The performance of exponentially weighted moving average charts with estimated parameters

被引：213

作者：

Jones, LA ^{[1
]}

Champ, CW

Rigdon, SE

机构：

[1] Univ Miami, Dept Management Sci, Coral Gables, FL 33124 USA

[2] Georgia So Univ, Dept Math & Comp Sci, Statesboro, GA 30460 USA

[3] So Illinois Univ, Dept Math & Stat, Edwardsville, IL 60206 USA

来源：

TECHNOMETRICS | 2001年 / 43卷 / 02期

关键词：

average run length; control chart; EWMA; integral equation; quadrature;

D O I：

10.1198/004017001750386279

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

The exponentially weighted moving average (EWMA) control chart is typically designed assuming that standards are given for the process parameters. In practice, the parameters are rarely known, and control charts are constructed using estimates in place of the parameters. This practice can affect the control chart's run-length performance in both in- and out-of-control situations. Specifically. estimation can lead to substantially more frequent false alarms and vet reduce the sensitivity of the chart to detecting process changes. In this article, the run-length distribution of the EWMA chart with estimated parameters is derived. The effect of estimation on the performance of the chart is discussed in a variety of practical scenarios.

引用

页码：156 / 167

页数：12