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Capizzi, Giovanna and Masarotto, Guido (2007) Evaluation of the Run-Length Distribution for a Combined Shewhart-EWMA Control Chart. [Working Paper] WORKING PAPER SERIES, 21/2007 . , PADOVA

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Abstract (english)

A simple algorithm is introduced for computing the run length distribution of a monitoring scheme combining a Shewhart chart with an Exponentially Weighted Moving Average control chart. The algorithm is based on the numerical approximation of the integral equations and integral recurrence relations related to the run-length distribution. In particular, a modified Clenshaw-Curtis quadrature rule is applied for handling discontinuities in the integrand function due to the simultaneous use of the two control schemes.
The proposed algorithm, implemented in R and publicy available, compares favourably with the Markov chain approach originally used to approximate the run length properties of the combined Shewhart-EWMA.


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EPrint type:Working Paper
Anno di Pubblicazione:December 2007
More information:Pubblicato anche in: Statistics and Computing, 2009, doi:10.1007/s11222-008-9113-8, ISSN: 0960-3174
Key Words:SPC, Control charts, Average run lenght, Shewhart control charts, Exponentially weighted moving average control chart, Integral equation
Settori scientifico-disciplinari MIUR:Area 13 - Scienze economiche e statistiche > SECS-S/01 Statistica
Struttura di riferimento:Dipartimenti > Dipartimento di Scienze Statistiche
Codice ID:8810
Depositato il:25 May 2015 13:46
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