本論文分別在型一設限與型二設限下，對具有壽命特性的商品提出了內嵌風
險模式的貝氏驗收抽樣計畫。此抽樣計畫採用已被廣泛應用於財務領域的條件風
險值做為衡量風險的工具。該抽樣計畫與目標式為最小化期望成本的傳統貝氏抽
樣計畫最大不同點在於，除此抽樣計畫是基於最小化條件風險值之外，本論文所
提出的抽樣計畫，還能夠將決策者本身的風險趨避程度納入模式中考量。為了能
夠了解決策者的風險趨避態度對於驗收抽樣計畫所造成的影響，本研究比對決策
者的最佳決策在目標式分別為最小化期望成本與最小化條件風險值的抽樣計畫
中的差異。除此之外，為了能夠要更加了解這個內嵌風險模式的貝氏驗收抽樣計
畫，本論文利用參數分析，藉由改變成本以及產品品質相關的參數並同時改變決
策者的風險趨避程度，來研究參數改變對此內嵌風險模式的貝氏驗收抽樣計畫之
影響。

經由數值分析的結果，我們觀察到在包含型一設限且最小化條件風險值的貝
氏驗收抽樣計畫裡，風險趨避的決策者會傾向選擇較多的樣本個數、較短的觀測
時間與較小的壞品容忍個數。而在包含型二設限且最小化條件風險值的貝氏驗收
抽樣計畫裡，風險趨避的決策者則會傾向選擇較少的樣本以及觀測到較少壞品個
數但是會有較高的決策標準。在這兩種抽樣計畫中，我們都可以觀察到風險值與
條件風險值都會隨著決策者的風險趨避程度增加而增加; 而接受貨批的機率則會
隨之減少。

This dissertation proposes a risk-embedded model to determine Bayesian acceptance sampling plans for lifetime products under Type I and Type II censoring, respectively. This model is based on conditional value-at-risk (CVaR) minimization, which differs from common Bayesian acceptance sampling plans with expected cost minimization, and allows a risk-averse decision maker to factor his or her attitude
towards risk into the determination that minimizes expected excess cost. With the aim of increasing our understanding of the role a decision maker’s risk aversion plays, this study also contrasts the Bayesian acceptance sampling plans under expected cost minimization and CVaR minimization via numerical analyses for both censoring schemes. Then, in order to elaborate insights into the determination of
these plans, this work investigates the effects of varying product- and cost-related parameters, as well as the decision maker’s attitude towards risk on the Bayesian
acceptance sampling plans under CVaR minimization.

From the numerical studies, we observe that in the sampling plan under Type I censoring, a risk-averse decision maker prefers to choose a large sample size with a smaller tolerated number of failures and shorter test time, which contrasts with a risk-neutral decision maker. However, under Type II censoring, a risk-averse decision maker prefers a smaller sample size and failure number but a greater acceptance constant. In both of these two sampling plans, one also can observe that the value of β-CVaR increases with the level of risk aversion, while simultaneously, the probability of accepting a lot decreases with the level of risk aversion. Moreover, the probability of accepting a lot also decreases in the shape parameter and the unit acceptance cost.

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