An EWMA chart for monitoring the process standard deviation when parameters are estimated

被引：98

作者：

Maravelakis, Petros E. ^{[1
]}

Catagliola, Philippe ^{[2
,3
]}

机构：

[1] Univ Aegean, Dept Stat & Actuarial Financial Math, Karlovassi 83200, Samos, Greece

[2] Univ Nantes, Carquefou, France

[3] CNRS, UMR 6597, IRCCyN, Carquefou, France

来源：

COMPUTATIONAL STATISTICS & DATA ANALYSIS | 2009年 / 53卷 / 07期

关键词：

WEIGHTED MOVING AVERAGES; RUN-LENGTH; CONTROL SCHEMES; CUSUM; VARIANCE;

D O I：

10.1016/j.csda.2009.01.004

中图分类号：

TP39 [计算机的应用];

学科分类号：

081203 ; 0835 ;

摘要：

The EWMA chart for the standard deviation is a useful tool for monitoring the variability of a process quality characteristic. The performance of this chart is usually evaluated under the assumption of known parameters. However, in practice, process parameters are estimated from an in-control Phase 1 data set. A modified EWMA control chart is proposed for monitoring the standard deviation when the parameters are estimated. The Run Length properties of this chart are studied and its performance is evaluated by comparing it with the same chart but with process parameters assumed known. (C) 2009 Elsevier B.V. All rights reserved.

引用

页码：2653 / 2664

页数：12

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