Parameter Design for Asymmetric Loss Function

CHENG Yan, WU Xizhi. Parameter Design for Asymmetric Loss Function[J]. Chinese Journal of Applied Probability and Statistics, 2005, 21(4): 443-448.

Citation:

CHENG Yan, WU Xizhi. Parameter Design for Asymmetric Loss Function[J]. Chinese Journal of Applied Probability and Statistics, 2005, 21(4): 443-448.

Citation:

CHENG Yan, WU Xizhi. Parameter Design for Asymmetric Loss Function[J]. Chinese Journal of Applied Probability and Statistics, 2005, 21(4): 443-448.

Abstract

Asymmetric quadric loss function is put forward under Normal assumption. It’s proved that Taguchi’s methods still work in this situation. Adjustment parameter is defined, and its best value is calculated which minimizes the total quality lose. Steps of parameter design are given too.

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