Yield measure for the process with multiple streams

Process capability indices, such as C _pk , have been widely used in the manufacturing industry to provide common quantitative measures for process performance. The index C _pk only provides an approximate rather than an exact measure of the process yield. To obtain an exact measure of the process yield, Boyles proposed a yield index S _pk . Capability measures for processes with single stream have been investigated extensively; however, multiple streams processes often occur in practice. Bothe presented a capability index for multiple streams process. In the present paper, a new index that is able to provide an exact measure of yield for a multiple streams process is developed. Three examples are given for illustration. From the results of the yield measure in the three examples, the conventional approach, using the arithmetic average of the estimated yield indices of all streams, will certainly over-estimate the process yield.     

Evaluation of P(Xt>Yt ) when both Xt and Yt are residual lifetimes of two systems

Let the random variables X and Y denote the lifetimes of two systems. In reliability theory to compare between the lifetimes of X and Y there are several approaches. Among the most popular methods of comparing the lifetimes are to compare the survival functions, the failure rates and the mean residual lifetime functions of X and Y. Assume that both systems are operating at time t > 0. Then the residual lifetimes of them are X_t=X?t | X>t and Y_t=Y?t | Y>t, respectively. In this paper, we introduce, by taking into account the age of systems, a time‐dependent criterion to compare the residual lifetimes of them. In other words, we concentrate on function R(t ):=P(X_t>Y_t) which enables one to obtain, at time t, the probability that the residual lifetime X_t is greater than the residual lifetime Y_t. It is mentioned, in Brown and Rutemiller (IEEE Transactions on Reliability, 22 , 1973) that the probability of type R(t) is important for designing as long‐lived a product as possible. Several properties of R(t) and its connection with well‐known reliability measures are investigated. The estimation of R(t) based on samples from X and Y is also discussed.     

On a study of the exponential and Poisson characteristics of the Poisson process

Based on the exponential and Poisson characteristics of the Poisson process, in this work we present some characterizations of the Poisson process as a renewal process. More precisely, let γ_t be the residual life at time t of the renewal process A={A(t),t≥0 }, under suitable condition, we prove that if Var(γ_t)=E ² (γ_t),∀t≥0, then A is a Poisson process. Secondly, we show that if Var (A(t)) is proportional to E (A(t)), then A is a Poisson process also, and Var (A(t))=E (A(t)). Received: August 1999     

Criteria of Determining the P/T Upper Limits of GR&;R in MSA

The MSA combines estimates of the variations of repeatability and reproducibility and is mainly analyzed by experimental design. The variations of personnel, measurement equipment, and the part itself can be analyzed via the data obtained to improve the capability of the measurement system. MSA of both QS9000 and ISO/TS16949 defines GR&R acceptable criteria. GR&R of the MSA in QS9000 is determined by the Precision-to-Tolerance (P/T) value, the percentage of the measurement system variations to the deviation during the manufacturing process or to the part tolerance. If the P/T value is less than 10%, the accuracy of the measurement system is acceptable. If the P/T value falls between 10 and 30%, acceptance of the accuracy of the measurement system is up to the company. When the P/T value is greater than 30%, precision of the measurement system will not be accepted. The aforementioned GR&R acceptance criteria were established by three major automobile companies of the US according to their past experiences. As the capability index C _pm reflects both process yield and process loss, we use C _pm to set a proper range of GR&R acceptable criteria. If the P/T value is not within the acceptable range, the measurement system is required for modification. If the P/T value is within the acceptable range, The process capability can be enhanced by improving the manufacturing process.     

Bounds for the mean residual life function of a <Emphasis Type="Italic">k</Emphasis>-out-of-<Emphasis Type="Italic">n</Emphasis> system

In the reliability studies, k-out-of-n systems play an important role. In this paper, we consider sharp bounds for the mean residual life function of a k-out-of-n system consisting of n identical components with independent lifetimes having a common distribution function F, measured in location and scale units of the residual life random variable X _t  = (X−t|X > t). We characterize the probability distributions for which the bounds are attained. We also evaluate the so obtained bounds numerically for various choices of k and n.     

