The design of geometric generalized likelihood ratio control chart

被引:5
作者
KazemiNia, AliAkbar [1 ]
Gildeh, Bahram Sadeghpour [1 ]
Ganji, Zainab Abbasi [2 ]
机构
[1] Ferdowsi Univ Mashhad, Fac Math Sci, Dept Stat, Mashhad 9177948953, Iran
[2] AREEO, Khorasan Razavi Agr & Nat Resources Res & Educ Ct, Mashhad, Iran
关键词
average time to signal; CUSUM chart; generalized likelihood ratio; steady state; 2CUSUM chart; HIGH-YIELD PROCESSES; GLR CONTROL CHART; CONTROL LIMITS; CHANGE-POINT; RUN-LENGTH; SYSTEMS; PROPORTION;
D O I
10.1002/qre.2303
中图分类号
T [工业技术];
学科分类号
08 ;
摘要
This paper develops a control chart, named generalized likelihood ratio (GLR) control chart, based on a GLR statistic to monitor the parameter of geometrically distributed process. The GLR statistic is obtained based on window of the past samples. The performance of the GLR control chart is compared with the cumulative sum (CUSUM) and two combinations of CUSUM charts, in terms of the steady state average time to signal. Simulation results show that the GLR control chart outperforms the CUSUM and two combinations of CUSUM charts in detecting a wide range of parameter shifts in the geometrically distributed process. A real data set is used to demonstrate the performance and effectiveness of the proposed control chart.
引用
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页码:953 / 965
页数:13
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