Frontiers in Statistical Quality Control 7

363 Pages·2004·16.68 MB·English

by  Prof. Dr. Elart von Collani (auth.), Professor Dr. Hans-Joachim Lenz, Professor Dr. Peter-Theodor Wilrich (eds.)

Frontiers in Statistical
Quality Control 7
Hans-Joachim Lenz
Peter-Theodor Wilrich
Editors
Frontiers in Statistical
Quality Control 7
With70Figures
and64Tables
Physica-Verlag
A Springer-VerlagCompany
ProfessorDr. Hans-JoachimLenz
[email protected]
ProfessorDr.Peter-TheodorWilrich
[email protected]
Freie UniversitatBerlin
Institutfur Statistikund Okonometrie
GarystraBe21
14195Berlin,Germany
ISBN 3-7908-0145-3 Physica-Verlag Heidelberg NewYork
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Editorial
The VIlth International Workshop on"Intelligent Statistical QualityControl" took place in
Waterloo,Canada, andwashostedbyProfessor St.H.Steiner,InstituteforImprovement in
QualityandProductivity, UniversityofWaterloo.
The papers collected in this volume fall into four main categories: General SQC
Methodology, On-line Control including Sampling Inspection and Statistical Process
Control,Off-line Control withData Analysis andExperimental Design, and, finally, fields
relatedtoReliability.
In the first group there are three papers on "General Aspects of Statistical Quality
Control".
v. Collani in "ANote on the Quality ofStatistical Quality Control Procedures" proposes
substituting classical designs of statistical procedures by a unified approach called the
"Neymanprocedure".Theproblemistominimisetheweightedvolumeofthemeasurement
procedure andtheprediction procedure constrainedbythe confidence levelandthe sample
size.Hryniewicz in"Statistical Decisions inQualityAudits - aPossibilistic Interpretation
of Single Statistical Tests" uses possibilistic and necessity measures defined on the null
hypothesis spaceHandthealternative hypothesisspaceK.Thisapproach enablestheuser,
forexample inquality audits,tosubstitute p-valuebaseddecisionsbydegrees ofindication
that a specific alternative hypothesis is true. Takeuchi, Suenaga, Yadohisa, Yamaguchi,
Watanabe and Asano in "Dynamic Link Library and Electronic Book for Statistical
Quality Control" present a statistical software library system called DLLQC that is
particularly usefulforSQCproblems,andane-booksystemontheWebnamedEBQC.
Inthesecondgrouptherearetwelvepaperson"On-lineControl".
Wi/rich in "Sampling Plans for Inspection by Variables under a Variance Component
Situation" extends single sampling plans for inspection byvariables to applications where
the variance ofthe quality characteristic X consists of two components. One component
describes the variation ofX due to repeated use of a specific item, the other one the
variation between mean values of X of different items. Lam and Rahim in "Joint
Determination ofEconomic Design of X-Control Charts,Economic Production Quantity,
and Production Run Length for a Deteriorating Production System" simultaneously
determinetheeconomic production rateandtheeconomicproduction runlength.Stoumbos
and Reynolds in "The Robustness and Performance ofCUSUM Control Charts Based on
the Double-ExponentialandNormal Distributions" investigatethe effectsofnon-normality
onthestatistical performanceofCUSUMcontrolchartsformonitoringtheprocessmeanIJ.
They consider thestandard CUSUMchart,whichisbasedonthenormaldistribution, anda
second CUSUM chart, which isbasedontheheavy-tailed double-exponential distribution.
Ohta and Kusukawa in "An Application ofConfirmation Sample Control.Chart in the
High-Yield Processes and Its Economic Design" deal with control chart design for
detecting small and moderate changes ofthe fraction defective.The four chart parameters
are the reaction point, the sampling interval and the lowerand upper control limits LCSL
and UCSL. The parameters are determined from a cost model due to Collani and Drager
(1995).Saniga, DavisandLucas in"Statistical Design ofAttribute Charts for Monitoring
and Continuous Improvement When Count Levelsare Low" present aprocedure to find a
VI
design ofacontrol chartforcountdatawhenthe lowerShewhart control limitiszero.The
approach is based on a proposal of Lucas, Davis and Saniga (2001). Nishina and
Matsubara in"AMarkov Approach totheAverage Run Length ofCUSUMCharts foran
AR(I) Process" derive analytically the item-dependent distribution ofthe CUSUMstatistic
and theAverage RunLength (ARL).Thus,oneobtainstheconditional out-of-control ARL
for any change point, and, of course, the steady-state ARL. Steiner and MacKay in
"Effective Monitoring ofProcesses with Parts Per Million Defective. A Hard Problem!"
