NDLI: Accurate test limits under nonnormal measurement error

Content Provider	Springer Nature Link
Author	Albers, Willem Kallenberg, Wilbert C. M. Otten, Gertjan D.
Copyright Year	1998
Abstract	When screening a production process for nonconforming items the objective is to improve the average outgoing quality level. Due to measurement errors specification limits cannot be checked directly and hence test limits are required, which meet some given requirement, here given by a prescribed bound on the consumer loss. Classical test limits are based on normality, both for the product characteristic and for the measurement error. In practice, often nonnormality occurs for the product characteristic as well as for the measurement error. Recently, nonnormality of the product characteristic has been investigated. In this paper attention is focussed on the measurement error.Firstly, it is shown that nonnormality can lead to serious failure of the test limit. New test limits are therefore derived, which have the desired robustness property: a small loss under normality and a large gain in case of nonnormality when compared to the normal test limit.Monte Carlo results illustrate that the asymptotic theory is in agreement with moderate sample behaviour.
Starting Page	1
Ending Page	33
Page Count	33
File Format	PDF
ISSN	00261335
Journal	Metrika
Volume Number	47
Issue Number	1
e-ISSN	1435926X
Language	English
Publisher	Springer-Verlag
Publisher Date	1998-01-01
Publisher Place	Berlin, Heidelberg
Access Restriction	One Nation One Subscription (ONOS)
Subject Keyword	specification limit consumer loss inspection second order unbiasedness density estimation Monte Carlo experiments Edgeworth expansion Statistics Statistics for Business/Economics/Mathematical Finance/Insurance Probability Theory and Stochastic Processes Economic Theory
Content Type	Text
Resource Type	Article
Subject	Statistics and Probability Statistics, Probability and Uncertainty

Sl.	Authority	Responsibilities	Communication Details
1	Ministry of Education (GoI), Department of Higher Education	Sanctioning Authority	https://www.education.gov.in/ict-initiatives
2	Indian Institute of Technology Kharagpur	Host Institute of the Project: The host institute of the project is responsible for providing infrastructure support and hosting the project	https://www.iitkgp.ac.in
3	National Digital Library of India Office, Indian Institute of Technology Kharagpur	The administrative and infrastructural headquarters of the project	Dr. B. Sutradhar bsutra@ndl.gov.in
4	Project PI / Joint PI	Principal Investigator and Joint Principal Investigators of the project	Dr. B. Sutradhar bsutra@ndl.gov.in Prof. Saswat Chakrabarti will be added soon
5	Website/Portal (Helpdesk)	Queries regarding NDLI and its services	support@ndl.gov.in
6	Contents and Copyright Issues	Queries related to content curation and copyright issues	content@ndl.gov.in
7	National Digital Library of India Club (NDLI Club)	Queries related to NDLI Club formation, support, user awareness program, seminar/symposium, collaboration, social media, promotion, and outreach	clubsupport@ndl.gov.in
8	Digital Preservation Centre (DPC)	Assistance with digitizing and archiving copyright-free printed books	dpc@ndl.gov.in
9	IDR Setup or Support	Queries related to establishment and support of Institutional Digital Repository (IDR) and IDR workshops	idr@ndl.gov.in

Small-sample comparisons for the Rukhin goodness-of-fit-statistics

Exploring the relation between the r* approximation and the Edgeworth expansion

Expansions for log densities of asymptotically normal estimates

Edgeworth expansions for stochastic approximation theory

Asymptotic confidence intervals in ridge regression based on the Edgeworth expansion

Gamma expansion of the Heston stochastic volatility model

Quasi-Monte Carlo methods with applications in finance

Durbin’s random substitution and conditional Monte Carlo

Analysing multi-level Monte Carlo for options with non-globally Lipschitz payoff

Accurate test limits under nonnormal measurement error

Similar Documents

Small-sample comparisons for the Rukhin goodness-of-fit-statistics

Exploring the relation between the r* approximation and the Edgeworth expansion

Expansions for log densities of asymptotically normal estimates

Edgeworth expansions for stochastic approximation theory

Asymptotic confidence intervals in ridge regression based on the Edgeworth expansion

Gamma expansion of the Heston stochastic volatility model

Quasi-Monte Carlo methods with applications in finance

Durbin’s random substitution and conditional Monte Carlo

Analysing multi-level Monte Carlo for options with non-globally Lipschitz payoff

Accurate test limits under nonnormal measurement error