系統識別號 | U0002-1106200921510500 |
---|---|
DOI | 10.6846/TKU.2009.00287 |
論文名稱(中文) | 型一設限貝氏抽樣計畫之提前決策規則 |
論文名稱(英文) | Bayesian Sampling Plans for Type I Censored Data with an Early Decision Rule |
第三語言論文名稱 | |
校院名稱 | 淡江大學 |
系所名稱(中文) | 統計學系碩士班 |
系所名稱(英文) | Department of Statistics |
外國學位學校名稱 | |
外國學位學院名稱 | |
外國學位研究所名稱 | |
學年度 | 97 |
學期 | 2 |
出版年 | 98 |
研究生(中文) | 周玟菁 |
研究生(英文) | Wen-Ching Chou |
學號 | 696650299 |
學位類別 | 碩士 |
語言別 | 英文 |
第二語言別 | |
口試日期 | 2009-05-22 |
論文頁數 | 30頁 |
口試委員 |
指導教授
-
蔡宗儒(trtsai@stat.tku.edu.tw)
委員 - 林豐澤(ftlin@faculty.pccu.edu.tw) 委員 - 蘇懿(suyih@csu.edu.tw) 委員 - 廖敏治(liawdr@csu.edu.tw) |
關鍵字(中) |
貝氏風險 指數分配 損失函數 抽樣計畫 型一設限 |
關鍵字(英) |
Bayes risk Exponential distribution loss function Sampling plan Type I censoring |
第三語言關鍵字 | |
學科別分類 | |
中文摘要 |
本論文對型一設限指數分配壽命資料建立貝氏抽樣計畫之提前 決策規則。本提前決策規則有助於決策者在設限時間之前尋找到最 佳的貝氏決策。文中並提供一個執行提前貝氏決策的演算法。我們 舉出兩個實例說明所建議方法之應用,並在模擬研究下利用數值分 析的方法來評估所提出的提前決策規則之績效。數值結果指出,本 文建議的方法很容易使用,並可有效地在型一設限資料下的貝氏抽 樣計畫中達到提前決策。 表單編號:ATRX-Q03-001-FM030-01 |
英文摘要 |
The thesis introduces an early decision rule to the design of Bayesian sampling plans for the exponential distribution with type I censoring. Using the proposed early decision rule, a Bayesian decision could be reached before the censoring time. An algorithm for implementing an early Bayesian decision is provided. Two examples are used for illustrating the proposed method. An intensive simulation study is conducted, and performance of the proposed early decision rule is evaluated numerically. Numerical results show that the proposed method is easy to operate and helps to reach an early decision for typical Bayesian sampling plans with type I censoring. 表單編號:ATRX-Q03-001-FM031-01 |
第三語言摘要 | |
論文目次 |
Contents 1 Introduction 1 2 Literature Review: Bayesian Sampling Plans with Type I Censoring 4 3 Early Decision Rule and Examples 9 3.1 Early Decision Rule . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 9 3.2 Examples . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 14 4 Numerical Study 18 5 Conclusions 28 List of Tables 3.1 Values of Y1,Y2,am,am(s) for Batch A. . . . . . . . . . . . . . . . . 16 3.2 Values of Y1,Y2,am,am(s) for Batch B. . . . . . . . . . . . . . . . . 16 3.3 Values of Y1,Y2,am,am(s) for Batch C. . . . . . . . . . . . . . . . . 17 3.4 Values of Y1, Y2, am and am(s) for the Batch of products. . . . . . . . . . . 17 4.1 The minimum Bayes risks r(nB, tB, Delta B) and optimal sampling plans for a0 = 2, a1 = 2, a2 = 2, arfa = 2.3, bata = 0.6. . . . . . . . . . . . . . . . . . . . 20 4.2 The minimum Bayes risks r(nB, tB, Delta B) and optimal sampling plans for a0 = 2, a1 = 2, a2 = 2, arfa = 2.5, bata = 0.6. . . . . . . . . . . . . . . . . . . . 21 4.3 The minimum Bayes risks r(nB, tB, Delta B) and optimal sampling plans for a0 = 2, a1 = 2, a2 = 2, arfa = 2.7, bata = 0.6. . . . . . . . . . . . . . . . . . . . 22 4.4 The minimum Bayes risks r(nB, tB, Delta B) and optimal sampling plans for a0 = 2, a1 = 2, a2 = 2, arfa = 2.5, bata = 0.8. . . . . . . . . . . . . . . . . . . . 23 4.5 The minimum Bayes risks r(nB, tB, Delta B) and optimal sampling plans for a0 = 2, a1 = 2, a2 = 2, arfa = 2.5, bata = 1.0. . . . . . . . . . . . . . . . . . . . 