Multiattribute acceptance sampling plans - Library(ISI Kolkata ...
Multiattribute acceptance sampling plans - Library(ISI Kolkata ...
Multiattribute acceptance sampling plans - Library(ISI Kolkata ...
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P (p (j) ) denotes the probability of <strong>acceptance</strong> at p (j) and Q(p (j) ) = 1 − P (p (j) ).<br />
...(2.2.2)<br />
For a q point prior distribution, the cost averaged over the prior become<br />
q∑<br />
K(N, n) = w j K(N, n, p (j) ).<br />
j=1<br />
...(2.2.3)<br />
For r = 1 and q = 2, the model is identical to the cost model developed by Hald(1965)<br />
for discrete prior distribution for the single attribute. As discussed in section 2.2.1, we<br />
will consider the case q = 2 i.e. the situation where we can use a two point discrete prior<br />
distribution.<br />
2.2.4 The regret function for the two point prior.<br />
Starting from (2.2.2), we introduce cost functions for j = 1, 2 and for i = 1, 2, ..., r<br />
k s (p (j) ) = S 0 +<br />
k a (p (j) ) = A 0 +<br />
k r (p (j) ) = R 0 +<br />
r∑<br />
i=1<br />
r∑<br />
i=1<br />
r∑<br />
i=1<br />
S i p (j)<br />
i<br />
A i p (j)<br />
i<br />
R i p (j)<br />
i<br />
...(2.2.4)<br />
...(2.2.5)<br />
...(2.2.6)<br />
Let k a (p (1) ) < k r (p (1) ) and k a (p (2) ) > k r (p (2) ). [The assumption is obviously reasonable<br />
and the rational, one is referred to Hald (1981) ]<br />
We now define the function k m (p (j) ) which stands for the unavoidable (minimum) cost as<br />
for j = 1 and<br />
k m (p (j) ) = k a (p (j) )<br />
k m (p (j) ) = k r (p (j) )<br />
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