+ All Categories
Home > Documents > SOME MULTIVARIATE DISTRIBUTIONS ARISING Norman L. Johnson ...€¦SOME MULTIVARIATE DISTRIBUTIONS...

SOME MULTIVARIATE DISTRIBUTIONS ARISING Norman L. Johnson ...€¦SOME MULTIVARIATE DISTRIBUTIONS...

Date post: 05-Sep-2018
Category:
Upload: phamphuc
View: 221 times
Download: 0 times
Share this document with a friend
20
SOME MULTIVARIATE DISTRIBUTIONS ARISING IN FAULTY SAMPLING INSPECTION . Norman L. Johnson University of North Carolina at Chapel Hill and Samuel Kotz University of Maryland at College Park An Invited Paper for the Sixth International Symposium on Multivariate Analysis University of Pittsburgh, PA . July 1983 January 1983
Transcript
Page 1: SOME MULTIVARIATE DISTRIBUTIONS ARISING Norman L. Johnson ...€¦SOME MULTIVARIATE DISTRIBUTIONS ARISING IN FAULTY SAMPLING INSPECTION.• Norman L. Johnson University of North Carolina

SOME MULTIVARIATE DISTRIBUTIONS ARISINGIN FAULTY SAMPLING INSPECTION

•.

Norman L. Johnson

University of North Carolinaat Chapel Hill

and

Samuel Kotz

University of Marylandat College Park

An Invited Paper for the Sixth InternationalSymposium on Multivariate Analysis

University of Pittsburgh, PA. July 1983

January 1983

Page 2: SOME MULTIVARIATE DISTRIBUTIONS ARISING Norman L. Johnson ...€¦SOME MULTIVARIATE DISTRIBUTIONS ARISING IN FAULTY SAMPLING INSPECTION.• Norman L. Johnson University of North Carolina

ABSTRACT

In the present paper we extend in two ways some results presented in

Kotz and Johnson (Comm. in Statistics (1982), All ) relating to the study

of distributional aspects of effects of errors in inspection sampling:

(1) Multistage sampling with k successive samples involving the possibil-

ity of two types of errors in inspection (classifying a defective individual

as non-defective, or a non-defective as defective); (2) Single-stage sampling

considering several types of defects of which only one is tested on inspection.

~ Both (1) and (2) lead to novel multivariate distributions. Their structural

properties are analysed in some detail and some applications, in particular

those in quality control are discussed.

Page 3: SOME MULTIVARIATE DISTRIBUTIONS ARISING Norman L. Johnson ...€¦SOME MULTIVARIATE DISTRIBUTIONS ARISING IN FAULTY SAMPLING INSPECTION.• Norman L. Johnson University of North Carolina

1. INTRODUCTION

We have recently studied effects of inaccuracies in inspection on the proper­

ties of acceptance sampling procedures (Johnson &Kotz (1981), Kotz &

Johnson (1982a,b)). In particular we have considered two-stage sampling,

wherein up to two successive samples of sizes nl ,n2 may be taken from a lot

of size N, containing D defective items. (The second sample is taken only

if the number (Zl) of items found to be defective ;s within certain limits

defined by the sampling schemes.) It was supposed that inspection is not

perfect, so that some defective items may not be noticed as such, while some

nondefective items may be classified as 'defective'.

Similar investigations have been described in quality control literature by

Hoag et al. (1975) Dorris and Foote (1978) and Rahali and Foote (1982) (see

also Armstrong (1982)). In the present paper we shall extend this work

along two directions, each of which introduces apparently novel multivariate

distributions.

First we shall generalize our result to multistage sampling with k successive

samples of sizes nl , n2, ... , nk and suppose that for the i-th sample

Pi = probability that a defective item is correctly classified

pi = probability that a nondefective item is classified as 'defective'.

Secondly, returning to single-stage sampling we shall consider the case of

two types of defects one of which is relatively easy to detect, and investi-

gate the distribution of the second kind of defect when selection is on

Page 4: SOME MULTIVARIATE DISTRIBUTIONS ARISING Norman L. Johnson ...€¦SOME MULTIVARIATE DISTRIBUTIONS ARISING IN FAULTY SAMPLING INSPECTION.• Norman L. Johnson University of North Carolina

"

-2-

the basis of the first kind. As before we will suppose that Pl denotes the

probability of correct classification of a defective item and Pl the probabil­

ity of classification of a non-defective item as 'defective'.

