Search Results - subject:"average run length"

Robustness of the EWMA control chart for individual observations

Human, S. W.; Kritzinger, P.; Chakraborti, S. - In: Journal of Applied Statistics 38 (2011) 10, pp. 2071-2087

al. [5], the average run-length (ARL) is not used as the sole performance measure in our study, we consider the standard …

Persistent link: https://www.econbiz.de/10009279040

Control charts for health care monitoring under overdispersion

Albers, Willem - In: Metrika 74 (2011) 1, pp. 67-83

Persistent link: https://www.econbiz.de/10009149618

Exponentially weighted moving average control charts for three-level products

Tsai, Tzong-Ru; Yen, Wen-Pin - In: Statistical Papers 52 (2011) 2, pp. 419-429

Persistent link: https://www.econbiz.de/10009149827

A new approach to monitor the process dispersion

Prajapati, D.R. - In: International Journal of Quality & Reliability Management 28 (2011) 3, pp. 280-297

Purpose – The concept of the proposed R chart is based on the sum of chi squares ( χ 2 ). The average run lengths (ARLs) of the proposed R chart are computed and compared with the ARLs of a standard R chart, Shewhart variance chart proposed by Chang and Gan, a CUSUM range chart (with and...

Persistent link: https://www.econbiz.de/10014800633

Effect of Estimation of the Process Parameters on the Control Limits of the Univariate Control Charts for Process Dispersion

Maravelakis, Petros; Panaretos, John; Psarakis, Stelios - Volkswirtschaftliche Fakultät, … - 2002

Control charts are extensively used in many real world applications. Since process parameters are rarely known, common practice is to estimate them. Then, the control limits are modified and become actually random variables. In this paper, we deal with the univariate control charts for...

Persistent link: https://www.econbiz.de/10005836234

A new procedure for monitoring the range and standard deviation of a quality characteristic

Kiani, M.; Panaretos, J.; Psarakis, S. - In: Quality & Quantity: International Journal of Methodology 44 (2010) 1, pp. 1-24

Persistent link: https://www.econbiz.de/10009396301

Average run lengths of control charts for monitoring observations from a Burr distribution

Cox, M.A.A. - In: Journal of Risk Finance 11 (2010) November, pp. 508-514

previously derived integral equations for the average run length, a key measure of the performance of a control chart …, approximate solutions are derived using Gaussian quadrature. Findings – Polynomials closely approximating the average run length … Burr distribution and original polynomials derived for the average run length. …

Persistent link: https://www.econbiz.de/10010610642

Average run lengths of control charts for monitoring observations from a Burr distribution

Cox, M.A.A. - In: Journal of Risk Finance 11 (2010) November, pp. 508-514

Persistent link: https://www.econbiz.de/10010815060

Modified procedures for change point monitoring in linear models

Chen, Zhanshou; Tian, Zheng - In: Mathematics and Computers in Simulation (MATCOM) 81 (2010) 1, pp. 62-75

modified procedures compared with the CUSUM test have the same null distribution but higher power and shorter average run … length. In particular, we illustrate the effectiveness of our procedures by IBM stock data and Thailand/U.S. foreign exchange …

Persistent link: https://www.econbiz.de/10010870181

Using one EWMA chart to jointly monitor the process mean and variance

Khoo, Michael; Wu, Zhang; Chen, Chung-Ho; Yeong, Kah - In: Computational Statistics 25 (2010) 2, pp. 299-316

Persistent link: https://www.econbiz.de/10008515561