期刊文献+

Lévy稳定过程中Cuscore控制图平均运行长度的估计

The Asymptotic Estimation of the ARL for the Cuscore Control Charts in Lévy stable process
下载PDF
导出
摘要 在本文中,我们给出了特征指数α取值1<α≤2时,Cuscore控制图在Lévy稳定过程平均运行长度的近似估计. In this paper we present the asymptotic estimation of the ARL for the Cuscore. When characteristil exponential 1 〈 α≤2.
出处 《商丘职业技术学院学报》 2008年第5期8-10,共3页 JOURNAL OF SHANGQIU POLYTECHNIC
关键词 统计过程控制 变点监测 Levy稳定过程 平均运行长度 Cuscore statistical process control, change point detection, stable Levy process, average run length, Cuscore.
  • 相关文献

参考文献1

二级参考文献11

  • 1Shewhart, W.A., Economic Control of Quality of Manufactured Product, New York: Van Nostrand,1931.
  • 2Page, E.S., Continuous inspection schemes, Biometrika, 41(1954), 100-115.
  • 3Roberts, S.W., Control chart tests based on geometric moving averages, Technometrics, 1(1959),239-250.
  • 4Bagshaw, M. and Johnson, R.A., Sequential procedures for detecting parameter changes in a timeseries model, J. Am. Statis. Assoc., 72(1977), 593-597.
  • 5Siegmund, D. and Venkatraman, E.S., Using the generalized likelihood ratio statistic for sequential detection of a change-point, Ann. Statist., 23(1995), 255-271.
  • 6Han, D. and Tsung, F., A generalized EWMA control chart and its comparison with the optimal EWMA, CUSUM and GLR schemes, Ann. Statist., 32(2004), 316-339.
  • 7Han, D. and Tsung, F., A unified framework of control charts and comparison of the RFCuscore,Cuscore, CUSUM and GLRT in detecting dynamic mean changes, Working paper.
  • 8Sigman, K., Stable Non-Gaussian Random Processes: Stochastic Models with Infinite Variance, Chapman &Hall, 1994.
  • 9Wu, Y.H., Design of control charts for detecting the change, in Change-Point Problems, Carlstein,E., Muller, H. and Siegmund, D., Eds., Hayward, CA: Inst. Math. Statist., 23(1994), 330-345.
  • 10Esary, J.D., Proschan, F. and Walkup, D.W., Association of random variables, with applications,Ann. Math. Statist., 38(1967), 1466-1474.

共引文献2

相关作者

内容加载中请稍等...

相关机构

内容加载中请稍等...

相关主题

内容加载中请稍等...

浏览历史

内容加载中请稍等...
;
使用帮助 返回顶部