2. MULTISTAGE SAMPLING:ANALYSIS

We will be interested in the joint distribution of Zl,Z2' ... ,Zk' the numbers

of items classified as defective as a result of inspection of the sequence of

k samples. This distribution seems to be new, and presents some features of

theoretical interest, as well as having the possible practical applications

we have indicated. Chief among the latter is the possible calculation of

acceptance probabilities for multi-stage (or even sequential) sampling

schemes under imperfect inspection. Some pnactical comments, in the two-stage

case are given in Kotz &Johnson (1982b).

Let Yl 'Y2' .•. 'Yk denote the actual numbers of defectives in the 1st, 2nd, •.. ,k-th

samples respectively. The joint distribution of y = (Yl , •.. ,Yk) is a multi­

variate hypergeometric with

kPre n (Y.=y.)]. 1 1 11=

(1)

k k(O:SYi<n i (i=l,. .. ,k); D-N + Li=l ni < Li=l Yi)·

Symbolically, we write

We note thatk (r.) (s.) (rr.) (rs.) k (r.+s.) (r(r.+s.))

E[ II {Yo 1 (n.-Y.) 1 }]= D 1 (N-D) 1 { II n. 1 1 }/N 1 1i=l 1 1 1 i=l 1

where a(b) = a(a-l) ... (a-b+l) is the b-th descending factorial of a.

(2)

Conditionally on y, the ZIS are mutually independent, with Zi distributed as

Page 5: SOME MULTIVARIATE DISTRIBUTIONS ARISING Norman L. Johnson ...€¦SOME MULTIVARIATE DISTRIBUTIONS ARISING IN FAULTY SAMPLING INSPECTION.• Norman L. Johnson University of North Carolina

-3-

the sum of two independent binomial variables with parameters (V.,p.) and1 1

kPre n (l.=z.) Iv=y]

.1 11 "''''1=

k z. y. n.-y. h z.-h y.-h n.-y.-z.+h= IT n ~ (1)( ~ 1)p. p!1 (l-p.) 1 (l-p!) 1 1 1 ]. 1 h-0 hz. - h 1 1 1 11= 1

k= IT b(z1·;y.,p.;n.-y.,p!)

i=l 1 1 1 1 1(3)

where b(zi;Yi,Pi; ni-Yi,pi) is the probability function for the convolution

of the two binomial distributions with parameters (Yi,Pi) and ni-Yi,pi)

respectively.

The unconditional distribution of ~ is

(4)

The limits for l are as in (1).

Symbolically

•••

A Mu1t.Hypgk (n:D,N)1

(4a)

where * stands for convolution and A is the compounding operator (as defined,

for example, in Johnson &Kotz (1969, p. 184)).

This distribution might be called "Mu1tivariate Hypergeometric-Convo1uted

Binomia1(s)".

The conditional (on 1) ri-th factorial moment of li is

(r.) r. r. h r.-h (h) (r.-h)E[l. 1 IV] = \ 1 ( 1)p.p! 1 V. (n.-V.) 11 '" L. h=0 h 1 1 1 1 1

Page 6: SOME MULTIVARIATE DISTRIBUTIONS ARISING Norman L. Johnson ...€¦SOME MULTIVARIATE DISTRIBUTIONS ARISING IN FAULTY SAMPLING INSPECTION.• Norman L. Johnson University of North Carolina

-4-

The unconditional r = (ri, ..• ,rk)-th factorial moment of Z is

k (r.) k (r.) k (r.)]Jr(Z)= E[JI li 1 ] = EyEE.rr li 1 11] = EyE.rr EEli 1 11]]

... 1=1 ... 1=1 "'" 1=1

k r. r. hr. -h (h) (r . -h)= EE rr nh~O(hl)p.p!l Y. (n.-Y.) 1 }]

i=l - 1 1 1 1 1(6)

rk k [r.] Q,. r. - Q,. (Q,. ) ( r. -Q,. )LQ, =o{ rr III p.l p! 1 l E[y.l (n.-Y.) 1 1]}

k i=l Ni 1 1 1 1 1

k (r.){ rr n. 1 }

. 1 1 rl rk k r. Q,. r. - Q, . (L: Q,. ) (L: (r . -Q,. ) )= 1= \' \' { (1) 1 ,1 1} 1 ( ) 1 1

(L:r.) LQ, =O"'LQ, =0 .rr Q,. Pi Pi 0 N-DN 11k 1=1 1

(6 1)

Q, k r.where gil is the coefficient of x in rr (p!+p.x) 1. (Note that

N • 1 1 11=•

(i) if sampling were with replacement, (6) would be

k (r.) k r. L:r.]J(r)(~) = {.rr ni 1 } E.rr {DPi + (N-D)pi} l]/N 1

"'" 1=1 1=1

(ii) if Pi = p and pi = pI for all i-corresponding to constant quality of

inspection throughout - thenL:r. Q, L:r.-Q,

gQ, =( Q,l)p pi 1 )

