教師資料查詢 | 類別: 期刊論文 | 教師: 吳碩傑 Shuo-Jye Wu (瀏覽個人網頁)

標題:Conditional maximum likelihood estimation for control charts in the presence of correlation
學年
學期
出版(發表)日期2004/12/01
作品名稱Conditional maximum likelihood estimation for control charts in the presence of correlation
作品名稱(其他語言)
著者Tsai, T.-R.; Chiang, Y.-C.; Wu, S.-J.
單位
出版者
著錄名稱、卷期、頁數Brazilian Journal of Probability and Statistics 18(2), pp.151-162
摘要In practice, the observations are usually autocorrelated. The
autocorrelation between successive observations has a large impact on control
charts with the assumption of independence. It can decrease the in-control
average run length which leads to a higher false alarm rate than in the case
of independent process. This paper considers the problem of monitoring the
mean of AR(1) process with a random error and provides a conditional maximum
likelihood estimation method to improve the control chart performance
when the sample size is small. Numerical result shows that the standard estimation
method is very unstable when the sample size is small, and there is
a large probability that the standard estimation method breaks down if the
level of correlation between successive means is small-to-moderate. The new
method given here overcomes this difficulty.
關鍵字Autoregressive moving average model;exponentially weighted moving average control charts;first-order autoregressive model; maximum likelihood estimation;Shewhart control chart
語言英文
ISSN0103-0752
期刊性質國外
收錄於
產學合作
通訊作者
審稿制度
國別巴西
公開徵稿
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