Statistical Research and Training Center - Statistical Centre of Iran
Journal of Statistical Research of Iran JSRI
1735-1294
15
1
2018
9
1
Constrained Optimal Design of $bar{X}$ Control Chart for Correlated Data under Weibull Shock Model with Multiple Assignable Causes and Taguchi Loss Function
1
44
FA
Mohammad Hossein
Naderi
Allameh Tabatabaee
Asghar
Seif
Booali Sina
Mohammad
Bameni Moghadam
Allameh Tabatabaee
bamenimoghadam@atu.ac.ir
10.29252/jsri.15.1.1
A proper method of monitoring a stochastic system is to utilize the control charts of statistical process control in which a drift in characteristics of output may be due to one or several assignable causes. In the establishment of $bar{X}$ charts, an assumption is made that there is no correlation within the samples. However, in practice, there are many industrial cases in which the correlation does exist within the samples. It would be more appropriate to assume that each sample is a realization of a multivariate normal random vector. Although some research works have been done on the economic design of control charts with single assignable cause with correlated data, the economic statistical design of $bar{X}$ control chart for correlated data under Weibull shock model with modified Taguchi loss function have not been presented yet. Using modified Taguchi loss function in the concept of quality control charts with economic and economic statistical design leads to better decisions in the industry. Based on the optimization of the average cost per unit of time and different combination values of Weibull distribution parameters, optimal design values of sample size, sampling interval and control limit coefficient were derived and calculated. Then the cost models under non-uniform and uniform sampling scheme were compared. The results revealed that the model under multiple assignable causes with correlated samples with non-uniform sampling has a lower cost than that with uniform sampling.
Economic statistical design, $bar{X}$ control chart, multiple assignable causes, Weibull shock model, correlated data, Taguchi loss function.
http://jsri.srtc.ac.ir/article-1-289-en.html
http://jsri.srtc.ac.ir/article-1-289-en.pdf
Statistical Research and Training Center - Statistical Centre of Iran
Journal of Statistical Research of Iran JSRI
1735-1294
15
1
2018
9
1
A New Weibull Class of Distributions: Theory, Characterizations and Applications
45
82
FA
Haitham M.
Yousof
Benha University
haitham.yousof@fcom.bu.edu.eg
Mahbubul
Majumder
University of Nebraska
S. M. A.
Jahanshahi
University of Sistan and Baluchestan
M.
Masoom Ali
Ball State University
G. G.
Hamedani
Marquette University
10.29252/jsri.15.1.45
We propose a new class of continuous models called the Weibull Generalized G family with two extra positive shape parameters, which extends several well-known models. We obtain some of its mathematical properties including ordinary and incomplete moments, generating function, order statistics, probability weighted moments, entropies, residual, and reversed residual life functions. Characterizations based on a ratio of two truncated moments, in terms of hazard function and based on certain functions of the random variable are presented. We estimate the model parameters by the maximum likelihood method. We assess the performance of the maximum likelihood estimators in terms of biases and mean squared errors by means of two simulation studies. The usefulness of the proposed models is illustrated via three real data sets.
Weibull model, characterizations, order statistics, maximum likelihood estimation, quantile function, generating function, moments.
http://jsri.srtc.ac.ir/article-1-290-en.html
http://jsri.srtc.ac.ir/article-1-290-en.pdf
Statistical Research and Training Center - Statistical Centre of Iran
Journal of Statistical Research of Iran JSRI
1735-1294
15
1
2018
9
1
On Tsallis Relative Entropy Rate of Hidden Markov Models
83
98
FA
Zohre
Nikooravesh
Birjand University of Technology
nikooravesh@birjand.ac.ir
10.29252/jsri.15.1.83
In this paper we study the Tsallis relative entropy rate between a homogeneous Markov chain and a hidden Markov chain defined by observing the output of a discrete stochastic channel whose input is the finite state space homogeneous stationary Markov chain. For this purpose, we obtain the Tsallis relative entropy between two finite subsequences of above mentioned chains with the help of the definition of Tsallis relative entropy between two random variables then we define the Tsallis relative entropy rate between these stochastic processes. Finally, we calculate Tsallis relative entropy rate for some hidden Markov models.
Tsallis relative entropy rate, stochastic channel, hidden Markov models.
http://jsri.srtc.ac.ir/article-1-291-en.html
http://jsri.srtc.ac.ir/article-1-291-en.pdf
Statistical Research and Training Center - Statistical Centre of Iran
Journal of Statistical Research of Iran JSRI
1735-1294
15
1
2018
9
1
Finding True Change Point When a CUSUM Control Chart is Used
99
117
FA
Mohammad Esmaeil
Dehghan Monfared
Persian Gulf University
monfared2@gmail.com
Fazlollah
Lak
Persian Gulf University
10.29252/jsri.15.1.99
In this paper, it is assumed that the mean of a normal process is monitored by a CUSUM control chart. When the control chart triggers a signal and declares that the process has gone out of control, a search process is started to find the time of change and the causes of going the process out of control. Several methods (plans) for finding the true (real) change point is proposed. It is shown that the plans which are based on the likelihood of the points in time perform better.
MLE, change point, CUSUM chart.
http://jsri.srtc.ac.ir/article-1-292-en.html
http://jsri.srtc.ac.ir/article-1-292-en.pdf
Statistical Research and Training Center - Statistical Centre of Iran
Journal of Statistical Research of Iran JSRI
1735-1294
15
1
2018
9
1
Poisson-Beta Exponential Distribution: Properties and Applications
119
146
FA
Eisa
Mahmoudi
Yazd University
emahmoudi@yazd.ac.ir
Hossein
Zamani
Hormozgan University
RahmatSadat
Meshkat
Yazd University
10.29252/jsri.15.1.119
A new generalized version of the mixed Poisson distribution, called the Poisson-beta exponential (PBE) distribution, is obtained by mixing the Poisson and the beta exponential (BE) distributions. Estimation of the parameters, using the method of moments and maximum likelihood estimators, is discussed. We show the consistency of the new model parameters using simulation study. Examples are given for fitting the PBE distribution to data, and the fit model is compared with that obtained using other distributions.
Beta exponential distribution, mixed distributions, Poisson mixtures, truncated distributions, weighted distributions
http://jsri.srtc.ac.ir/article-1-293-en.html
http://jsri.srtc.ac.ir/article-1-293-en.pdf
Statistical Research and Training Center - Statistical Centre of Iran
Journal of Statistical Research of Iran JSRI
1735-1294
15
1
2018
9
1
Search Probability for Non-zero Effects Detection under Skew-Normal/Independent Search Model
147
160
FA
Sara
Sadeghi
Esfahan University
Hooshang
Talebi
Esfahan University
h-talebi@sci.ui.ac.ir
10.29252/jsri.15.1.147
Shirakura et al. (1996) has been introduced and calculated the search probability (SP) for normal search model. However, in practical situations the normality assumption may fail. In this study, we consider a more realistic underlying skew-normal/independent (SNI) model and obtain the SP. This is a general case, in a sense that the result in Shirakura et al. (1996) is its special case. The proposed SP carries some reliable properties and can be used as a design comparison criterion to compare and rank the search designs (SD).
Design comparison criterion, search design, search linear model, search probability, skew-normal distribution.
http://jsri.srtc.ac.ir/article-1-294-en.html
http://jsri.srtc.ac.ir/article-1-294-en.pdf