One-sided cumulative sum (CUSUM) control charts for the Erlang-truncated exponential distribution
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OWN Poznan Supercomputing and Networking Center
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Abstract. Full text available at https://yadda.icm.edu.pl/baztech/element/bwmeta1.element.baztech-1b063a7c-5611-41ce-ad89-4db3568825cf
In this article, we construct one-sided cumulative sum (CUSUM) control charts for controlling the parameters of a random variable with erlang-truncated exponential distribution. The rejection of the Wald’s sequential probability ratio test (SPRT) is viewed as the decision lines of a CUSUM control chart for which the variate is a quality characteristic. Parameters of the CUSUM chart, e.g. lead distance and mask angle, are presented. The results show that the Average Run Length (ARL) of the resulting control charts changes substantially for a slight shift in the parameters of the distribution.
In this article, we construct one-sided cumulative sum (CUSUM) control charts for controlling the parameters of a random variable with erlang-truncated exponential distribution. The rejection of the Wald’s sequential probability ratio test (SPRT) is viewed as the decision lines of a CUSUM control chart for which the variate is a quality characteristic. Parameters of the CUSUM chart, e.g. lead distance and mask angle, are presented. The results show that the Average Run Length (ARL) of the resulting control charts changes substantially for a slight shift in the parameters of the distribution.
Keywords
SPRT, CUSUM, Control chart, ARL, Erlang-truncated exponential distribution, Exponential distribution, Sequential probability ratio test, Average run length, Cumulative sum