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研究生: 王藝華
Yi -Hua Wang
論文名稱: 運用動態抽樣於CUSUM管制圖的經濟設計
ECONOMIC DESIGN OF CUSUM CHART WITH VARIABLE SAMPLING
指導教授: 唐正
Jen Tang
口試委員:
學位類別: 碩士
Master
系所名稱: 理學院 - 統計學研究所
Institute of Statistics
論文出版年: 2003
畢業學年度: 91
語文別: 英文
論文頁數: 38
中文關鍵詞: 動態管制圖貝氏方法平均成本微分方程式
外文關鍵詞: Dynamic control chart, Bayesian approach, Average cost, Differential equation
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  • 近年來,品質在所多產品上扮演一個重要且必要的角色,而統計製程管制(SPC)為監控品質最重要的統計工具之一,因此SPC中的管制圖也被廣泛的應用在品質管制上。如果管制圖中的三個管制參數(抽樣的樣本數、抽樣間隔和管制界線係數)至少有一個在製程監視過程是變動的,此種管制圖便屬於動態管制圖的範疇。隨著電腦科技的進步,有越來越多的學者投入研究動態管制圖,並且發現動態管制圖大部分都表現的比其相對的靜態管制圖來的好。
    本文中,我們使用CUSUM管制圖並使用貝氏(Bayesian)的方法去最小化每單位時間平均成本的動態抽樣策略,而我們所採取的動態抽樣策略是根據系統會變成管制外事前機率的大小來考慮下一時刻是否要進行抽樣。我們將會展示如何藉由考慮其修理費用、抽樣費用及品質的損失的費用去找到最佳的決策:「何時應該要繼續製程但不抽樣」、「何時該繼續製程且抽樣」以及「何時又該停止製程」。最後,我們將會舉一個例子說明如何使用我們所提出之方法。


    Recently, quality plays an important and necessary role in many products. The most important statistical tool for quality control in manufacturing is the statistical process control (SPC), so control charts are used widely. A control chart is called dynamic if at least one of the three chart parameters, namely, sample size, sampling interval, and locations of control limits, are allowed to change in progress. Because the improvement in computers, more and more researchers study dynamic charts, and find they normally perform better than the corresponding static charts.
    In this paper, we consider the sampling scheme for the cumulative sum control chart using a Bayesian approach in minimizing the average cost per unit time. It gives a dynamic system in which inspection frequency is allowed to vary according to the prior probability that the system will be out of control when producing the next item. We will show how to obtain the optimal solutions, in which one decides when to keep producing without inspection, when to keep producing with inspection, and when to stop the process by considering the trade-off between repair costs, inspection costs, and the quality cost. An example is given to illustrate the proposed procedure.

    Section 1 Introduction 1 Section 2 The CUSUM statistic and its continuous-time approximation 8 Section 3 Formulation of the minimal cost rule 10 Section 4 The optimal decision rule 14 Section 5 An example 19 Section 6 Conclusions 21 References 23 Appendix A 26 Appendix B 30 Appendix C 33 Appendix D 35 Appendix E 37

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