论文标题

两侧EWMA图表,用于监视双界过程

Two-Sided EWMA Charts for Monitoring Double Bounded Processes

论文作者

Lafatzi, Argyro, Rakitzis, Athanasios

论文摘要

在这项工作中,我们研究了使用单个观测值监视双界过程的双面EWMA图表的性能。具体而言,术语double有界是指间隔(0,1)中的观察值,因此,这些图表适合监视率,比例和百分比。有几种模型可用于描述这种数据(以及各自的过程),例如beta分布,单纯形分布和单位伽马分布。对于这三个模型中的每一个,我们提供了统计设计和提出的EWMA图表的性能。同样,除了为每个图表的设计参数提供适当的值外,我们还研究了通过使用未在真实模型中计算的控制限制值来影响EWMA方案的性能。最后,还提出了一个说明性的例子。

In this work, we study the performance of two-sided EWMA charts for monitoring double bounded processes using individual observations. Specifically, the term double bounded refers to observations in the interval (0, 1) and thus, these charts are suitable for monitoring rates, proportions and percentages. There are several models that can be used to describe this kind of data (and the respective processes, as well) such as the Beta distribution, the Simplex distribution and the Unit Gamma distribution. For each of these three models, we provide the statistical design and the performance of the proposed EWMA charts. Also, apart from providing the appropriate values for the design parameters of each chart, we investigate how much the performance of the EWMA schemes is affected by using the values of control limits which have not been calculated under the true model. Finally, an illustrative example is also presented.

扫码加入交流群

加入微信交流群

微信交流群二维码

扫码加入学术交流群,获取更多资源