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An optimal stochastic approximation for estimating the effective window of a control factor

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Abstract

For control processes with one control factor and ternary response, it is important to find the effective settings of the control factor. Especially, it is often of scientific and practical interest to find the window of the control factor that is necessary to cause the probability of normal response larger than a specified p. This article proposes an optimal stochastic approximation to estimate the window of interest. Simulation study shows that the proposed method gives an efficient estimation with small sample size.

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Author information

Authors and Affiliations

  1. School of Mathematics and Statistics, Beijing Institute of Technology, Beijing, 100081, China

    Dianpeng Wang, Yubin Tian & Ying Xu

Authors
  1. Dianpeng Wang
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  2. Yubin Tian
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  3. Ying Xu
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Corresponding author

Correspondence to Dianpeng Wang.

Additional information

This research was supported by the National Natural Science Foundation of China under Grant No. 11371054.

This paper was recommended for publication by Editor LIU Yungang.

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Wang, D., Tian, Y. & Xu, Y. An optimal stochastic approximation for estimating the effective window of a control factor. J Syst Sci Complex 28, 1258–1270 (2015). https://doi.org/10.1007/s11424-015-3286-y

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  • DOI: https://doi.org/10.1007/s11424-015-3286-y

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