On ARL-unbiased c-charts for INAR(1) Poisson counts

被引:8
|
作者
Paulino, Sofia [1 ]
Morais, Manuel Cabral [2 ,3 ]
Knoth, Sven [4 ]
机构
[1] Univ Lisbon, Inst Super Tecn, Av Rovisco Pais, P-1049001 Lisbon, Portugal
[2] Univ Lisbon, Dept Math, Av Rovisco Pais, P-1049001 Lisbon, Portugal
[3] Univ Lisbon, CEMAT Ctr Computat & Stochast Math, Inst Super Tecn, Av Rovisco Pais, P-1049001 Lisbon, Portugal
[4] Ichnut Schmidt Univ, Inst Math & Stat, Dept Econ & Social Sci, Postfach 700822, D-22008 Hamburg, Germany
关键词
Integer-valued autoregressive processes; Average run length; Statistical process control; VALUED AUTOREGRESSIVE PROCESSES; CORRELATED PROCESSES; TIME-SERIES; PARAMETER; VARIANCE; MODELS;
D O I
10.1007/s00362-016-0861-9
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
Counts of nonconformities are frequently assumed to have a Poisson distribution. The integer and asymmetrical character of this distribution and the value of its target mean may prevent the quality control operator to deal with a chart with a pre-specified in-control average run length (ARL) and the ability to promptly detect both increases and decreases in the mean of those counts. Moreover, as far as we know, the c-chart proposed to monitor the mean of first-order integer-valued autoregressive [INAR(1)] Poisson counts tends to be ARL-biased, in the sense that it takes longer, in average, to detect some shifts in the process mean than to trigger a false alarm. In this paper, we capitalize on the randomization of the emission of a signal and on a nested secant rule search procedure not only to eliminate the bias of the ARL function of the c-chart for the mean of INAR(1) Poisson counts, but also to bring its in-control ARL exactly to a pre-specified and desired value. Striking illustrations of the resulting ARL-unbiased c-chart are provided.
引用
收藏
页码:1021 / 1038
页数:18
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