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研究生: 沈政哲
Shen, Cheng-Che
論文名稱: 隨機誤差為厚尾分佈時一般線性輪廓的監控
Monitoring General Linear Profile When the Random Errors Have Heavy-Tailed Distribution
指導教授: 黃榮臣
口試委員: 洪志真
吳建瑋
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: 2011
畢業學年度: 99
語文別: 中文
論文頁數: 59
中文關鍵詞: 輪廓監控指數加權移動平均管制圖迴歸分位截修
外文關鍵詞: profile monitoring, EWMA, regression quantile, trimmed
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  • 在許多實際的製程裡,產品或製程的品質特性是由一反應變數和一個或多個解釋變數的函數關係來界定,這種反應變數和解釋變數之間的關係稱為輪廓,而其資料形式被稱為輪廓的數據。文獻上在針對一般線性輪廓做監控時,大部分都是假設隨機誤差服從常態分佈,但如果隨機誤差的分佈為厚尾分佈時,例如混合常態分佈,這樣最小平方估計量就不是有效的估計量。為了解決這個問題,我們提出利用截修資料的方式來得到穩健統計量,接著再由此統計量來建構監控輪廓製程的管制圖。此外,我們比較提出的管制圖與文獻上的管制圖的監控效力。最後,我們以一個實例來闡述我們所提出的管制圖是如何操作使用。


    第一章 緒論 1.1 前言 1.2 輪廓的監控 1.3 研究動機與目的 第二章 厚尾分佈的迴歸模型 2.1 模型的假設 2.2 參數的估計 2.3 管制圖的建構 2.3.1 係數參數的監控 2.3.2 係數參數和變異數的同時監控 第三章 管制圖的表現 3.1 管制圖的比較準則 3.2 模擬設定 3.2.1 係數參數的監控 3.2.2 係數參數和變異數的同時監控 3.3 管制圖偵測能力的比較 3.3.1 係數參數做監控 3.3.2 係數參數和變異數的同時監控 3.4 實例的應用 第四章 結論與未來研究 參考文獻 附表

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