In particular

EEl i ] = niEDN-1Pi+(1-DN-l)pi} = niPi (7.1)

where Pi = DN-1Pi+(1-DN-l)Pi is the probability that an individual chosen at

random in the i-th sample will be classified as defective (whether it really

is so, or not). Also

Page 7: SOME MULTIVARIATE DISTRIBUTIONS ARISING Norman L. Johnson ...€¦SOME MULTIVARIATE DISTRIBUTIONS ARISING IN FAULTY SAMPLING INSPECTION.• Norman L. Johnson University of North Carolina

-5-

and

(8)

If Pi > pi and Pj > Pj as one would hope, if inspection is to be of any use

at all, the covariance is negative, as might be expected, since the covariance

of Vi and Vj is negative. If Pi = pi or Pj = pj, so that it is irrelevant

whether an item in the corresponding sample(s} is defective or not, then the

covariance is zero - in fact the corresponding I (or lIs) is independent of all

other ZIS.

It is easy to write down the conditional distribution of Zi' given Zj' but it

is rather complicated in form. We can, however, derive the regression function

in the following way.

,We have

so

Now

so

E[z.lv.] =V.p. + (n.-V.}p~11 11 111

E[Z. IZ.] = p. E[V . IZ.] + p~ (n . -E [V . IZ. J)1 J 11 J 11 1J

E[v·IV.] = n.(D-v.}/(N-nJ.}

1 J 1 J

E[v.IZ.] = n.(N-n.}-l(D-E[V·IZ.]}1 J 1 J J J

(9)

(10 )

In order to evaluate E[VjIZj] note that, for the j-th sample,

Pr[item is defective litem classified as defective] = DN-lp./p.J J

and

Pr[item is defective litem classified as nondefective] = DN-l(l-Pj}/(l-Pj}

so E[V.II.] = DN-l[l.(p./P.} + (n.-I.){(l-p.}/(l-p.}}]J J J J J J J J J

(11 )

From (9), (10) and (ll) we obtain

Page 8: SOME MULTIVARIATE DISTRIBUTIONS ARISING Norman L. Johnson ...€¦SOME MULTIVARIATE DISTRIBUTIONS ARISING IN FAULTY SAMPLING INSPECTION.• Norman L. Johnson University of North Carolina

= n.p~, ,= n.p~, ,

-6-

+ (p.-p~) E[V·IZ.]" , J

+ n,{p,-p~){N-n.)-l{O-E[V·IZ.]), "J J J

(l-ON-l)(p.-p:)+ n.{p.-p~)ON-l{l- J J, , , ()- ( -)N-n. p. l-p.

J J J

• (l.-n.p.)} (12)J J J

The regression is linear, and the sign of the regression coefficient is

3. MULTISTAGE SAMPLING: ASPECIAL CASE

If we take nl = n2= ... =n k = 1 we have the first k stages of a fully sequent­

ial sampling procedure. In this situation the only possible values of each of

the V's and liS are 0 and 1. Formula (3) becomes

N -1 N-k k zi l-zi ,zi. l-z.Pr[f=~] = (D) L ···L (O E ) IT {y.p. (l-p.) +{l-y.)p. (l-p.) '} (13)

Yl Yk - Yi i=l ", ",

Collecting together terms with the same value of EYi = Y (corresponding to the

total number of defective items selected) we get

N 1 N k k a. a! 8· 8~Pr[f=~J = (O)- Ly{O=Y) IaI~ .IT Pi 'pi '(l-Pi) '(l-pi) , (13)'

'" ~ ,=1

where summation with respect to ~ = (al , ... ,ak) and.©, = (81, ... ,8k) is

constrained by

(corresponding to the total number of items classified as defectives) and for

each i, one of (ai ,ai,8i ,Si) is 1, the other three are each zero.

Vet another way of writing (13) is

Page 9: SOME MULTIVARIATE DISTRIBUTIONS ARISING Norman L. Johnson ...€¦SOME MULTIVARIATE DISTRIBUTIONS ARISING IN FAULTY SAMPLING INSPECTION.• Norman L. Johnson University of North Carolina

(14)

-7-

Pr[k=£] = (~)-' Ly(~=~)·[coefficient of xZuY in

kIT {p.xu+p ~ x+ (' -p.) u+' - pl.} ] (13) II

j=' J J J J

It may be noted that this shows that 2~=1 Zi is a sufficient statistic

(for D, supposing N, p's and pi'S are known). If p. = p and p~ = pi for1 1

all i, we have the coefficient of xZuY in {pxu + p'x+(l-p)u+(l-pl)}k on the

right hand side of (13)" .

