摘要
本文提出了一个基于Cucconi检验的非参数指数加权移动平均(EWMA)控制图(简称为EC图)来同时检测过程位置参数和尺度参数.依据步长分布的均值、方差及分位数,给出了EC图与其他一些现有的非参数EWMA控制图的模拟比较.基于蒙特卡洛的模拟结果表明,EC图具有很好的性能.详细分析了阶段I中参考样本大小对EC图受控性能的影响.最后用一个实例来说明EC图的实际应用。
A single distribution-free(nonparametric)Phase II exponentially weighted moving average(EWMA)chart based on the Cucconi statistic,referred to as the EWMA-Cucconi(EC)chart,is considered here for simultaneously monitoring shifts in the unknown location and scale parameters of a univariate continuous process.A comparison with some other existing nonparametric EWMA charts is presented in terms of the average,the standard deviation and some percentiles of the run length distribution.Numerical results based on Monte Carlo analysis show that the EC chart provides quite a satisfactory performance.The effect of the Phase I(reference)sample size on the IC performance of the EC chart is studied in detail.The application of the EC chart is illustrated by two real data examples.
作者
宋贽
刘艳春
陶桂洪
SONG Zhi;LIU Yanchun;TAO Guihong(College of Science,Shenyang Agricultural University,Shenyang,110866,China;School of Mathematics,Liaoning University,Shenyang,110036,China;Business School,Liaoning University,Shenyang,110036,China)
出处
《应用概率统计》
CSCD
北大核心
2019年第6期639-653,共15页
Chinese Journal of Applied Probability and Statistics
基金
The project was supported by the National Natural Science Foundation of China(Grant Nos.11571191
11431006
11371202)
the Scientific Research Fund of Liaoning Provincial Education Department of China(Grant No.LSNQN201912)
the Science and Technology Project of Hebei Science and Technology Department(Grant No.162176489)
the Education and Teaching Research Project of Shenyang Agricultural University(Grant No.2018-84)
关键词
Cucconi检验
指数加权移动平均
非参数
步长分布
Cucconi test
exponentially weighted moving average
nonparametric
run length distribution
