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

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