4. ASSOCIATED DEFECTS: ANALYSIS

We now suppose that there are two types of defects - (1) and (2) - and that in

a population of size N there are D h individuals with g type (1), and h type9

(2) defects (g,h = 0,1). (Of course DOO+D01+DlO+D11 = N.) For example (1)

might represent surface irregularity, with (2) corresponding to internal flaws

in material, such as metal bars or plates. In many situations the different

types of defect correspond to different modes of failure.

A random sample of size n is taken (without replacement) f,}'i'om the population;

and each of the chosen individuals is examined for presence of type (1)

defect. We are interested in the number (Z,) of individuals classified as

possessing defect (1); and among these Zl individuals, the number (Zi)

actually possessing defect (1) and the number (Z2) possessing defect (2).

The distribution of Zl is given in Section 2, and also in Kotz &Johnson (1982b).

The distribution of Zi is the hypergeometric-binomia1

Binomial (Y ,P1) A Hypg. (n;DlO+D11 ;N)Y .

The probability that the sample will contain ygh individuals with g type (1)

defects and h type (2) defects is

Page 10: SOME MULTIVARIATE DISTRIBUTIONS ARISING Norman L. Johnson ...€¦SOME MULTIVARIATE DISTRIBUTIONS ARISING IN FAULTY SAMPLING INSPECTION.• Norman L. Johnson University of North Carolina

-8-

1 1 1 1 D h NPre n n (Ygh=Ygh)] = [n n (yg

)]/(n)g=O h=O g=O h=O gh

(15 )

(16 )

(A multivariate hypergeometric (n;Q,N) distribution -cf (4a) where n is a

vector but D is not.) For the ~ = (aOO,a01,a10,a11)-th joint factorial moment

of Xwe have the expresssion

~ (Y) = n(a)[ ~ ~ D (agh)]/N(a) h + + +(a) ~ g=O h=O gh were a = aOO a01 a10 all

Given y = (YOO'Y01'Y10'Y11)' Zl is distributed as the sum of two independent

binomial variables, with parameters (Y10+Yll ,Pl) and (YOO+Y01'P,) respectively.

The first of these variables is, in fact Zi. Similarly, Z2 is distributed as

the sum of two independent binomial variables with parameters (Yl1,Pl) and

(Y01,Pl) respectively. Introducing four independent binomial variables Wh9

4It with parameters (Ygh,gPl + (l-g)pi) for g, h = 0,1 then conditionally on

Y= Y~ ~

i

(17.1)

(17.2)

(17.3)

We have

E[Zl I~] = (Y10+Yl1)Pl+(YOO+Y01)P; ;var(Zl 1~)=(Y10+Yl1)P1(1-P1)+(Y01+YOO)p;(1-Pl)

(18.1)

E[Z21~] = Y11P1+Y01Pl;var(Z21~)=YllP1(1-P1)+Y01Pl(1-Pl) (18.2)

cov(Zl,Z21~) = var(W1o+W11 I~) = var(Z21~)

kcorr(Zl,Z2 Iy) = {var(z21~)/var(Zll~)P

cov(Zi,Z21~) = var(W11 I~) = Yl1Pl(1-P1)

(18.3)

(18.4)

(18.5)

Page 11: SOME MULTIVARIATE DISTRIBUTIONS ARISING Norman L. Johnson ...€¦SOME MULTIVARIATE DISTRIBUTIONS ARISING IN FAULTY SAMPLING INSPECTION.• Norman L. Johnson University of North Carolina

-9-

(18.6)

The distribution of Z2 is the multivariate hypergeometric-convoluted binomial

{BinOmial(Yll'P1)*Binomial(Y10,Pi)}y~y Mult.Hypg(n;Oll'OlO;N) (19)11' 10

Moments can be obtained similarly as in Section 2.

For an individual chosen at random from the population

Pr[classified as having defect (l)J = N-1{(001+000)Pl+(010+011)Pl }

= N-l (OOP'+Ol P1) = Pl , say (19.1)

(01 =010+011 = total number of individuals in the population with defect (1);

00 = N-Ol )

andN-

1(001P,+011 Pl)

Pr[having defect (2) Iclassified as having defect (1)] = --_:....:--'--...:....:-~

Pl

-=~ , say (19.2)

P1

Hence E[Z2 1Zl] = Zl P211/P1 (20.1)

and (from (7. 1) )

E[Z2] = nP211Formula (20.1) is also valid conditionally on Y=y, so we have

( *) -~ [2J 2-- ~ ~cov Zl,Z2 - Pl E Zl - n PP211

and from (7.2) and (7.1)

(20.2)

(21.1)

Page 12: SOME MULTIVARIATE DISTRIBUTIONS ARISING Norman L. Johnson ...€¦SOME MULTIVARIATE DISTRIBUTIONS ARISING IN FAULTY SAMPLING INSPECTION.• Norman L. Johnson University of North Carolina

-10-

nP2'1 n-1 01 D1 12cov(Zl,Z2) = ----:=-u- {P1(l-P1) - N-1 -N-(l- N)(P1-P1) } (21.2)

P1

We must have cov(Zl,Z2) > a because from (20.1), E[Z2IZ1J is an increasing

function of Zl.