analyse the monitoring ofthe defective ratewhereaprocessproduces defectives measured
inparts permillion. Assamplesizestendtobehugeinsuchcases,theauthors propose the
use ofrelated (auxiliary) variables that are identified in a pre-processing step. Thyregod,
Melgaard and Iwersen in "On Monitoring Processes and Assessing Process Capability
under aHierarchical Model" discuss sub-grouping incontrolcharting and suggest charting
on a hierarchical model that reflects variation between subgroups. In the second part of
their paper, the authors develop a simple hierarchical model of "between subgroup"
variation basedonhistoricaldata,inordertospecifythelong-termdistribution ofsubgroup
averages.Alexopoulos, Goldsmanand Tsuiin"SPCMonitoringandVariance Estimation"
review common monitoring methods for SPC in the case of auto-correlated data. The
underlying characteristics and relationships are investigated. Knoth and Schmid in
"Control Charts for Time Series: A Review" classify charts into the two classes 'residual
charts' and 'modified control charts'. For each type, charts with memory like EWMA or
CUSUM exist. ByusingtheARLastheperformance measure,the authors showthatthere
is no clear preference when there is no auto-correlation. They recommend a modified
EWMA chart for positive auto-correlation, and the classical EWMA or CUSUM chart
applied to residuals for negative auto-correlation. Morais and Pacheco in "A Note on
Stochastic Ordering CriteriainSPCfortheCaseofCorrelated Output" establish stochastic
ordering resultsconcerningthein-controlandout-of-control runlengthofresidualschemes
forthemeanofstationaryauto-regressiveprocessesoffirstandsecondorder.
Inthethirdgroupentitled"Off-line Control"therearefivecontributions.
Yamaguchi,KonoandAsano in"ANewStatisticalToolforFindingCausalConditions for
SmallData SetsandItsSoftware"proposeasub-grouping methodforsmalldatasets based
onalgorithms duetoQuine(1952)andMiller(1965),andillustratetheuserinterfaceofthe
corresponding software. Sparks in "What has Data Mining got to do with Statistical
Process Monitoring? A Case Study" gives best-practise recommendations to monitor
complex multivariate systems. He advocates simple charting in combination with a
stepwise refinement involving the study ofcorresponding reports bythe management. For
example, slicing anddicingofSPCdatacubeshelpsthemtofocusonimportant issuesand
avoids looking attoo many lowlevelcharts.HirotsuandOhtain"ProfileAnalysis Based
on Repeated Measurements - A New Approach to the AnalysisofInteraction" give their
ownviewontheanalysisofinteractionswithinmultiplecomparisontechniques whenthere
existsanatural orderingofthecategoriesintwo-waycontingencytables.Lenzin"Trouble
Shooting by Graphical Models" applies cause-and-effect modelling based on Bayesian
Network models to problems of troubleshooting.As call-backs, accidents etc.are isolated
events, no-data driven procedures can be applied. Instead of estimation, marginal and
conditional probabilities have to be settled by experts. Risk assessment and a sensitivity
study within acase study show the potential ofthe approach,which dominates the classic
FMEA set-up. Ojima,Suzuki and Yasui in "An Alternative Expression ofthe Fractional
Factorial DesignsforTwo-levelandThree-levelFactors"presentanalternativeapproach to
two- and three-level factor designs by using the Hadamard product from group theory
based on the columns ofthe corresponding design matrix. As is well established in the
VII
theory ofexperimental design, this operator helps to solve many related design problems
likefold-overdesignsinanelegantway.
Inthefinalgroup" StudiesinAreasRelatedtoReliability" therearethreepapers.
Prendergast and Murphy in "Building in Reliability. Is Statistical Process Control
Statistical Reliability Control?" demonstrate that, although many nodes (units) are
controlled in an integrated circuit manufacturing process, only few have an impact on
reliability. If these nodes are identified and controlled carefully in a real environment,
reliability canbecontrolled andpredicted.LadanyandShorein"OptimalWarrantyPeriod
when Sale-Price Increases with the Lower Specification Limit" address the optimal
warranty period. It is assumed that the increase of the warranty period causes
proportionality ofsale price andthe cost of non-conforming items.The problem issolved
analytically in the case of an exponentially distributed quality characteristic, other
distributional assumptions requiring numerical solution. Solojentsev and v. Collani in
"Evaluation of Quality and Market Risk of Complex Industrial Products" study risk
assessment ofcomplex products with several quality characteristics, where each ofthem
may fail or be in one of several operating states, and initiating events leading to object
failuredefine logicalconnections betweenthecharacteristics.
