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研究生:林姿吟
研究生(外文):Tzu-Yin Lin
論文名稱:利用概似比方法之類別資料的經驗貝氏製程監控技術
論文名稱(外文):An Empirical Bayes Process Monitoring Technique for Categorical Data Utilizing the Likelihood Ratio Method
指導教授:陳志榮陳志榮引用關係洪志真洪志真引用關係
指導教授(外文):Chih-Rung ChenJyh-Jen H. Shiau
學位類別:碩士
校院名稱:國立交通大學
系所名稱:統計學研究所
學門:數學及統計學門
學類:統計學類
論文種類:學術論文
論文出版年:2004
畢業學年度:92
語文別:英文
論文頁數:38
中文關鍵詞:Empirical BayesProcess monitoringCategorical dataNormal-binomialNormal-multinomialLikelihood ratioControl chartQuality control
外文關鍵詞:經驗貝式製程監控類別資料常態-二項式常態-多項式概似比管制圖品質管制
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本篇論文的目的是對於製程中的類別資料利用概似比的方法發展一個經驗貝氏。假設常態二項式或多項式模型,我們首先探討對於製程中的類別資料之經驗貝式的推論方法。然後我們提出一個對於製程中的類別資料利用概似比的方法之經驗貝式製程監控技術,最後我們研究此技術之製程平均長度。
The purpose of the paper is to develop an empirical Bayes process monitoring technique for manufacturing categorical data utilizing the likelihood ratio method. First, assuming the normal-binomial or -multinomial model, an empirical Bayes inference for manufacturing categorical data is discussed. Next, utilizing the likelihood ratio method, an empirical Bayes process monitoring technique for manufacturing categorical data is proposed. Finally, the average run length behavior of the proposed process monitoring scheme is investigated.
1.Introduction 1
2.Empirical Bayes inference 3
3.Empirical Bayes process monitoring scheme 10
3.1 Known a 12
3.2 Unknown a 15
4.Simulation study 19
5.Conclusions and possible generalizations 23
Appendix A 23
Appendix B 24
Appendix C 26
References 27
1. Agresti, A. (2002). Categorical Data Analysis, 2nd ed. John Wiley & Sons,
New York.
2. Carlin, B. P. and Louis, T. A. (2000). Bayes and Empirical Bayes Methods for
Data Analysis, 2nd ed. Chapman & Hall/CRC, Boca Raton.
3. Chen, C.-R., Shiau, J.-J. H., Liao, H.-H., and Feltz, C. J. (2004). An empirical
Bayes process monitoring technique for categorical data. Technical Report,
Institute of Statistics, National Chiao Tung University, Hsinchu, Taiwan.
4. Feltz, C. J. and Shiau, J.-J. H. (2001). Statitical process monitoring using
an empirical Bayes multivariate process control chart. Quality and Reliability
Engineering International, 17, 119-124.
5. Gelman, A., Carlin, J. B., Stern, H. S., and Rubin, D. B. (2003). Bayesian
Data Analysis, 2nd ed. Chapman & Hall/CRC, Boca Raton.
6. Shiau, J.-J. H., Chen, C.-R., and Feltz, C. J. (2004). An empirical Bayes process
monitoring technique for polytomous data (to appear). Quality and Reliability
Engineering International, 20.
7. Sturm, G. W., Feltz, C. J., and Yousry, M. A. (1991). An empirical Bayes
strategy for analysing manufacturing data in real time. Quality and Reliability
Engineering International, 7, 159-167.
8. Yousry, M. A., Sturm, G. W., Feltz, C. J., and Noorossana, R. (1991). Process
monitoring in real time: empirical Bayes approach - discrete case. Quality and
Reliability Engineering International, 7, 123-132.
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