Extension to situations in which there are m (> 1) types of defects - (2),

(3), ... , (m+1) - in addition to the type (1) which is inspected directly, is

straightforward. The only essentially new problems are the joint distribution

of Z2, ... ,Z~1 - the numbers of individuals with type (2), ... ,(m+1) defects

among those classified as having defect (1); and also the distributions of

variables like Z(ij)' the number among these individuals, with both (i) &(j)

type defects (i r j ~ 2). Using an obvious notation (with subscripts 0(1)

indicating absence (presence) of the corresponding type of defect) we have,

for example, corresponding to (19.2)

(22)

Pr[having defects (2) and (3), but not (4), ... (m+1) Ic1assified as havingD pi + 0 P

defect (1)J = 0110 ... 0 1 1110 ...0 1o pi + D p0... 1 1. .. 1

1L 0 (g = 0,1) (0 is the quantity

a =0 g ar · .am+l g...m+l

1where Dg... = L

a =02

)

previously represented by 0 .)g

Considering, for simplicity, the case m = 2, we now obtain an expression for

cov(Z2'Z~). We have, analogously to (17.3)

Z2 = W111 + WOll + W110 + W010

Z~ = W111 + W011 + W10l + WOOl

(23)

where the Wls are independent binomial variables and the parameters of Wh"g 1

are (yghi' 0gP1 + (l-Og)Pl)·

Symbol i ca lly

Page 13: SOME MULTIVARIATE DISTRIBUTIONS ARISING Norman L. Johnson ...€¦SOME MULTIVARIATE DISTRIBUTIONS ARISING IN FAULTY SAMPLING INSPECTION.• Norman L. Johnson University of North Carolina

-11-

(s) (s)A general expression for the joint factorial moment E[Z2 2 Z3 3 ] can be

obtained in the following way.

(25)

t

where I(4) = ILL I ; ~(4)= ~ r ~ ~ and utilizing thei i 1 i 2 i 3 i4:l J1 ~ 2 ~J 3 J_4

ri~=s2 rj~=s3

(al ) (a2) (a1) (a2) a2 a2 (a2-u) (a1+u)identity a a = a (a-al+a1) = I ()al a

u=O u

An expression for E[Z2*(S2)Z*3(S3)lv=y] is obtained by replacing w(ah~ in (25)'" '" 9 ,

by v(a~pa where p = gOP1 + (1-g)P1' . Then taking expectations withgh, 9 9respect to 1, we obtain

(s) (s) j1 j2 s s J. J" g+i +i +J" h+· +i +" (26)E[Z* 2 Z* 3] = I(4)I(4)I I (.2)( "3)( 1)( 2)p 1 3 3p' '2 4 J4

2 3 i j g=O h=O 1 J.. 9 h 1 1'" '"

"(j1-g)" (j2-h) n(s2+s3+g+h) (i 1+g) (i 2+h) (i 3) (;4) (j3) (j4)x'l '2 0 (s2+s3+g+h) 0111 0011 0110 0010 01010001

N

If m > 2, °h" is replaced by °h" ; joint factorial moments of three or9 , 9 , ...

more Z~IS (i > 1) can be obtained by similar techniques, though the formulas,rapidly become more cumbersome.

Page 14: SOME MULTIVARIATE DISTRIBUTIONS ARISING Norman L. Johnson ...€¦SOME MULTIVARIATE DISTRIBUTIONS ARISING IN FAULTY SAMPLING INSPECTION.• Norman L. Johnson University of North Carolina

-12-

For lower order moments, direct ca1cu1ation i is often simpler than using general

formulas.

We now outline the calculation of cov(Z2,Z3)' We have from (23) and (24)

cov(Z2,Z3Il)= Y111 P1(1-P1)+Y011 P,(1-pi) (27)

whence

so (using (15))

cov(Z2,Z3)=E[Z2Z3]-E[Z2]E[Z3]

=

=(28)

This covariance can be positive or negative. Both Z2 and Z3 are positively

correlated with Zl (the total number of individuals, classified as 'defective',

of which Z2 and Z3 are subsets), but they may be negatively correlated in the

population. The latter situation corresponds to values of D 10 and Do01 which9 oJ

are large relative to Dg11 . (g = 0,1).