Forecasting contemporal aggregates of multiple time series

The paper considers forecasting a contemporal linear aggregate y_t of a vector time series Z^'_t =(Z_1t,...,Z_kt). We first disciss the case where Z_t follows a stationary multiple moving average process and propose a measure of the efficiency of aggregation. A necessary and sufficient condition is given for the case of no gain by employing the component series. Extension of the results to stationary multiple autoregressive process and some non-stationarity processes is discussed, and an illustrative example is given.     

Exact bahadur efficiencies of tests for superadditivity of the mean function of a non-homogeneous poisson process

Consider a non-homogeneous Poisson process,N(t), with mean value functionΛ(t) and intensity functionsΛ(t). A conditional test of the hypothesis that the process is homogeneous, versus alternatives for whichΛ(t) is superadditive, was proposed by Hollander and Proschan (1974). Proposing a new test for superadditivity ofΛ(t), Kochar and Ramallingam (1989) have observed the fact that the Pitman asymptotic relative efficiency of their test with respect to the Hollander-Proschan test is unity. In order to distinguish between these competing tests, we shall compute the exact Bahadur slopes of these tests for important alternatives and demonstrate that the new test has high Bahadur efficiencies relative to the test of Hollander and Proschan.     

Causality in temporal systems: Characterization and a survey

A time series {Y_t} ‘causes’ another time series {Y_t}, in the sense defined by C.W.J. Granger, if present Y can be predicted better by using past values of X than by not doing so, other relevant information (including the past of Y) being used in either case. In this paper we (1) classify the possible causality relationships between two series X and Y, using an analogy to events in a sample space; (2) review existing work and present some new results on alternative characterizations of the more important causality events; and (3) compare several recent procedures for the empirical detection of causality.     

基于价值链管理的制造型企业内部控制探讨

制造型企业是我国国民经济的支柱,加强其内部控制研究具有极其重要的意义。目前我国有关内部控制的研究对于这类企业的适用性不强,使得这类企业的内部控制在实际运行中的效果不尽理想。制造型企业内部控制研究的关键是对各业务流程活动的控制。因此,本文结合制造型企业的基本特点,将价值链理论引入这类企业内部控制体系的研究之中,重构其业务流程体系,加强其关键控制点的控制力度,建立一套基于价值链管理的制造型企业内部控制体系,以期完善其内部控制体系架构,促进企业的价值增值与最终目标的实现。     

Estimating and Testing Process Precision with Presence of Gauge Measurement Errors

Process capability indices have been widely used in the manufacturing industry. Those capability indices, quantifying process potential and performance, are important for any successful quality improvement activities and quality program implementation. Because of the simplicity and easy of understanding, the precision index C_p has gained its popularity for measuring process consistency. However, the quality of data on the process characteristics relies very much on the gauge measurement. Conclusions about capability of the process just only based on the single numerical value of the index are not reliable. In this paper, we not only conduct the performance of the index C_p with gauge measurement errors, but also present adjusted confidence interval bounds and critical values for capability testing purpose of C_p with unavoidable measurement errors. Our research would help practitioners to determine whether the factory processes meet the capability requirement, and make more reliable decisions.     

Long-run availability of paralleled systems

Summary This paper gives an analysis of a system withN ₁ components of one type andN ₂ components of another type in parallel with uninterrupted running times of each component following exponential distribution and the repair time following arbitrary distribution. The head of the line and preemptive resume priority disciplines have been imposed on the repair of the components. The busy period process is investigated first using the supplementary variable method. Then the general time dependent process in which busy periods alternate with idle periods has been studied in terms of the busy period probabilities and probability of finding the repair facility idle at timet. Finally, the long-run availability of the system in terms of the steady state probabilities for the two cases of priority disciplines has been obtained.     

