Two Nonparametric Control Charts for Detecting Arbitrary Distribution Changes
نویسندگان
چکیده
STATISTICAL process control (SPC) is concerned with monitoring processes for a change in distribution. In traditional SPC settings, it is assumed that the distribution of the process prior to any change points is fully known, including all its parameters. The process is said to be in-control if it is being generated by the prechange distribution and out-of-control if a change occurs that causes it to be generated by a di↵erent distribution. The goal of SPC is to design control charts that can monitor for deviations from this baseline distribution. The most common metric for assessing the performance of control charts is the average run length (ARL) function, where ARL0 denotes the average number of observations between false-positive detections assuming that no change has occurred and ARL1( ) denotes the average delay before a change of size is detected.
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