 16:43:25 (UTC+8)-
dc.identifier.uri (URI) http://nccur.lib.nccu.edu.tw/handle/140.119/81385-
dc.description.abstract (摘要) Control charts are effective tools for signal detection in both manufacturing processes and service processes. Much service data come from a process with variables having non-normal or unknown distributions. The commonly used Shewhart variable control charts, which depend heavily on the normality assumption, should not be properly used in such circumstances. In this paper, we propose a new variance chart based on a simple statistic to monitor process variance shifts. We explore the sampling properties of the new monitoring statistic and calculate the average run lengths (ARLs) of the proposed variance chart. Furthermore, an arcsine transformed exponentially weighted moving average (EWMA) chart is proposed because the ARLs of this modified chart are more intuitive and reasonable than those of the variance chart. We compare the out-of-control variance detection performance of the proposed variance chart with that of the non-parametric Mood variance (NP-M) chart with runs rules, developed by Zombade and Ghute [Nonparametric control chart for variability using runs rules. Experiment. 2014;24(4):1683–1691], and the nonparametric likelihood ratio-based distribution-free exponential weighted moving average (NLE) chart and the combination of traditional exponential weighted moving average (EWMA) mean and EWMA variance (CEW) control chart proposed by Zou and Tsung [Likelihood ratio-based distribution-free EWMA control charts. J Qual Technol. 2010;42(2):174–196] by considering cases in which the critical quality characteristic has a normal, a double exponential or a uniform distribution. Comparison results showed that the proposed chart performs better than the NP-M with runs rules, and the NLE and CEW control charts. A numerical example of service times with a right-skewed distribution from a service system of a bank branch in Taiwan is used to illustrate the application of the proposed variance chart and of the arcsine transformed EWMA chart and to compare them with three existing variance (or standard deviation) charts. The proposed charts show better detection performance than those three existing variance charts in monitoring and detecting shifts in the process variance.
dc.format.extent 147 bytes-
dc.format.mimetype text/html-
dc.relation (關聯) Journal of Statistical Computing and Simulation,
dc.subject (關鍵詞) Variance chart; process variance; binomial distribution; skewed distribution; average run length
dc.title (題名) A New Approach for Monitoring Process Variance
dc.type (資料類型) article
dc.identifier.doi (DOI) 10.1080/00949655.2015.1125901
dc.doi.uri (DOI) http://dx.doi.org/10.1080/00949655.2015.1125901