Impact of CO2 Emission Variation on Firm Performance

The quantifying and reporting of greenhouse gas emissions is one of the most important tools for monitoring and auditing proposed to mitigate climate change, and it also directly affects business. It is thus vital that at this time we learn in detail whether firms actually report on greenhouse gas emissions and make the account entries that must be included within it. This research is twofold: first to analyse the reports on greenhouse gas emissions of international firms in the 2007 and 2008 period and to see what kind of variation occurs in CO₂ emissions between 2006–2007 and 2007–2008, and second to determine the impact that this variation (2006–2007) can have on firm performance in four time periods (t, t + 1, t + 2 and t + 3) that correspond to 2007, 2008, 2009 and 2010, taking two variables as a measure of firm performance, ROE and ROA, and considering a time period affected by a financial crisis. The results obtained show that there was a reduction in CO₂ emissions in the 2006–2007 period, and also in the 2007–2008 period. As regards the impact that the variation in CO₂ emissions has on ROE and ROA, CO₂ emission variation is a significant but negative variable only for ROA_2007 and for the rest of the years it is not statistically significant either for ROE or ROA. Copyright © 2012 John Wiley & Sons, Ltd and ERP Environment.     

Estimation in a disequilibrium model and the value of information

Suits' model of the watermelon market is reformulated as a disequilibrium model and the likelihood function is derived under various assumptions concerning the amount of available information. Such models are characterized by a min condition as in y_t = min(D_t, S_t) for an ordinary demand-supply model, where the observed quantity y_t is the smaller demand and supply. Varying amounts of information may be available depending on which variables are observed and on whether prior information is available for separating the sample into subsets for which D_t < S_t and conversely. The likelihood function corresponding to the least amount of prior information is shown to be unbounded without a certain variance ratio restriction. Computations are successfully carried out both with the original model and Monte Carlo experiments and the effect of different amounts of information on MSE's is analyzed.     

Cultural change--empowerment at Sweetheart Cup Company, Inc., Bakery Division

Sweetheart Cup Company always has been associated with fun products--fast food containers, straws, ballpark drink glasses, and maybe the most fun of all--ice cream cones! But making these products of pleasantry at times has not been as festive as it would seem. Sweetheart Cup Company has had its ups and downs in terms of many of the typical manufacturing measurements, but in 1994--under the direction of newly appointed Chief Operating Officer Bill McLaughlin--Sweetheart Cup Company embarked on a new mission. This time everyone would be involved, from headquarters staff in Owings Mills to the fourth-floor oven area workers in the Dallas bakery. The new process goal, "Business Excellence," as we called it, was really an implementation of Class A ERP/MRP II.     

Measuring process capability index <Emphasis Type="Italic">C</Emphasis><Subscript><Emphasis Type="Italic">pm</Emphasis></Subscript> with fuzzy data

The process capability index C _pm , which considers the process variance and departure of the process mean from the target value, is important in the manufacturing industry to measure process potential and performance. This paper extends its applications to calculate the process capability index [(C)\tilde]_pm{\tilde {C}_{pm} } of fuzzy numbers. In this paper, the α-cuts of fuzzy observations are first derived based on various values of α. The membership function of fuzzy process capability index [(C)\tilde]_pm{\tilde {C}_{pm} } is then constructed based on the α-cuts of fuzzy observations. An example is presented to demonstrate how the fuzzy process capability index [(C)\tilde]_pm{\tilde {C}_{pm} } is interpreted. When the quality characteristic cannot be precisely determined, the proposed method provides the most possible value and spread of fuzzy process capability index [(C)\tilde]_pm{\tilde {C}_{pm} }. With crisp data, the proposed method reduces to the classical method of process capability index C _pm .     

