The ARL of modified Shewhart control charts for conditionally heteroskedastic models
نویسندگان
چکیده
منابع مشابه
Estimation in Shewhart control charts
The influence of the estimation of parameters in Shewhart control charts is investigated. It is shown by simulation and asymptotics that (very) large sample sizes are needed to accurately determine control charts if estimators are plugged in. Correction terms are developed to get accurate control limits for common sample sizes in the in-control situation. Simulation and theory show that the new...
متن کاملA Novel Clustering Approach for Estimating the Time of Step Changes in Shewhart Control Charts
Although control charts are very common to monitoring process changes, they usually do not indicate the real time of the changes. Identifying the real time of the process changes is known as change-point estimation problem. There are a number of change point models in the literature however most of the existing approaches are dedicated to normal processes. In this paper we propose a novel app...
متن کاملImproving the Performance of Combined Shewhart-Cumulative Sum Control Charts
For an improved monitoring of process parameters, it is generally desirable to have ef?cient designs of control charting structures. The addition of Shewhart control limits to the cumulative sum (CUSUM) control chart is a simple monitoring scheme sensitive to wide range of mean shifts. To improve the detection ability of the combined Shewhart–CUSUM control chart to off-target processes, we deve...
متن کاملOn Shewhart Control Charts for Zero-Truncated Negative Binomial Distributions
* Department of Mathematical and Physical Sciences, College of Arts and Sciences, University of Nizwa, P. O. Box 33, PC 616, Birkat Al Mouz, Oman e-mail: [email protected]; [email protected] ** Department of Statistics, St. Anthony’s College, Shillong, Meghalaya, India e-mail: [email protected]
متن کاملNonparametric Shewhart-type Quality Control Charts in Fuzzy Environment
Nonparametric control charts are presented in order to figure out the problem of detecting changes in the process median (or mean), or changes in the variability process where there is limited knowledge regarding the underlying process. When observations are reported imprecise, then it is impossible to use classical nonparametric control charts. This paper is devoted to the problem of c...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Statistical Papers
سال: 2011
ISSN: 0932-5026,1613-9798
DOI: 10.1007/s00362-011-0408-z