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基于似然比统计量的预分析累积和控制图 被引量:4

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摘要 在预分析中监测均值和方差中某一个漂移或同时漂移时,基于似然比检验的似然比控制图是最常用的一种质量控制方法.Sullivan等指出似然比统计量Irt(n_1,n_2)在n,n_1和n_2都很大时,其极限分布为X^2(2).由于在预分析中n_1=2,3,…,n-2和n_2=n-n_1,因此,在n_1和n_2中,不可避免的会有一个比较小.本文对于固定的n_1或n_2给出了lrt(n_1,n_2)的极限分布,同时也给出了这个极限分布的期望和方差.本文也讨论了标准的似然比统计量slr(t_1,n)的一些性质.虽然slr(n_1,n)包含了最重要的信息,但是slr(i,n)(i≠n_1)也包含了很多信息.因为在这种情形下累积和控制图可以得到更多的信息,所以我们提出两个新的基于似然比统计量的用于预分析的累积和控制图.其中一个主要用于监测历史数据的均值变量的漂移;而另一个更具有一般性,它既能监测均值的漂移也可以检测方差的漂移,还能监测均值与方差的同时漂移.模拟结果显示这两个新的控制图明显优于其它原有的控制图,不仅表现在对于阶梯漂移的监测,而且对于其他形式漂移的监测也同样效果明显.
出处 《中国科学(A辑)》 CSCD 北大核心 2006年第9期984-1000,共17页 Science in China(Series A)
基金 天津市自然科学基金的资助项目(033603111)
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参考文献13

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同被引文献15

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