Jin Li, Mukherjee Amitava, Song Zhi, Zhang Jiujun
School of Mathematical Sciences, Capital Normal University, Beijing, People's Republic of China.
School of Mathematics and Statistics, Liaoning University, Shenyang, People's Republic of China.
J Appl Stat. 2023 Nov 8;51(12):2298-2325. doi: 10.1080/02664763.2023.2279015. eCollection 2024.
This paper investigates the problem of monitoring the ratio involving three variables, jointly distributed as trivariate normal. The Shewhart-type and two exponentially weighted moving average (EWMA) type schemes for monitoring depth ratio are proposed. The ratio of a normal variable to the average of two other normal variables has wide applications in natural science, production, and engineering. It is defined with slightly different terminology in various contexts, such as depth or aspect ratios. In modern bearing manufacturing, the aspect ratio of width to the average of inner and outer diameters can be an essential indicator of product quality and process stability. While there are many helpful existing charts for monitoring the three components separately or jointly when these characteristics follow a normal distribution, the ratio aspect is often ignored. The Shewhart-type schemes' exact and approximated control limits are considered and analyzed. Numerical results based on Monte-Carlo are conducted using the average run length as a metric with different values of in-control ratio and correlation between the three variables. An application based on the parts manufacturing data illustrates the implementation design of the two control charts. The real-life data analysis shows the efficacy of the proposed monitoring schemes in practice.
本文研究了监测涉及三个联合分布为三元正态变量的比率问题。提出了用于监测深度比率的休哈特型和两种指数加权移动平均(EWMA)型方案。一个正态变量与其他两个正态变量平均值的比率在自然科学、生产和工程领域有广泛应用。在不同背景下,如深度或纵横比,它用略有不同的术语来定义。在现代轴承制造中,宽度与内径和外径平均值的纵横比可能是产品质量和过程稳定性的重要指标。虽然当这些特征服从正态分布时,有许多有用的现有图表可用于分别或联合监测这三个分量,但比率方面常常被忽视。考虑并分析了休哈特型方案的精确和近似控制限。基于蒙特卡罗方法进行了数值计算,使用平均运行长度作为度量标准,针对不同的受控比率值和三个变量之间的相关性。基于零件制造数据的应用展示了这两种控制图的实施设计。实际数据分析表明了所提出的监测方案在实践中的有效性。