When N is large compared with n,

cov(Z2,Z3) ~ n[P1111-(P1!1l+ P111O)(P1!1l+ P1101)}

where P1!hi = N-1(D1hiP1+DOhiPP·

(29)

Page 15: SOME MULTIVARIATE DISTRIBUTIONS ARISING Norman L. Johnson ...€¦SOME MULTIVARIATE DISTRIBUTIONS ARISING IN FAULTY SAMPLING INSPECTION.• Norman L. Johnson University of North Carolina

-13-

Taking as an example Pl = 0.90, P, = 0.10

Dlll/N = 0.01; DllO/N = 0.1 ; D10l/N = 0.15

DOll/N = 0.01; D010/N = 0.15; DOOliN = 0.2

we have

Plill = 0.010; PlllO = 0.105; Pll Ol = 0.155

so

corresponding to negative cov(Z2,Z3) .

On the other hand, if Dlll/N and DOll/N are each increased to 0.05, the other

parameters remaining the same, we have Pl III = 0.050, while Pl 110 and Pll Olremain unchanged, so

corresponding to positive cov(Z2,Z3).

The same formulas apply when there are m(>2) types of defect other than (1),

replacing Dghi by Dghi ....

At the cost of some elaboration in the formulas, we can allow for the possibi­

lity that presence or absence of a defect of type (2) may affect the probabil­

ity of correct classification in regard to defects of type (1). Introducing

the notation

2Pl (2Pl) for probabilities of detection of (1) in the presence (absence)

of (2)

and

2P, (2Pl) for probabilities of incorrect assignment of (1) when no (1)

is present, in the presence (absence) of (2) we would still have a model

of form (17) but the parameters of the binomial distributions of the

Wghls would now be (YgO,g~Pl + (1-g)2P,) for h = 0; 9 = 1,2

Page 16: SOME MULTIVARIATE DISTRIBUTIONS ARISING Norman L. Johnson ...€¦SOME MULTIVARIATE DISTRIBUTIONS ARISING IN FAULTY SAMPLING INSPECTION.• Norman L. Johnson University of North Carolina

-14-

for h = 1; g = 1,2 .

(30)

and

The probability of having defect (2), if classified as having (1) would be

...,--_.....,°.....:;.0-:-1...-;:·2:c-P..:...1_+-.,.-°1,,-:1_•.;-2P-:1__-:---=:--_ = ~°00·2Pl + °01·2Pl + °10·2P1 + °11 ·2P1 pi

wh~re pi = k(000·2P' +001·2Pl + 010·2P1 + 011·2P1) = Pr[c1assified as having

defect (1)]

- 1, )P~jl = ~001·2P' + °11·2Pl

Formulas (20.1) and (20.2) would still be valid, with Pl' P211 replaced by pi,P~11 respectively.

Extension to situations with m(>l) types of defect, other than the one (type

(1)) which is inspected directly is, again, straightforward.

In view of the model (17) which applies, with appropriate adjustments, to all

the cases mentioned above, the joint distribution of liS and l*I S is

asymptotically multinomial as the population size N increases indefinitely,

with the ratios n:O's:N remaining constant, or tending to fixed values.

5. SOME APPLICATIONS

Although this paper is concerned primari1y'with some novel compound multivariate

discrete distribution which can arise in connection with faulty inspection

rather than in specific applications) we shall indicate in this section a few

circumstances in which knowledge of these distributions may be useful and

directly applicable to specific investigations and inquiries

~~ The results in Section 2 are relevant to studies of robustness of multistage

sample procedures to errors incurred in inspection and consequently to the

Page 17: SOME MULTIVARIATE DISTRIBUTIONS ARISING Norman L. Johnson ...€¦SOME MULTIVARIATE DISTRIBUTIONS ARISING IN FAULTY SAMPLING INSPECTION.• Norman L. Johnson University of North Carolina

-15-

actual construction of such procedures. They would also be directly relevant

to construction of tests for inequalities among the p. IS and/or p~ ·s which, ,could be one aspect of attempting to detect the existence of faulty items.

(Evidently if Pi and/or pi vary with i, they cannot be identically equal to 1

or 0 respectively for all i). The distributions derived in this paper are

also indirectly relevant to construction of tests of hypothesis of no faults

(p = 1, pI = 0) assuming Pi' pi do not depend on i. Some attempts in this

direction have been made in Johnson &Kotz (1982) while analyses of ways in

which cost consideration can be allowed for in faulty inspection problems are

sketched in Kotz &Johnson (1982b).

