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Guaranteed conditional performance of the S^2 control chart with estimated parameters

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Faraz, Alireza Woodall, William H. Heuchenne, Cédric [UCL]

We evaluate the in-control performance of the S2 control chart with estimated parameters conditional on the Phase I sample. Simulation results indicate no realistic amount of Phase I data is enough to have confidence that the in-control average run length (ARL) obtained will be near the desired value. To overcome this problem, we adjust the S2 chart’s control limits such that the in-control ARL is guaranteed to be above a specified value with a certain specified probability. The required adjustment does not have too much of an adverse effect on the out-of-control performance of the chart.

Document type Article de périodique (Journal article) – Article de recherche
Publication date 2015
Language Anglais
Journal information "International Journal of Production Research" - Vol. 53, no.14, p. 4405-4413 (2015)
Peer reviewed yes
Publisher Taylor & Francis Ltd. (Abingdon)
issn 0020-7543
e-issn 1366-588X
Publication status Publié
Affiliation UCL - SSH/LIDAM/ISBA - Institut de Statistique, Biostatistique et Sciences Actuarielles
Keywords average of ARL (AARL) ; average run length (ARL) ; bootstrap ; effect of estimation error ; standard deviation of ARL (SDARL)
Links
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Bibliographic reference Faraz, Alireza ; Woodall, William H. ; Heuchenne, Cédric. Guaranteed conditional performance of the S^2 control chart with estimated parameters. In: International Journal of Production Research, Vol. 53, no.14, p. 4405-4413 (2015)
Permanent URL http://hdl.handle.net/2078.1/171427