Nonparametric control chart using auxiliary information for smallest extreme value distribution
學年 110
學期 1
出版（發表）日期 2021-10-16
作品名稱 Nonparametric control chart using auxiliary information for smallest extreme value distribution
作品名稱（其他語言）
著者 Tzong-Ru Tsai; C-M Hung; Y. L. Lio; J-Y Chiang; H. K. T. Ng
單位
出版者
著錄名稱、卷期、頁數 Journal of Statistical Computation and Simulation 92(6), p.1175-1193
摘要 Traditionally, in using an auxiliary variable for quality control applications, the response and auxiliary variables are often assumed to follow a bivariate normal distribution. Given that the response variable and an auxiliary variable are linearly related, a novel process monitoring method is proposed to scrutinize the shifts of the model parameter when the response and auxiliary variables follow the smallest extreme value distributions. Utilizing the estimates of the model parameters as input variables, auxiliary information based (AIB) multivariate sign exponential weighted moving average (AIB-MSEWMA) control chart is proposed. Because the AIB-MSEWMA control chart doesn’t require the multivariate normality distribution assumption for the estimators of model parameters, the AIB-MSEWMA control chart is more reliable than the competitors of the AIB-Hotelling T2 and AIB multivariate EWMA control charts in terms of the false alarm rate. Finally, the operation of the AIB-MSEWMA control chart is illustrated through a regenerated data set of the car brake system.
關鍵字 Average run length;exponential weighted moving average;Hotelling T2 control chart;maximum likelihood estimation;multivariate sign exponential weighted moving average
語言 en_US
ISSN 1563-5163
期刊性質 國外
收錄於 SCI
產學合作
通訊作者
審稿制度 是
國別 GBR
公開徵稿
出版型式 ,電子版,紙本
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