The results in Section 4 are relevant to assessment of performance of proce-

~ dures for identifying individuals with defects of type (2),say (especially

in those cases when these defects are not easily detectable) by

observing the existence or non-existence of defects of type (1), and the

robustness of this assessment to actual numbers of faults among inspected items.

In these circumstances it may sometimes be appropriate to carry out a 100%

inspection - that is, n = N - though the more general formulas we have

derived are of course of greater flexibility and are useful in various situa-

tions when total inspection is either not feasible or too costly. Indeed,

studies in this direction will involve introduction of cost functions allow-

ing for costs of sampling and losses due to erroneous retention of defective

individuals of type (2) and the erroneous rejection of non-defective type (2)

items. See Kotz &Johnson (1982b) for an appropriate model and some

preliminary results for the case of two-stage sampling with defects of a

single type. Finally questions of choice of which type(s) of defects to

inspect for can also arise in this context.

Page 18: SOME MULTIVARIATE DISTRIBUTIONS ARISING Norman L. Johnson ...€¦SOME MULTIVARIATE DISTRIBUTIONS ARISING IN FAULTY SAMPLING INSPECTION.• Norman L. Johnson University of North Carolina

-16-

6. ADDENDUM

In this paper we have supposed that inspection is on one specific type of defect,

even when other types exist. Distributions arising when there is inspection for

k(~2) types of defect will be discussed in later work. Variables arising

include Z 9 the total number in a random sample of size n who aregl,g2'···' k

judged to have gi (=0 or 1) defects of type (i), (i=1,2\ .•. ,k), and

Z*hl ,h2,··· ,hk(gl ,g2'··· ,gk)'

who have in fact hi(=O or 1)

the number, among these Zg 9 9l'2'''·'k

defects of type (i) (i = 1,2, ... ,k).

individuals

ACKNOWLEDGEMENTS

Norman L. Johnson's work was supported by the National Science Foundation under

Grant MCS-8021704. Samuel Kotz's work was supported by the U.S. Office of Naval

Research under Contract N00014-81-K-0301.

Page 19: SOME MULTIVARIATE DISTRIBUTIONS ARISING Norman L. Johnson ...€¦SOME MULTIVARIATE DISTRIBUTIONS ARISING IN FAULTY SAMPLING INSPECTION.• Norman L. Johnson University of North Carolina

-17-

REFERENCES

[lJ Armstrong, W. (1982). A chart to describe and measure the affects ofindustrial errors. The Statistician, 11, 199-209.

[2J Dorris, A.L. and Foote, B.L. (1978). Inspection errors and statisticalquality control: A survey. AIlE Transactions, lQ, 183-192.

[3J Haag, L.L., Foote, B.L. and Mount-Campbell, C. (1975). The effect ofinspector accuracy on the Type I and Type II error of common samplingtechniques. J. Qual. Techn., Z, 157-164.

[4J Johnson, N.L. and Katz, S. (1969). Distributions in Statistics ­Discrete Distributions. Wiley, New York.

[5J Johnson, N.L. and Katz, S. (1981). "Faulty inspection distributions ­some generalizations." Reliability in the Acquisition Processes (D.de Priest and R.L. Launer, Eds), pp 171-182. M. Dekker, New York.

[6J Johnson, N.L. and Katz, S. (1982). Detection of faulty inspection.Institute of Statistics, University of North Carolina, Mimeo Series #1505.

[7J Katz, S. and Johnson, N.L. (1982a). Errors in inspection and grading:Distributional aspects of screening and hierarchal screening. Commun.Statist. 811, 1997-2016.

[8J Kotz, S. and Johnson, N.L. (1982b). Effects of false and incompleteidentification of defective items on the reliability of acceptancesampling", Institute of Statistics, University of North Carolina, MimeoSeries #1386.

[9J Rahali, B. and Foote, B.L. (1982). An approach to compensate for uncer­tainty in knowledge of inspection error. J. Qual. Techn. Ii, 190-195.

Page 20: SOME MULTIVARIATE DISTRIBUTIONS ARISING Norman L. Johnson ...€¦SOME MULTIVARIATE DISTRIBUTIONS ARISING IN FAULTY SAMPLING INSPECTION.• Norman L. Johnson University of North Carolina

UNCLASSll-ll:.UI .- _ •.

