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研究生: 陳俊宇
論文名稱: 使用逐次概率比檢定的製程管制法
Statistical Process Control via the Sequential Probability Ratio Test
指導教授: 許文郁
口試委員: 陳鄰安
洪慧念
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: 2013
畢業學年度: 101
語文別: 中文
論文頁數: 26
中文關鍵詞: EWMA管制圖SPRT
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  • EWMA(Exponentially Weighted Moving Average)管制圖(control chart)在統計製程管制(statistical process control)上是目前最好的檢測方法,但是當誤差量小的時候,其效率並沒有很好。本文利用逐次概率比檢定(Sequential Probability Ratio Test)的最佳性質,將所有觀測值透過函數轉換以及累加所得,作為檢定統計量,當此統計量超出一設定界線時判定為製程失控(out of control)。期望此方法在小的誤差量中會比EWMA管制圖表現地更好,透過模擬及比較後,發現此方法在小的誤差量中確實會比EWMA管制圖有效率,而且效率是非常顯著的。本文最後討論轉換函數的參數值該如何選取,使得皆可適用於各種不同的情況。


    一、前言 1 1.動機.................................................1 2.文獻回顧..............................................1 3.章節概要..............................................4 二、背景知識 5 1.逐次概率比檢定.........................................5 2.E_i (N)的近似.........................................6 3.Random Walk下的E(N)...................................7 4.Normal下的E(N)........................................8 三、模型 11 四、模擬及驗證 15 五、參數值最佳化設定 18 六、與EWMA管制圖的比較 20 附錄 21 參考文獻 25

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