Analysis of CUSUM and Other Markov-type Control Schemes by Using Empirical Distributions
作者:
Emmanuel Yashchin,
期刊:
Technometrics
(Taylor Available online 1992)
卷期:
Volume 34,
issue 1
页码: 54-63
ISSN:0040-1706
年代: 1992
DOI:10.1080/00401706.1992.10485233
出版商: Taylor & Francis Group
关键词: Control charts;Markov chains;Resampling techniques;Run length
数据来源: Taylor
摘要:
The run-length distribution of a cumulative sum control scheme, when the underlying distribution of the incoming observations is unknown, is discussed. Given a sample of sizenfrom this distribution, the estimators related to various characteristics of the run length can be obtained by using the empirical cdf instead of the true cdf in the standard analysis procedure. The article discusses the properties of the resulting point estimators, as well as interval estimators obtained by using resampling techniques. Applications of the technique for the purpose of design and analysis of control schemes are also discussed. The proposed methodology can be easily adapted for other Markov-type control schemes.
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