Robustification of CUSUM control structure for monitoring location shift of skewed distributions based on modified one-step M-estimator
Including three existing charts, a new approach employing a modified one-step M-estimator (MOM) with Cumulative Sum (CUSUM) control structure were evaluated and compared for their Phase II performances based on the average run length (ARL) under various skewed distributions. The primary focus was on...
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Main Authors: | , , |
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Format: | Article |
Language: | English |
Published: |
Taylor & Francis Group, LLC
2019
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Subjects: | |
Online Access: | http://repo.uum.edu.my/27551/1/abdulrahman2019.pdf http://repo.uum.edu.my/27551/ http://doi.org/10.1080/03610918.2018.1532001 |
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Summary: | Including three existing charts, a new approach employing a modified one-step M-estimator (MOM) with Cumulative Sum (CUSUM) control structure were evaluated and compared for their Phase II performances based on the average run length (ARL) under various skewed distributions. The primary focus was on the robustness of the CUSUM charts in two separate cases: (i) when the process parameters are known and (ii) when the process mean is unknown
and estimated from an in-control Phase I sample. The simulation and real data analysis showed the proposed technique is comparable or sometimes better than the existing charts. |
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