Optimal designs of the exponentially weighted moving average (EWMA) median chart for known and estimated parameters based on median run length

被引：0
|
作者：
Chong, Z. L. [1 ]
Tan, K. L. [2 ]
Khoo, Michael B. C. [1 ]
Teoh, W. L. [3 ]
Castagliola, P. [4 ,5 ]
机构：
[1] Univ Sains Malaysia, Sch Math Sci, George Town 11800, Malaysia
[2] Univ Tunku Abdul Rahman, Fac Sci, Dept Phys & Math Sci, Kampar, Perak, Malaysia
[3] Heriot Watt Univ Malaysia, Sch Math & Comp Sci, Putrajaya, Malaysia
[4] Univ Nantes, Nantes, France
[5] LS2N UMR 6004, Nantes, France
来源：
COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION | 2022年 / 51卷 / 07期
关键词：
Estimated parameters; Exponentially weighted moving average (EWMA) median chart; Known parameters; Median run length (MRL); Steady-state; zero-state; (X)OVER-BAR CHART; CUSUM; PERFORMANCE;
D O I：
10.1080/03610918.2020.1721539
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
In the literature, the sole dependence on the ARL as the performance measure of a control chart has received much criticism. This is because interpretation based on the ARL alone can be misleading, as the shape and skewness of the run-length distribution vary according to the magnitude of the process mean shift. Therefore, we consider the median run length (MRL) performance measure for optimal EWMA median chart when process parameters are known and estimated. We provide an illustrative example to show the application of the optimal EWMA median chart based on expected median run length (EMRL).
引用
收藏
页码：3660 / 3684
页数：25
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