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研究生: 林立偉
Lin, Li-Wei
論文名稱: 監控韋伯分佈形狀參數之EWMA 管制圖
An EWMA Chart for Monitoring the Shape Parameter of Weibull Distribution
指導教授: 黃榮臣
Huwang, Long-cheen
口試委員: 樊采虹
黃郁芬
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: 2018
畢業學年度: 106
語文別: 中文
論文頁數: 56
中文關鍵詞: 韋伯分佈EWMA管制圖變動抽樣區間
外文關鍵詞: Weibull distribution, EWMA control chart, variable sampling interval
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  • 在監控產品的壽命資料時,我們常以韋伯分佈來描述其失效時間。在現有的文
    獻中,有許多研究如何監控韋伯分佈參數的各種管制圖,本文主要的貢獻是
    當壽命資料可以用韋伯分佈描述時,提出一種新的管制圖對形狀參數進行監
    控。我們利用一個現有的舒華特管制圖的監控統計量,將其推展建立一種新的
    EWMA 管制圖,並用統計模擬的方式來評估我們所提出的管制圖在監控效率上
    的表現,並且更進一步地提出變動抽樣區間的管制圖。同時我們也討論當製程
    發生改變時,如何來估計製程的改變點。最後我們舉了一個碳纖維拉扯強度的
    資料來說明在實際上如何運用與執行我們所提出的管制圖。


    When monitoring the lifetime data of the products, we often use Weibull distribution to represent the failure time. In the literature, there are many studies on charting schemes which monitor the parameters of Weibull distribution. The main contribution of this article is to propose a new EWMA control chart to monitor the shape parameter when the lifetime data can be described by the Weibull distribution. We use monitoring statistics of an existing Shewhart-type control chart to develop to an EWMA control chart for monitoring the shape parameter of Weibull distribution. Simulation performance of the proposed chart is provided to evaluate the monitoring efficiency. Further, we propose an EWMA control chart with varible sampling intervals. At the same time, we also discuss how to estimate the process change point when the process has been out of control. Finally, we use a real-data example from a breaking strength of carbon fiber process to demonstrate the applicability of the proposed control scheme.

    第一章􁆣論1 1.1 管制圖的簡介. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1 1.2 研究目的與動機. . . . . . . . . . . . . . . . . . . . . . . . . . . . . 2 第二章韋伯分佈形狀參數的監控4 2.1 文獻回顧. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 4 2.1.1 R EWMA 管制圖. . . . . . . . . . . . . . . . . . . . . . . . 5 2.1.2 B EWMA 管制圖. . . . . . . . . . . . . . . . . . . . . . . . 6 2.2 監控形狀參數的chi-EWMA 管制圖. . . . . . . . . . . . . . . . . . 7 2.2.1 固定抽樣區間管制圖. . . . . . . . . . . . . . . . . . . . . . 9 2.2.2 變動抽樣區間管制圖. . . . . . . . . . . . . . . . . . . . . . 10 2.3 改變點的估計方法. . . . . . . . . . . . . . . . . . . . . . . . . . . 11 第三章管制圖的比較13 3.1 管制界限與警戒界限. . . . . . . . . . . . . . . . . . . . . . . . . . 13 3.1.1 管制界限. . . . . . . . . . . . . . . . . . . . . . . . . . . . 13 3.1.2 警戒界限. . . . . . . . . . . . . . . . . . . . . . . . . . . . 15 3.2 管制圖效率比較. . . . . . . . . . . . . . . . . . . . . . . . . . . . . 16 3.3 改變點估計準確率比較. . . . . . . . . . . . . . . . . . . . . . . . . 19 第四章實例分析21 第五章結論與後續研究24 參考文獻26 附表與附圖28

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