Residential College | false |
Status | 已發表Published |
Computation of the run-length percentiles of CUSUM control charts under changes in variances | |
Shu L.1; Huang W.1; Su Y.1; Tsui K.-L.2 | |
2013-07-01 | |
Source Publication | Journal of Statistical Computation and Simulation |
ISSN | 00949655 15635163 |
Volume | 83Issue:7Pages:1238-1251 |
Abstract | In this paper, the run-length distributions of cumulative sum (CUSUM) charts for monitoring mean changes under normal distributions have been investigated thoroughly. However, there are few studies devoted to the analysis of the run-length distributions of CUSUM charts under changes in process variances. Motivated by this, this paper develops a fast and accurate algorithm based on piecewise collocation method for computing the run-length distributions of CUSUM scale charts. It is shown that the proposed method can provide more accurate approximation to the run-length distribution than the conventional Gauss-type quadrature-based methods applied to the CUSUM location charts. Some computational aspects for facilitating computation load are discussed, including the alternative formulation based on matrix decomposition and the geometric approximation to the distribution of large run lengths. |
Keyword | Average Run Length Integral Equation Integration Kernel Statistical Process Control Variance |
DOI | 10.1080/00949655.2012.656643 |
URL | View the original |
Indexed By | SCIE |
WOS Research Area | Computer Science ; Mathematics |
WOS Subject | Computer Science, Interdisciplinary Applications ; Statistics & Probability |
WOS ID | WOS:000321690600004 |
Publisher | TAYLOR & FRANCIS LTD2-4 PARK SQUARE, MILTON PARK, ABINGDON OR14 4RN, OXON, ENGLAND |
Scopus ID | 2-s2.0-84880320174 |
Fulltext Access | |
Citation statistics | |
Document Type | Journal article |
Collection | DEPARTMENT OF ACCOUNTING AND INFORMATION MANAGEMENT DEPARTMENT OF ELECTROMECHANICAL ENGINEERING |
Corresponding Author | Shu L. |
Affiliation | 1.Faculty of Business Administration , University of Macau , Taipa, Macau , People's Republic of China 2.Faculty of Business Administration , University of Macau , Taipa, Macau , People's Republic of China |
First Author Affilication | Faculty of Business Administration |
Corresponding Author Affilication | Faculty of Business Administration |
Recommended Citation GB/T 7714 | Shu L.,Huang W.,Su Y.,et al. Computation of the run-length percentiles of CUSUM control charts under changes in variances[J]. Journal of Statistical Computation and Simulation, 2013, 83(7), 1238-1251. |
APA | Shu L.., Huang W.., Su Y.., & Tsui K.-L. (2013). Computation of the run-length percentiles of CUSUM control charts under changes in variances. Journal of Statistical Computation and Simulation, 83(7), 1238-1251. |
MLA | Shu L.,et al."Computation of the run-length percentiles of CUSUM control charts under changes in variances".Journal of Statistical Computation and Simulation 83.7(2013):1238-1251. |
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