| 研究生: |
吳宥群 Wu, Yu-Chun |
|---|---|
| 論文名稱: |
監控相依品質變數比之位置的EWMA管制圖 EWMA Control Chart for Monitoring Location of Ratio of Correlated Quality Variables |
| 指導教授: |
楊素芬
Yang, Su-Fen |
| 口試委員: |
楊素芬
呂明哲 葉金田 Andrei Volodin |
| 學位類別: |
碩士
Master |
| 系所名稱: |
商學院 - 統計學系 Department of Statistics |
| 論文出版年: | 2023 |
| 畢業學年度: | 111 |
| 語文別: | 英文 |
| 論文頁數: | 72 |
| 中文關鍵詞: | 變數比的位置 、二元分配管制圖 、Wilcoxon排序和檢定 、符號檢定 、核密度估計方法 |
| 外文關鍵詞: | Location of ratio, Bivariate distribution variables, Wilcoxon rank-sum test |
| 相關次數: | 點閱:165 下載:0 |
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近年來,在許多產業中,兩相依品質變數比的位置之製程監控影響產出品質,故至關重要。然而文獻上現有的研究主要集中於假設二元常態分配下兩相依變數的分配之監控。在實際應用中,我們所收集的數據往往是未知或非常態分配。因此,本研究提出了無母數和自由分配的管制圖,以在不假設特定分配的情況下監控兩相依變數比的位置。
本研究介紹了三種EWMA管制圖:一種利用Wilcoxon排序和檢定方法,另一種利用符號檢定方法,第三種則採用核密度估計方法建管制圖以監控兩相依變數比的位置。我們評估了這三種管制圖的績效並與已知多元變數分配的EWMA位置管制圖進行比較。最後,以半導體產業的數據來說明所提出的比例位置管制圖的應用。
In recent years, monitoring the location of the ratio of two correlated variables has become crucial in many industries. However, existing research on monitoring the distribution of the ratio of bivariate variables has predominantly focused on the assumption of bivariate normal variables. In practical applications, the data we collect often exhibit unknown or non-normal distributions. Hence, we propose a set of control charts, allowing us to monitor the location of the ratio of two correlated variables without assuming a specific distribution.
In this study, we introduce three EWMA control charts: one utilizing the Wilcoxon rank-sum statistic, another using the sign statistic, and the third employing the kernel density estimation method. These charts are designed to monitor the location of the ratio of two correlated variables. We evaluate the out-of-control detecting performance of the proposed charts and compare them with the exact EWMA mean charts, assuming knowledge of the distributions. Additionally, we present real data from the semiconductor industry to demonstrate the application of the proposed charts.
1. Introduction 1
2. Wilcoxon Rank-Sum Statistic Based EWMA Chart for Monitoring Location of Ratio of Bivariate Variables 5
2.1 Review the EWMA-WRS chart for monitoring univariate process location 5
2.2 Design the EWMA-WRSMR chart for monitoring location of ratio of bivariate variables based on Wilcoxon rank-sum statistic 7
2.3 The procedure to determine the control limits and average run lengths of the EWMA-WRSMR chart 9
2.4 Ratios of two specified bivariate distributions 11
2.4.1 Ratio of bivariate gamma variables 11
2.4.2 Ratio of bivariate skew normal variables 13
2.4.3 An example of ratio of bivariate distribution 15
2.5 Detection performance of the EWMA-WRSMR chart 16
3. Sign Statistic Based EWMA Chart for Monitoring Location of Ratio of Bivariate Variables 25
3.1 Review the EWMA-SN chart for monitoring univariate process location 25
3.2 Design the sign based EWMA-SNMR chart for monitoring the location of ratio of bivariate variables 26
3.3 The procedure to determine the control limits and average run lengths of the EWMA-SNMR chart 28
3.4 Detection performance of the EWMA-SNMR chart 32
4. Kernel Density Estimation Based EWMA Chart for Monitoring Location of Ratio of Bivariate Variables 37
4.1 Review the EWMA-K chart for monitoring univariate process location 37
4.2 Design the EWMA-KMR chart for monitoring location of ratio of bivariate variables based on kernel density estimation 39
4.3 The procedure to determine the control limits and average run lengths of the EWMA-KMR chart 40
4.4 Detection performance of the EWMA-KMR chart 42
5. Performance Comparison 47
5.1 Performance Comparison Among the EWMA-WRSMR, EWMA-SNMR, and EWMA-KMR charts 47
5.2 Performance Comparison with the RZ-Shewhart Chart 55
6. A Real Example 57
7. Conclusions 68
References 69
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全文公開日期 2028/07/11