The impactofsuchaworkshop ismainlyshapedbythequalityofpapers,whicharereadat
the meeting, revised later and finally submitted. We would like to express our deep
gratitude to the following members ofthe scientific programme committee, who did an
excellentjob with respect tothe recruiting of invited speakers as well asrefereeing all the
submittedpapers:
Prof.Choichiro Asano,Japan
MrDavidBaillie,UnitedKingdom
Prof.ElartvonCollani,Germany
Prof.Hans-J.Lenz,Germany
ProfHiroshiOhta,Japan
ProfPoulThyregod,Denmark
Prof. Peter.-Th.Wilrich,Germany
Prof.WilliamH.Woodall,UnitedStatesofAmerica.
Wewould liketoclose withourcordialthankstoMrs.M Eckardt. whomanaged toclean
up and to integrate WINWORD and LATEX papers. A financial grant ofthe Institute of
Statistics andEconometrics, FreeUniversityofBerlin,whichfinallymadeitpossibletoget
this volume to press, is gratefully acknowledged. Moreover, we kindly acknowledge the
smooth collaboration withPhysica-Verlag,Heidelberg.
On behalfofallparticipants, theeditors would liketothankProfessor Steiner andhisstaff
for their superb hospitality, the perfect organisation, and the stimulating atmosphere. We
are happy andproud to announce that the International Workshop on Intelligent Statistical
QualityControlwillbecontinuedinWarszawa,Poland,inthenearfuture.
Berlin,August2003 Hans-J.Lenz
Peter-Th.Wilrich
Contents
PART1: GENERALASPECTSOFSTATISTICALQUALITYCONTROL
ANoteontheQualityofStatisticalQualityControlProcedures
E.v.Collani 3
StatisticalDecisionsinQualityAudits- aPossibilisticInterpretationofSingleStatistical
Tests
O.Hryniewicz 15
DynamicLinkLibraryandElectronicBookforStatisticalQualityControl
A.Takeuchi,K.Suenaga,H.Yadohisa,K.Yamaguchi,M.Watanabe,Ch.Asano 28
PART2: ON-LINECONTROL
SingleSamplingPlansforInspectionbyVariablesunderaVarianceComponentSituation
P.-Th.Wilrich 43
JointDeterminationofEconomicDesignof X-ControlCharts,EconomicProduction
Quantity,andProductionRunLengthforaDeterioratingProductionSystem
K.K.Lam,M.A.Rahim 58
TheRobustnessandPerformanceofCUSUMControlChartsBasedonthe
Double-ExponentialandNormalDistributions
Z.G.Stoumbos,M.R.Reynolds,Jr 79
AnApplicationofConfirmationSampleControlChartinthe
High-YieldProcessesandItsEconomicDesign
H.Ohta,E.Kusukawa 101
StatisticalDesignofAttributeChartsforMonitoringandContinuous
ImprovementWhenCountLevelsAreLow
E.M.Saniga,DJ. Davis,J.M.Lucas 119
AMarkovApproachtotheAverageRunLengthofCUSUMCharts
foranAR(I)Process
K.Nishina,Sh.Matsubara 130
EffectiveMonitoringofProcesseswithPartsPerMillionDefective.
AHardProblem!
St.H.Steiner,RJ.MacKay 140
OnMonitoringProcessesandAssessingProcessCapabilityunderaHierarchicalModel,
Part1
P.Thyregod,H.Melgaard,J.Iwersen 150
x
OnMonitoringProcessesandAssessingProcessCapabilityunderaHierarchicalModel,
Part2
P.Thyregod,J.Iwersen,H.Melgaard 168
SPCMonitoringandVarianceEstimation
C.Alexopoulos,D.Goldsman,K.-L.Tsui,W.Jiang 194
ControlChartsforTimeSeries:AReview
S.Knoth,W.Schmid 210
ANoteonStochasticOrderingCriteriainSPCfortheCaseofCorrelatedOutput
M.C.Morais,A.Pacheco 237
PART3: OFF-LINECONTROL
ANewStatisticalToolforFindingCausalConditionsforSmallDataSets
andItsSoftware
K.Yamaguchi,Y.Kono,Ch.Asano 263
WhatHasDataMiningGottoDowithStatisticalProcessMonitoring?
ACaseStudy
R.Sparks 270
ProfileAnalysisBasedonRepeatedMeasurements- ANewApproachto
theAnalysisofInteraction
Ch.Hirotsu,E.Ohta 282
Trouble-ShootingbyGraphicalModels
H.-J. Lenz 296
AnAlternativeExpressionoftheFractionalFactorialDesignsforTwo-level
andThree-levelFactors
Y.Ojima,T.Suzuki,S.Yasui 309
PART4: STUDIES INAREASRELATED TORELIABILITY
BuildingInReliability.IsStatisticalProcessControlStatisticalReliabilityControl?
