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Monitoring of mean for asymmetric distributions

Identyfikatory
Warianty tytułu
PL
Karty kontrolne dla cech asymetrycznych
Języki publikacji
EN
Abstrakty
EN
The subject of consideration will be control charts for the mean of the Rayleigh distribution. Starting from various interval estimators of the mean of this distribution, the possibilities of adapting the constructed algorithms to monitor the indicated behaviors of the observed feature will be shown. We also pay attention to potential computational difficulties and indicate ways to mitigate them. The proposed solution is part of the recent work on monitoring asymmetric random values. Controlling a process that exhibits asymmetry is a more difficult task than monitoring symmetric features (v. Figueiredo & Gomes (2013) ). The potential applications are to construct a chart to control the pulse which is definitely an asymmetrical process. Three control charts were constructed: to monitor average and grand mean of Rayleigh distribution and grand mean based on its approximation by the Gaussian distribution.
PL
Rozważane będą modele matematyczne, w których zmiana parametru jest przedmiotem badań statystycznych. Specjalizowanym narzędziem do tego celu są karty kontrolne. Celem pracy jest konstrukcja kart kontrolnych do badania zmian parametru rozkładu obserwowanej cechy w oparciu o dokładne rozkłady różnych estymatorów parametrów kontrolowanych wielkości i ich porównanie.
Rocznik
Strony
59--75
Opis fizyczny
Bibliogr. 23 poz., fot., wykr.
Twórcy
autor
  • Wrocław University of Science and Technology, Faculty of Pure and Applied Mathematics, Wybrzeże Wyspiańskiego 27, Wrocław 50-370, Poland
  • Wrocław University of Science and Technology, Faculty of Pure and Applied Mathematics, Wybrzeże Wyspiańskiego 27, Wrocław 50-370, Poland
Bibliografia
  • [1] Ali, Sajid and Riaz, Muhammad. Cumulative quantity control chart for the mixture of inverse Rayleigh process. Computers & Industrial Engineering, 73: 11-20, 2014. ISSN 0360-8352. doi: 10.1016/j.cie.2014.03.021. Cited on p. 65.
  • [2] S. Alia, M. Aslamb, and S. M. A. Kazmic. A study of the effect of the loss function on Bayes Estimate, posterior risk and hazard function for Lindley distribution. Applied Mathematical Modelling, 37 (8): 6068-6078, 2013. Cited on p. 63.
  • [3] P. J. Bickel and K. A. Doksum. Mathematical statistics. Basic ideas and selected topics., volume I of Chapman Hall/CRC Texts Stat. Sci. Ser. Boca Raton, FL: CRC Press, 2nd ed. edition, 2015. ISBN 978-1-4987-2380-0/book+ebook. Zbl 1380.62002; The first edition was issued in 1976. Cited on p. 60.
  • [4] A. C. Cohen and B. J. Whitten. Estimation in the three-parameter lognormal distribution. J. Amer. Statist. Assoc., 75 (370): 399-404, 1980. ISSN 0003-1291. URL http://links.jstor.org/sici?sici=0162-1459(198006)75:370<399:EITTLD>2.0.CO;2-3&origin=MSN. MR 577372. Cited on p. 67.
  • [5] A. C. Cohen and B. J. Whitten. Modified moment and maximum likelihood estimators for parameters of the three-parameter gamma distribution. Comm. Statist. B-Simulation Comput., 11 (2): 197-216, 1982. ISSN 0361-0928. MR 649962. Cited on p. 67.
  • [6] A. Czarski. Przegląd normy PN-ISO oraz ISO dotyczących kart kontrolnych [online]. Dostępny w Internecie: https://tqmsoft.com/pl/qnowhow/2017-06-08/przeglad-normy-pniso-oraz-iso-dotyczacych-kart-kontrolnych, 2017. Cited on p. 59.
  • [7] K. Derya and H. Canan. Control charts for skewed distributions:Weibull, gamma, and lognormal. Metodološki zvezki, 9 (2): 95-106, 2012. ISSN 1854-0023. pdf. Cited on p. 60.
  • [8] A. Figueiredo and F. Figueiredo. Monitoring the process variability using STATIS. In Proceedings of COMPSTAT 2014-21st International Conference on Computational Statistics, pages 443-450. Internat. Statist. Inst., The Hague, 2014. MR 3372423. No cited.
  • [9] H. Jasiulewicz. Teoria zaufania. Modele aktuarialne. Wyd. AE, Wrocław., 2005. http://www.oka.ue.wroc.pl/2010/JasiulewiczH.pdf: access: 31.12.2017. Cited on p. 62.
