摘要
控制图在统计过程控制中占有很重要的地位,平均运行链长(AverageRunLength,ARL)是评价控制图性能的一个重要指标。EWMA控制图的ARL求取相对复杂,到目前为止,EWMA控制图的ARL求取大致有三种方法:Markov链法、积分方程法和随机模拟。本文详细阐述了前两种方法在用于EWMA控制图ARL计算时的原理及实现,并仿真比较了这两种方法的精度,以及状态划分对其精度的影响。
The average run length is a crucial index of control chart, which is an important tool for statistical control. The average run length calculation algorithm of EWMA control chart is complex. There are three methods to calculate the ARL of EWMA control so far, which is Markov chain method, initial equation method and stochastic simulation method. In this paper, the principle and implementation of the first two methods are described in detail. And the accuracy of the two methods is analyzed by simulation.
出处
《新型工业化》
2014年第8期66-70,共5页
The Journal of New Industrialization
基金
国家自然科学基金重点项目(70931002)