24 4.6 Performance checking for the early decision rule with Lamda= 0.8521 , a0 = 2, a1 = 2, a2 = 2, C1 = 0.2, C2 = 0.5, C3 = 30. . . . . . . . . . . . . . . . . . 25 4.7 Performance checking for the early decision rule with Lamda= 0.9141 , a0 = 2, a1 = 2, a2 = 2, C1 = 0.2, C2 = 0.5, C3 = 30. . . . . . . . . . . . . . . . . . 25 4.8 Performance checking for the early decision rule with Lamda= 1.5152 , a0 = 2, a1 = 2, a2 = 2, C1 = 0.2, C2 = 0.5, C3 = 30. . . . . . . . . . . . . . . . . . 25 4.9 Performance checking for the early decision rule with Lamda= 1.7023 , a0 = 2, a1 = 2, a2 = 2, C1 = 0.2, C2 = 0.5, C3 = 30. . . . . . . . . . . . . . . . . . 26 4.10 Performance checking for the early decision rule with Lamda= 1.7432 , a0 = 2, a1 = 2, a2 = 2, C1 = 0.2, C2 = 0.5, C3 = 30. . . . . . . . . . . . . . . . . . 26 4.11 Performance checking for the early decision rule with Lamda= 2.1386 , a0 = 2, a1 = 2, a2 = 2, C1 = 0.2, C2 = 0.5, C3 = 30. . . . . . . . . . . . . . . . . . 26 4.12 Performance checking for the early decision rule with Lamda= 2.2315 , a0 = 2, a1 = 2, a2 = 2, C1 = 0.2, C2 = 0.5, C3 = 30. . . . . . . . . . . . . . . . . . 27 4.13 Performance checking for the early decision rule with Lamda= 3.2410 , a0 = 2, a1 = 2, a2 = 2, C1 = 0.2, C2 = 0.5, C3 = 30. . . . . . . . . . . . . . . . . . 27 4.14 Performance checking for the early decision rule with Lamda= 3.5729 , a0 = 2, a1 = 2, a2 = 2, C1 = 0.2, C2 = 0.5, C3 = 30. . . . . . . . . . . . . . . . . . 27 List of Figures 3.1 Flowchart of the proposed early decision rule. . . . . . . . . . . . . . . . . 13 |
參考文獻 |
Bibliography [1] Chen, J and Lam, Y. (1999a). Bayesian variable sampling plans for a general life distribution with type I censoring. OR Transaction, 3:29-45. [2] Chen, J and Lam, Y. (1999b). Bayesian variable sampling plans for the Weibull distribution with type I censoring. Acta Math. Appl. Sinica, 15:269-280. [3] Hald, A. (1967). Asymptotic properties of Bayesian single sampling plans. Journal of the Royal Statistical Society Series, B29:162-173. [4] Huang, W-T. and Lin, Y.-P. (2002). An improved Bayesian sampling plan for expo- nential population with type I censoring. Communication in Statistics,Theory and Methods 31, 2003-2025. [5] Lam, Y. (1988). Bayesian approach to single variable sampling plans. Biometrika, 75: 387-391. [6] Lin, Y.-P., Liang, TC and Huang, W.-T. (2002). Bayesian sampling plans for ex- ponential distribution based on type I censoring data. Annals of the Institute of Statistical Mathematics, 54(1): 100-113. [7] Nigm, A.M. and Ismail, M.A. (1985). Bayesian life test sampling plans for the two parameter exponential distribution. Communications in Statistics-Simulation and Computation, 14: 691-707. [8] Spurier, J. D. and Wei, L.J. (1980). A test of the parameter of the exponential distri- bution in the type I censoring case. Journal of the American Statistical Association, 75:405-409. [9] Thyregod, P. (1975). Bayesian single sampling plans for life testing with truncation of the number of failures. Scandinavian Journal of Statistics, 2:61-70. |
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