  • [10] H. Jasiulewicz and W. Kordecki. Składki zaufania z zastosowaniem niesymetrycznych funkcji strat. In W. Ostasiewicz, editor, Zagadnienia aktuarialne – teoria i praktyka, pages 101-107. Wydawnictwo Naukowe Uniwersytetu Ekonomicznego, Wrocław, 2011. Cited on p. 62.
  • [11] A. Kamińska and Z. Porosiński. On robust bayesian estimation under some asymmetric and bounded loss function. Statistics, 43 (3): 253-265, 2009. ISSN 0233-1888. doi: 10.1080/02331880802264318. MR 2535730. Cited on pp. 61, 62, and 63.
  • [12] B. Kan and B. Yazici. The individuals control chart in case of nonnormality. Journal of Modern Applied Statistical Methods, 5 (2): 542-550, 2005. doi: 10.22237/jmasm/1162355220. Cited on p. 60.
  • [13] H. Katuomi. Rayleigh distribution. In Wiley StatsRef: Statistics Reference Online. American Cancer Society, 2014. ISBN 9781118445112. doi: 10.1002/9781118445112.stat01131. All Encyclopidia is available [Online] from doi: 10.1002/9781118445112. Access: 29 September 2014. Cited on p. 60.
  • [14] Y. Kimura, K. Okamura, T. Watanabe, N. Yaegashi, S. Uehara, and A. Yajima. Time-frequency analysis of fetal heartbeat fluctuation using wavelet transform. Amer. J. Physiology – Heart and Circulatory Phys., 275 (6): H1993-H1999, 1998. ISSN 0363-6135; 1522-1539(e). Cited on pp. 60 and 71.
  • [15] S. Knoth. The art of evaluating monitoring schemes — how to measure the performance of control charts? In H.-J. Lenz and P.-T. Wilrich, editors, Frontiers in Statistical Quality Control 8, pages 74-99. Physica-Verlag HD, Heidelberg, 2006. ISBN 978-3-7908-1687-7. doi: 10.1007/3-7908-1687-6_5. Cited on pp. 60 and 65.
  • [16] D. C. Montgomery. Introduction to Statistical Quality Control. John Wiley & Sons, Inc., Hoboken, NJ, sixth edition, 2009. ISBN 978-0-470-16992-6. Cited on pp. 66 and 67.
  • [17] W. A. Shewhart. Economic Control of Quality of Manufactured Product. The Bell Telephon Laboratories Series. D. Van Nostrand Co., Inc., New York, 1931. OCLC 1045408. Cited on p. 59.
  • [18] W. A. Shewhart and W. E. Deming. Statistical method from the viewpoint of quality control. The Graduate School, Department of Agriculture, Washington, D.C., 1939. Zbl 65.1350.07. Cited on p. 59.
  • [19] Shmiel, O. and Shmiel, T. and Dagan, Y. and Teicher, M. Processing of Multichannel Recordings for Data-Mining Algorithms. IEEE Transections on Biomedical Engineering, 54 (3): 444-453, 2007. doi: 10.1109/TBME.2006.888826. Cited on p. 71.
  • [20] A. A. Soliman. Comparison of LINEX and quadratic Bayes estimators for the Rayleigh distribution. Commun. Stat., Theory Methods, 29 (1): 95-107, 2000. ISSN 0361-0926; 1532-415X/e. doi: 10.1080/03610920008832471. Zbl 0956.62022. Cited on pp. 60 and 63.
  • [21] M. Towhidi and J. Behboodian. Minimax estimation of a bounded parameter under some bounded loss functions. Far East J. Theor. Stat., 6 (1): 39-48, 2002. ISSN 0972-0863. MR 1923237. Cited on p. 62.
  • [22] H. Varian. A Bayesian approach to real estate assessment. In Studies in Bayesian Econometric and Statistics in honor of Leonard J. Savage, pages 195-208. North Holland, Amsterdam, 1975. Cited on p. 61.
  • [23] A. Zellner. Bayesian estimation and prediction using asymmetric loss functions. J. Am. Stat. Assoc., 81: 446-451, 1986. ISSN 0162-1459; 1537-274X/e. doi: 10.2307/2289234. Zbl 0603.62037. Cited on pp. 62 and 63.
Uwagi
Opracowanie rekordu w ramach umowy 509/P-DUN/2018 ze środków MNiSW przeznaczonych na działalność upowszechniającą naukę (2018).
Typ dokumentu
Bibliografia
Identyfikator YADDA
bwmeta1.element.baztech-18c9ed53-87e1-443f-82b7-0082b01393e9
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