Test Limits Using Correlated Measurements
In an inspection approach each of a usually very large number of manufactured parts is measured and compared to a given specification limit. As the measurement is subject to measurement errors, it is customary to accept parts only if they conform to a test limit which is slightly more strict than the specification limit. This test limit is set as close to the specification limit as possible without violating a given bound on the consumer loss, which is the probability of a product being both nonconforming and accepted. In \textit{W. Albers}, \textit{W. C. M. Kallenberg} and \textit{G. D. Otten}, Metrika 41, No. 3-4, 163-181 (1994; Zbl 0804.62088), accurate approximations for these test limits are derived. The purpose of the present paper is to investigate under which circumstances and to what extent this approach can be used for correlated measurements. If direct measurements of the characteristic of interest are expensive or difficult, it would be useful to base the test limit on cheaper measurements of a strongly related characteristic. Extending the results from \textit{W. Albers} et al., accurate approximations for the test limit are given in case of a normallly distributed model with known parameters. Moreover, the case where the parameters are unknown and have to be estimated is discussed in detail. Since it gets obvious that the simple substitution of standard estimators for the unknown parameters does not yield reliable results, correction terms are considered instead. The simple structure of the approximation derived for known parameters turns out to be useful for the derivation of two modified test limits. One of them is near-unbiased and the other controls the effects of variability. The results are illustrated by some simulation studies. Furthermore, the direct and the correlated measurement are compared in terms of costs.
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