Sampling inspection by variables

Simple item page
dc.contributor.authorSteland, Ansgar
dc.contributor.authorZähle, Henryk
dc.date.accessioned2008-10-15T08:22:51Z
dc.date.available2008-10-15T08:22:51Z
dc.date.issued2008-10-15T08:22:51Z
dc.description.abstractA classic statistical problem is the optimal construction of sampling plans to accept or reject a lot based on a small sample. We propose a new asymptotically optimal solution for the acceptance sampling by variables setting where we allow for an arbitrary unknown underlying distribution. In the course of this, we assume that additional sampling information is available, which is often the case in real applications. That information is given by additional measurements which may be affected by a calibration error. Our results show that, firstly, the proposed decision rule is asymptotically valid under fairly general assumptions. Secondly, the estimated optimal sample size is asymptotically normal. Further, we illustrate our method by a real data analysis and we investigate to some extent its finite sample properties and the sharpness of our assumptions by simulations.en
dc.identifier.urihttp://hdl.handle.net/2003/25803
dc.identifier.urihttp://dx.doi.org/10.17877/DE290R-6143
dc.identifier.urlhttp://dx.doi.org/10.1111/j.1467-9574.2008.00413.x
dc.language.isoende
dc.relation.ispartofseriesPreprints der Fakultät für Mathematik; 2008-17de
dc.subjectacceptance samplingen
dc.subjectFréchet and Hadamard derivativeen
dc.subjectfunctional delta methoden
dc.subjectcentral limit theoremen
dc.subjectempirical processen
dc.subject.ddc510
dc.titleSampling inspection by variablesen
dc.title.alternativenonparametric settingen
dc.typeTextde
dc.type.publicationtypepreprinten
dcterms.accessRightsrestricted

Files

License bundle
Now showing 1 - 1 of 1
No Thumbnail Available
Name:
license.txt
Size:
1.03 KB
Format:
Item-specific license agreed upon to submission
Description:
Download

Collections

Preprints der Fakultät für Mathematik