- EDF 기대손실에 기초한 공정능력지수의 붓스트랩 신뢰구간
- ㆍ 저자명
- 임태진,송현석
- ㆍ 간행물명
- 品質經營學會誌
- ㆍ 권/호정보
- 2003년|31권 4호|pp.164-175 (12 pages)
- ㆍ 발행정보
- 한국품질경영학회
- ㆍ 파일정보
- 정기간행물| PDF텍스트
- ㆍ 주제분야
- 기타
This paper investigates bootstrap confidence intervals of the process capability index(PCI) based on the expected loss derived from the empirical distribution function(EDF). The PCI based on the expected loss is too complex to derive its confidence interval analytically, so the bootstrap method is a good alternative. We propose three types of the bootstrap confidence interval; the standard bootstrap(SB), the percentile bootstrap(PB), and the acceleration biasedcorrected percentile bootstrap(ABC). We also perform a comprehensive simulation study under various process distributions, in order to compare the accuracy of the coverage probability of the bootstrap confidence intervals. In most cases, the coverage probabilities of the bootstrap confidence intervals from the EDF PCI turned out to be more accurate than those from the PCI based on the normal distribution. It is expected that the bootstrap confidence intervals from the EDF PCI can be utilized in real processes where the true distribution family may not be known.