The computation of average run length and average time to signal: an overview

被引：76

作者：

Li, Zhonghua

Zou, Changliang

Gong, Zhen

Wang, Zhaojun ^{[1
]}

机构：

[1] Nankai Univ, LPMC, Tianjin 300071, Peoples R China

来源：

JOURNAL OF STATISTICAL COMPUTATION AND SIMULATION | 2014年 / 84卷 / 08期

基金：

中国国家自然科学基金;

关键词：

statistical process control; integral equation; average time to signal; Markov chain; average run length; VARIABLE SAMPLE-SIZES; STATISTICAL PROCESS-CONTROL; (X)OVER-BAR CONTROL CHARTS; INTERVAL CONTROL CHARTS; MARKOV-CHAIN APPROACH; EWMA CONTROL CHARTS; CONTROL SCHEMES; CUSUM CHARTS; ADAPTIVE CUSUM; PROBABILITY-DISTRIBUTION;

D O I：

10.1080/00949655.2013.766737

中图分类号：

TP39 [计算机的应用];

学科分类号：

081203 ; 0835 ;

摘要：

Control charts are widely used in industries to monitor a process for quality improvement. Evaluation of the average run length (ARL) or average time to signal (ATS) plays an important role in the design of control charts and performance comparison. In this paper, we review several basic and popular procedures, including the Markov chain and integral equation methods for computing ARL, ATS and associated run length distributions for cumulative sum charts, exponentially weighted moving average charts and combined control charts, respectively. Some important references and key formulations are provided for practitioners.

引用

页码：1779 / 1802

页数：24

共 82 条

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