On maximum likelihood prediction based on Type II doubly censored exponential data

In this paper, the maximum likelihood predictor (MLP) of the kth ordered observation, t _k, in a sample of size n from a two-parameter exponential distribution as well as the predictive maximum likelihood estimators (PMLE's) of the location and scale parameters, θ and β, based on the observed values t _r, …, t _s (1≤r≤s<k≤n), are obtained in closed forms, contrary to the belief they cannot be so expressed. When θ is known, however, the PMLE of β and MLP of t _k do not admit explicit expressions. It is shown here that they exist and are unique; sharp lower and upper bounds are also provided. The derived predictors and estimators are reasonable and also have good asymptotic properties. As applications, the total duration time in a life test and the failure time of a k-out-of-n system may be predicted. Finally, an illustrative example is included. Received: August 1999     

Environmental dynamism,human resource flexibility,and firm performance: analysis of a multi-level causal model

While strategic HRM scholars have conceptualized HR flexibility as an important source of sustainable superior firm performance in dynamic environments, the process through which HR flexibility creates value for the firm has not been empirically investigated. Based on a study of 98 manufacturing and 103 service firms from a wide array of industries in India, this paper attempts to illuminate the black box of causal linkages between environmental dynamism, flexibility of human assets, and firm level human-, operational-, and financial-outcomes by developing and testing a multi-level causal model. Evidence indicates that HR flexibility mediates the influence of environmental dynamism on firm performance and that irrespective of the nature of the industry and the degree of environmental turbulence, superior firm performance ensues when HR flexibility as actually possessed by the firm matches the environmental demands for such flexibility as perceived by the firm managers. The results also support the notion of HR value chain that postulates that HR system has direct impact on firm-level HR outcomes which are most proximal, and its effects on increasingly more distal operational- and financial-outcomes are mediated by HR outcomes. The findings of the study suggest that HR practices as a system have both direct and indirect (mediated by behavioral flexibility) effects on firm-level HR outcomes. Existence of significant direct effects signifies that HR practices play an important role as a structural mechanism in achieving superior firm performance.     

A note on optimum spacing of observations from a continuous time simple Markov process

Summary Assume thatX() is a continuous time simple Markov process with a parameter . The problem is to choose observation points ₀ < ₁ <...<_T which provide with the maximum possible information on . Suppose that the observation points are equally spaced, that is, fort=1, ...,T, T, ;_t–_t–1 is constant. Then the optimum value fors is obtained.     

Limit theorems for reflected Ornstein–Uhlenbeck processes

This paper studies one‐dimensional Ornstein–Uhlenbeck (OU) processes, with the distinguishing feature that they are reflected on a single boundary (put at level 0) or two boundaries (put at levels 0 and d > 0). In the literature, they are referred to as reflected OU (ROU) and doubly reflected OU (DROU), respectively. For both cases, we explicitly determine the decay rates of the (transient) probability to reach a given extreme level. The methodology relies on sample‐path large deviations, so that we also identify the associated most likely paths. For DROU, we also consider the ‘idleness process’ L_t and the ‘loss process’ U_t, which are the minimal non‐decreasing processes, which make the OU process remain ≥ 0 and ≤ d, respectively. We derive central limit theorems (CLTs) for U_t and L_t, using techniques from stochastic integration and the martingale CLT.     

Generalized confidence intervals for the process capability index C pm

Process capability indices have been proposed to the manufacturing industry for measuring process reproduction capability. The C _pm index takes into account the degree of process targeting (centering), which essentially measures process performance based on average process loss. To properly and accurately estimate the capability index, numerous conventional approaches have been proposed to obtain lower limits of the classical confidence intervals (CLCLs) for providing process capability information. In particular, lower confidence limits (LCLs) not only provide critical information regarding process performance but are used to determine if an improvement was made in reducing the nonconforming percent and the process expected loss. However, the conventional approach lacks for exact confidence intervals for C _pm involving unknown parameters which is a notable shortcoming. To remedy this, the method of generalized confidence intervals (GCIs) is proposed as an extension of classical confidence intervals (CCIs). For evaluating practical applications, two lower limits of generalized confidence intervals (GLCLs) for C _pm using generalized pivotal quantities (GPQs) are considered, (i) to assess the minimum performance of one manufacturing process/one supplier, and (ii) to assess the smallest performance of several manufacturing processes/several suppliers for equal as well as unequal process variances.