The computation of accuracy of quality parameters by means of a Monte Carlo simulation

被引：1
|
作者：
Ciarlini, P [1 ]
Gigli, A [1 ]
Regoliosi, G [1 ]
机构：
[1] CNR, Ist Appl Calcolo M Picone, I-00161 Rome, Italy
来源：
COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION | 1999年 / 28卷 / 03期
关键词：
bootstrap; capability index; statistical process control;
D O I：
10.1080/03610919908813580
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
The bootstrap methodology is applied to control quality of an industrial production according to the specifications required by the costumer. A comparison between the approach based on the capability index and normality assumptions, and the bootstrap approach is given using real and simulated data. The procedure allows to estimate tail probabilities even in regions not supported by data, with an accuracy independent of the sample variance also when data are not "nearly" normal.
引用
收藏
页码：821 / 848
页数：28
相关论文
共 50 条
  • [21] COMPUTATION OF GLOBAL ILLUMINATION IN A PARTICIPATING MEDIUM BY MONTE-CARLO SIMULATION
    PATTANAIK, SN
    MUDUR, SP
    JOURNAL OF VISUALIZATION AND COMPUTER ANIMATION, 1993, 4 (03): : 133 - 152
  • [22] Electricity forward and volatility curves computation based on Monte Carlo simulation
    Vazquez, Miguel
    Barquin, Julian
    Batlle, Carlos
    2006 INTERNATIONAL CONFERENCE ON PROBABILISTIC METHODS APPLIED TO POWER SYSTEMS, VOLS 1 AND 2, 2006, : 950 - 954
  • [23] Parallel Direct Simulation Monte Carlo Computation Using CUDA on GPUs
    Su, C. -C.
    Hsieh, C. -W.
    Smith, M. R.
    Jermy, M. C.
    Wu, J. -S.
    27TH INTERNATIONAL SYMPOSIUM ON RAREFIED GAS DYNAMICS, 2010, PTS ONE AND TWO, 2011, 1333 : 343 - +
  • [24] Monte Carlo simulation of dendrimers in variable solvent quality
    Giupponi, G
    Buzza, DMA
    JOURNAL OF CHEMICAL PHYSICS, 2004, 120 (21): : 10290 - 10298
  • [25] River water quality modelling and simulation based on Markov Chain Monte Carlo computation and Bayesian inference model
    Sahoo, Mrunmayee Manjari
    Patra, Kanhu Charan
    AFRICAN JOURNAL OF SCIENCE TECHNOLOGY INNOVATION & DEVELOPMENT, 2020, 12 (06): : 771 - 785
  • [26] The problem of estimating the accuracy of calculation of local tallies by means of the Monte Carlo method
    Skorokhodov, D. N.
    Tikhomirov, G. V.
    PHYSICS OF ATOMIC NUCLEI, 2012, 75 (14) : 1675 - 1678
  • [27] The problem of estimating the accuracy of calculation of local tallies by means of the Monte Carlo method
    D. N. Skorokhodov
    G. V. Tikhomirov
    Physics of Atomic Nuclei, 2012, 75 : 1675 - 1678
  • [28] Optimisation of the initial parameters and efficiency in Monte Carlo simulation for Cyberknife
    Lin, M. J.
    Chao, T. C.
    Chang, T. C.
    Lee, C. C.
    Chao, H. L.
    Shiau, A. C.
    RADIOTHERAPY AND ONCOLOGY, 2016, 119 : S717 - S717
  • [29] Optimal Search for Parameters in Monte Carlo Simulation for Derivative Pricing
    Wang, Chuan-Ju
    Kao, Ming-Yang
    2014 IEEE CONFERENCE ON COMPUTATIONAL INTELLIGENCE FOR FINANCIAL ENGINEERING & ECONOMICS (CIFER), 2014, : 384 - 390
  • [30] Determination of the initial beam parameters in Monte Carlo linac simulation
    Aljarrah, K
    Sharp, GC
    Neicu, T
    Jiang, SB
    MEDICAL PHYSICS, 2006, 33 (04) : 850 - 858
12345