An EWMA sign chart for dispersion with exact run length properties

被引：3
|
作者：
Perdikis, Theodoros [1 ,2 ]
Psarakis, Stelios [1 ,2 ]
Castagliola, Philippe [3 ,4 ]
Giner-Bosch, Vicent [5 ]
Maravelakis, Petros E. [6 ]
Rakitzis, Athanasios C. [7 ]
机构：
[1] Athens Univ Econ & Business, Dept Stat, Athens, Greece
[2] Athens Univ Econ & Business, Lab Stat Methodol, Athens, Greece
[3] Univ Nantes, Nantes, France
[4] CNRS, LS2N, UMR 6004, Nantes, France
[5] Univ Politecn Valencia, Ctr Qual & Change Management, Valencia, Spain
[6] Univ Piraeus, Dept Business Adm, Piraeus, Greece
[7] Univ Piraeus, Dept Stat & Insurance Sci, Piraeus, Greece
来源：
JOURNAL OF STATISTICAL COMPUTATION AND SIMULATION | 2023年 / 93卷 / 11期
关键词：
Distribution-free; sign statistic; Markov chain; EWMA control chart; variability; LOCATION;
D O I：
10.1080/00949655.2022.2154767
中图分类号：
TP39 [计算机的应用];
学科分类号：
081203 ; 0835 ;
摘要：
The EWMA Sign control chart is a distribution-free scheme used for monitoring shifts in the location parameter during process monitoring. In this work, we propose a modified Phase II EWMA chart based on a general Sign statistic, capable of monitoring shifts in the process variability. Regarding the determination of the proposed chart's in- and out-of-control Run Length properties, Markov chain methods are used in combination with a continuous transformation of the suggested general Sign statistic. Our results show the power of the proposed method regarding the proposed chart's exact Run Length properties and its efficiency in detecting shifts in the process variability.
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页码：1799 / 1829
页数：31
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