A CUSUM control chart for monitoring the variance when parameters are estimated

被引:64
|
作者
Castagliola, Philippe [1 ,2 ]
Maravelakis, Petros E. [3 ]
机构
[1] Univ Nantes, Nantes, France
[2] CNRS, IRCCyN, UMR 6597, Nantes, France
[3] Univ Aegean, Dept Stat & Actuarial Financial Math, Karlovassi 83200, Samos, Greece
关键词
Control charts; CUSUM; Variance; ARL; SDRL; Integral equations; Markov chain; RUN-LENGTH DISTRIBUTION; STANDARD-DEVIATION;
D O I
10.1016/j.jspi.2010.10.013
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
CUSUM control chart has been widely used for monitoring the process variance. It is usually used assuming that the nominal process variance is known. However, several researchers have shown that the ability of control charts to signal when a process is out of control is seriously affected unless process parameters are estimated from a large in-control Phase I data set. In this paper we derive the run length properties of a CUSUM chart for monitoring dispersion with estimated process variance and we evaluate the performance of this chart by comparing it with the same chart but with assumed known process parameters. (C) 2010 Elsevier B.V. All rights reserved.
引用
收藏
页码:1463 / 1478
页数:16
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