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On the Plug-in Estimator and its Asymptotic Distribution Results for Vector-Valued Process Capability Index Cpmk

2차원 벡터 공정능력지수 Cpmk의 추정량과 극한분포 이론에 관한 연구

  • Cho, Joong-Jae (Department of Information & Statistics, Chungbuk National University) ;
  • Park, Byoung-Sun (Economic Statistics Planning Division, Statistics Korea)
  • Received : 20110300
  • Accepted : 20110400
  • Published : 2011.05.31

Abstract

A higher quality level is generally perceived by customers as improved performance by assigning a correspondingly higher satisfaction score. The third generation index $C_{pmk}$ is more powerful than two useful indices $C_p$ and $C_{pk}$ that have been widely used in six sigma industries to assess process performance. In actual manufacturing industries, process capability analysis often entails characterizing or assessing processes or products based on more than one engineering specification or quality characteristic. Since these characteristics are related, it is a risky undertaking to represent the variation of even a univariate characteristic by a single index. Therefore, the desirability of using vector-valued process capability index(PCI) arises quite naturally. In this paper, we consider more powerful vector-valued process capability index $C_{pmk}$ = ($C_{pmkx}$, $C_{pmky}$)$^t$ that consider the univariate process capability index $C_{pmk}$. First, we examine the process capability index $C_{pmk}$ and plug-in estimator $\hat{C}_{pmk}$. In addition, we derive its asymptotic distribution and variance-covariance matrix $V_{pmk}$ for the vector valued process capability index $C_{pmk}$. Under the assumption of bivariate normal distribution, we study asymptotic confidence regions of our vector-valued process capability index $C_{pmk}$ = ($C_{pmkx}$, $C_{pmky}$)$^t$.

공정능력지수는 공정능력을 측정하고 분석하기 위하여 매우 중요한 역할을 하는 측도로, 품질수준과 밀접한 관계가 있을 뿐만 아니라 보다 높은 품질수준은 고객들에게 더 큰 만족을 가져다 준다. 제3세대 공정 능력지수 $C_{pmk}$는 gms히 6시그마 산업현장에서 공정능력을 평가하기 위하여 유용하게 사용되는 두 가지 지수 $C_p$$C_{pk}$보다 이론적으로 강력한 지수이다. 실제로 제조현장에서 두 가지 이상의 서로 연관이 있는 품질특성치들과 제품에 대한 규격한계들을 사용하여 보다 정확한 공정능력 분석이 필요할 것이다. 이러한 경우에 단순히 하나의 일변량 공정능력지수를 통하여 공정능력분석을 하기 보다는 벡터 공정능력지수나 다변량공정능력지수를 통하여 분석을 수행하는 것이 바람직할 것이다. 본 논문에서는 3세대 공정능력지수 $C_{pmk}$를 고려하여 2차원 벡터 공정능력지수 $C_{pmk}$ = ($C_{pmkx}$, $C_{pmky}$)$^t$에 대하여 연구하였다. 우선, $C_{pmk}$에 대한 플러그-인(plug-in) 추정량 $\hat{C}_{pmk}$과 관련하여 핵심내용인 극한 확률분포를 유도하였다. 나아가 이러한 결과를 기초로 이변량 정규분포하에서 공분산 행렬 $V_{pmk}$을 구체적으로 계산하였다. 또한 이 행렬의 추정을 통하여 벡터 공정능력지수 $C_{pmk}$에 대한 근사적인 공동 신뢰영역을 제시함으로써, 본 논문에서의 극한분포 연구결과가 벡터 공정능력지수 $C_{pmk}$에 대한 통계적 추론에 유용하게 활용될 수 있음을 보여주었다.

Keywords

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