Moving range EWMA control charts for monitoring the Weibull shape parameter

被引：33

作者：

Akhundjanov, Sherzod B. ^{[1
,2
]}

Pascual, Francis ^{[1
]}

机构：

[1] Washington State Univ, Dept Math, Pullman, WA 99164 USA

[2] Washington State Univ, Sch Econ Sci, Pullman, WA 99164 USA

来源：

JOURNAL OF STATISTICAL COMPUTATION AND SIMULATION | 2015年 / 85卷 / 09期

关键词：

Monte-Carlo simulation; statistical process control; average run length; smallest extreme value distribution; unbiased control chart;

D O I：

10.1080/00949655.2014.907574

中图分类号：

TP39 [计算机的应用];

学科分类号：

081203 ; 0835 ;

摘要：

In this article, we propose an exponentially weighted moving average (EWMA) control chart for the shape parameter beta of Weibull processes. The chart is based on a moving range when a single measurement is taken per sampling period. We consider both one-sided (lower-sided and upper-sided) and two-sided control charts. We perform simulations to estimate control limits that achieve a specified average run length (ARL) when the process is in control. The control limits we derive are ARL unbiased in that they result in ARL that is shorter than the stable-process ARL when beta has shifted. We also perform simulations to determine Phase I sample size requirements if control limits are based on an estimate of beta. We compare the ARL performance of the proposed chart to that of the moving range chart proposed in the literature.

引用

页码：1864 / 1882

页数：19

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