Parameter design methodology has focused primarily on the quadratic lo
ss function, which can often be solved by using a two-step procedure i
nvolving the minimization of a dispersion measure and then adjusting t
he mean to target. In some practical situations, however, the loss can
be nonquadratic or highly skewed. By building on a theory of Leon and
Wu, we develop a modeling and data-analysis strategy for a general lo
ss function, in which the quality characteristic follows a location-sc
ale model. The only difference from the two-step procedure just mentio
ned is the adjustment step, in which the mean is moved to that side of
the target with lower cost. The technique is illustrated on an experi
ment involving epitaxial-layer growth in integrated-circuit fabricatio
n.