A Robust Process Capability Index based on EDF Expected Loss

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Journal of Korean Society for Quality Management > Volume 31(1); 2003 > Article

Journal of Korean Society for Quality Management 2003;31(1): 109-.

EDF 기대손실에 기초한 로버스트 공정능력지수

임태진, 송현석

숭실대학교 산업ㆍ정보시스템공학과

A Robust Process Capability Index based on EDF Expected Loss

ABSTRACT

This paper presents a robust process capability index(PCI) based on the expected loss derived from the empirical distribution function(EDF). We propose the EDF expected loss in order to develop a PCI that does not depends on the underlying process distribution. The EDF expected loss depends only on the sample data, so the PCI based on it is robust and it does nor require complex calculations. The inverted normal loss function(INLF) is employed in order to overcome the drawback of the quadratic loss which may Increase unboundedly outside the specification limits. A comprehensive simulation study was performed under various process distributions, in order to compare the accuracy and the precision of the proposed PCI with those of the PCI based on the expected loss derived from the normal distribution. The proposed PCI turned out to be more accurate than the normal PCI in most cases, especially when the process distribution has high kurtosis or skewness. It is expected that the proposed PCI can be utilized In real processes where the true distribution family may not be known.

Key Words: EDF;PCI;reflected normal loss function;