SI[CUR,TY CL-AS~I'ICATIOHOF TltlS ""Cit.: (W" /I.,. b"M".,)

0 1..1 PAGE HEAD INSTfWCTIOW;REPORT DOCUMENTATI 1-.. IIEI'O~E COMPLETING F()J~M~,I"'".-:R~E:"';P~O:-:;R~T:-:H::-;U"':":M~B~E:;;R;-----------I"~:;-.-=.:;:::O~V:-;T--;A.(C:rC:;;f:;:S;'-;~,I;lii 'N";. ··3il"i"'Ci"i't t.: u r' $ CAT ALOG NUhi UL R

1----------.------ ...C. TITL-I (..<I S...bl/t/.)

Some Multivariate Distributions Arising inFaulty Sampling Inspection

...... --------_._------1r,. ,.,.I'L 01'" HEPORT ec Pf.:RIOO COVEREO

Techni ca1-6-.j;-E-nF-O-R-M-'N-G-~O:::-RG=-.-=R:":E:-::P:-:-O"=R'::"T-:-:N-:-:U-:-"M:::-B=-ER:-~

Norman L. Johnson &Samuel Kotz

t:7;-.-A7:U~T::':H~O:-::R:-:(-:.)------------·---··--·-_·_···--···- ·ti~cO""NrRAcT OR GRANT NUMBER(n)

., ONR Contract N00014-8l-K-030lNSF Grant MCS-8021704

~9:-.-P""'E""'R""F""0-R-"'-IN-G~O~R~GA~N-I~Z"""A""'T-IO-N-N-A-M"""E""--AN- O:O-:-A-:::"O·:::"O=-RI:7.,S::-:S--- .••.•.----.•. -170;·.--=P"::"RO-=-r.-=-~R::-·A:-M-:-::-E-LE=-:M-'E::-N-:T::-.=-PR::-O,....J~E'""'C-=T-,""'T-AS:-K-~

Department of Stati sti cs AREA ec WORK UNIT tlUMOERS

University of North CarolinaChapel Hill, NC 27514

t":1'"':'1-.-C-O-N-T-R-Oi--.~-I-N-G-O-F-F-IC-E-N-A-Io4,J-E-A-N-O-A-D-D-R-E-SS--·----·-···-----'·-2.-'cCPORT OA'-T·E---------~

U.S. Ottlce of Naval ResearchStatistics and Probability Program (Code 436) .. ~~.~iJpary::-l:_:__9:_:8_:_=3::_----_--t

11. NIJMflE:H OF PAGES

lTS;;.- [)Ec:L:"ASSiF1 C A TI ON/ DOWN GRADIN G[ SCttf.OULE

t-1~6-.-:O::':'I':':ST::-:R::":'I~B~U~TI~O"':":N-:S:':T~A-=T-;:EM':":E::-:N::-:T::-:-(o-;,-:-:'h-;Ia--;:k.-,'-0'"7"):----·---·--------

Approved for Public Release -- Distribution Unlimited

~-------------------_ ..._. . ..... --'--'-' - ..•....._--------------~17. DISTRIBUTION STATEMENT (vi tI, .. "bNI",'" 'H"Mto.J I" III... ·A .'0, 1/ ,/111 ..".,,/ /1 ... " II",,,,,,)

1'-':-:8-.-S-U-P-P-L~EM-E::-N-::T:-A-::R:-Y-N-O-:T:-I::-:·S-·_-- - -_ -- •...•. -- p' ""'._-" ._•••••••• - - .----.---.-i

..

r.::--:-~-_::__~~_.----__:._:__:_.---.---.- _-.u - u._.__..__ • -.---_. . ._19. KEY WORDS (ContJnutJ 011 rever.e s;Je J( nC""":'IIsar)' aJl(/ Id("lfrl~' h)' lIIol'Jc nIH"/lftt)

Binomial; Compound distributions; faulty inspection; hypergeometric;inspection sampling; multivariate distributions.

t'::::--::-=-:-~'""'::":::-":":::--::----_.--;-;-_;:_--.__=.-_.-_.--.---.. ... . ..-----.--.---------i20. A.ST~ACT (Continuo on revereD ./do It ne(~tt.v_"r)' lJl1./ IdtwtJlr t,y IJluclc flllIllII,II)

In the present paper we extend in two ways some results presented in Kotz andJohnson (Comm. in Statistics (1982), All) relating to the study of distribu­tional aspects of effects of errors inTinspection sampling: (1-) Multistagesampling with k successive samples involving the possibility of two types oferrors in inspection (classifying a defective individual as non-defective, or anon-defective as defective); (2) Single-stage sampling considering several

. types of defects of which only one is tested on inspection. Both (1) and (2)lead to novel multivariate distribution. Their structural properties are (overy

DO i ~~:M'I 1473 EDITION OF I NOV 65 IS OO~()LL' I


Recommended