J.Prendergast,E.Murphy 319
OptimalWarrantyPeriodwhenSale-PriceIncreaseswiththeLowerSpecification
Limit
S.P.Ladany,H.Shore 335
EvaluationofQualityandMarketRiskofComplexIndustrialProducts
E.Solojentsev,E.v.Collani 346
Author Index
Alexopoulos,Christos.,Ph.D.,Prof.,GeorgiaInstituteofTechnology,SchoolofIndustrial
andSystemsEngineering,Atlanta,GA30332-0205,U.S.A
e-mail:[email protected]
Asano,Chooichiro,Prof.Dr.,SokaUniversity,FacultyofEngineering,Tokyo,Japan
e-mail:[email protected]
Collani,Elartvon,Prof.Dr.,UniversitlitWurzburg,VolkswirtschaftlichesInstitut,
Sanderring2,D-97070Wurzburg,Germany
e-mail:[email protected]
Davis,Darwin1.,Ph.D.,Prof.,DepartmentofBusinessAdministration,Collegeof
BusinessandEconomics,UniversityofDelaware,204MBNAAmericaBuilding,
Newark,DE19716,U.S.A
e-mail:[email protected]
Goldsman,David,Ph.D.,GeorgiaInstituteofTechnology,SchoolofIndustrialand
SystemsEngineering,Atlanta,GA30332-0205,U.S.A
[email protected]
Hirotsu,Chihiro,Prof.Dr.,MeiseiUniversity,FacultyofScienceandTechnology,
2-1-1-Hodokubo,HinoCity,Tokyo191-8506,Japan
e-mail:[email protected]
Hryniewicz,Olgierd,Prof.Dr.,PolishAcademyofSciencesandUniversityofApplied
InformaticsandManagement,SystemsResearchInstitute,Newelska6,
01-447Warsaw,Poland
e-mail:[email protected]
Iwersen,Jergen,Dr.,NovoNordiskA/S,NovoAUe,DK2880Bagsvaerd,Denmark
e-mail:[email protected]
Jiang,W.,INSIGHT,AT&TLabs,ShortHills,NJ07078,U.S.A
Knoth,Sven,Dr.,EuropeUniversityViadrina,DepartmentofStatistics,Postfach1786,
D-15207Frankfurt(Oder),Germany
e-mail:[email protected]
Kono,Yasunari,RikkyoUniversity,GraduateSchoolofSocialRelations,Tokyo,Japan
XII
Kusukawa,Etsuko, Dr.,OsakaPrefectureUniversity, DepartmentofIndustrialEngineering,
Sakai,Osaka599-8531,Japan
e-mail:[email protected]
Ladany,ShaulP.,Prof.Dr.,Ben-GurionUniversityoftheNegev,DepartmentofIndustrial
EngineeringandManagement,P.O.Box653,BeerSheva84105,Israel
e-mail:[email protected]
Lam, KianKeon, UniversityofBrunswick,FacultyofAdministration,P.O.Box4400,
Fredericton,NewBrunswick,E3B5A3,Canada
e-mail:[email protected]
Lenz,Hans-L,Prof.Dr.,FreieUniversitatBerlin,InstitutflirStatistikundOkonometrie,
Garystr.21,14915Berlin,Germany
e-mail:[email protected]
Lucas,JamesM.,Dr.,I.M.LucasandAssociates
e-mail:[email protected]
MacKay,R.Jock,UniversityofWaterloo, DepartmentofStatisticsandActuarialScience,
Waterloo,Ontario,N2L3G1,Canada
e-mail:[email protected]
Matsubara,Shin'ichiro,NagoyaInstituteofTechnology,DepartmentofSystems
Engineering,Gokiso-cho,Showa-ku,Nagoya466-8555,Japan
Melgaard,Henrik,Dr.,NovoNordiskAlS,NovoAIle, DK2880Bagsvaerd,Denmark
e-mail:[email protected]
Morais,ManuelC.,TechnicalUniversityofLisbon,DepartmentofMathematicsand
CentreforMathematicsanditsApplications,InstitutoSuperiorTecnico,
Av.RoviscoPais,1049-001 Lisboa,Portugal
e-mail:[email protected]
Murphy,Eamonn,Prof.,UniversityofLimerick,PlasseyTechnologyPark,Limerick,
Ireland
e-mail:eamonn.murphy@uLie
Nishina,Ken,Prof.Dr.,NagoyaInstituteofTechnology,DepartmentofSystems
Engineering,Gokiso-cho,Showa-ku,Nagoya466-8555,Japan
e-mail:[email protected]
Ohta,Eri,Prof.Dr.,MeiseiUniversity,FacultyofScienceandTechnology,
2-1-1-Hodokubo,HinoCity,Tokyo191-8506,Japan
e-mail:[email protected]