### Abstract

Original language | Undefined |
---|---|

Place of Publication | Enschede |

Publisher | University of Twente, Faculty of Mathematical Sciences |

Number of pages | 16 |

Publication status | Published - 2002 |

### Publication series

Name | Memorandum Faculty of Mathematical Sciences |
---|---|

Publisher | University of Twente, Faculty of Mathematical Sciences |

No. | 1650 |

ISSN (Print) | 0169-2690 |

### Keywords

- MSC-62G15
- EWI-3470
- METIS-206703
- IR-65836
- MSC-62P30

### Cite this

*Exceedance probabilities for parametric control charts*. (Memorandum Faculty of Mathematical Sciences; No. 1650). Enschede: University of Twente, Faculty of Mathematical Sciences.

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*Exceedance probabilities for parametric control charts*. Memorandum Faculty of Mathematical Sciences, no. 1650, University of Twente, Faculty of Mathematical Sciences, Enschede.

**Exceedance probabilities for parametric control charts.** / Albers, Willem/Wim; Kallenberg, W.C.M.; Nurdiati, S.

Research output: Book/Report › Report › Professional

TY - BOOK

T1 - Exceedance probabilities for parametric control charts

AU - Albers, Willem/Wim

AU - Kallenberg, W.C.M.

AU - Nurdiati, S.

N1 - Imported from MEMORANDA

PY - 2002

Y1 - 2002

N2 - Common control charts assume normality and known parameters. Quite often these assumptions are not valid and large relative errors result in the usual performance characteristics, such as the false alarm rate or the average run length. A fully nonparametric approach can form an attractive alternative but requires more Phase I observations than are usually available. Sufficiently large parametric families then provide realistic intermediate models. In this paper the performance of charts based on such families is considered. Exceedance probabilities of the resulting stochastic performance characteristics during in-control are studied. Corrections are derived to ensure that such probabilities stay within prescribed bounds. Attention is also devoted to the impact of the corrections for an out-of-control process. Simulations are presented both for illustration and to demonstrate that the approximations obtained are sufficiently accurate for use in practice.

AB - Common control charts assume normality and known parameters. Quite often these assumptions are not valid and large relative errors result in the usual performance characteristics, such as the false alarm rate or the average run length. A fully nonparametric approach can form an attractive alternative but requires more Phase I observations than are usually available. Sufficiently large parametric families then provide realistic intermediate models. In this paper the performance of charts based on such families is considered. Exceedance probabilities of the resulting stochastic performance characteristics during in-control are studied. Corrections are derived to ensure that such probabilities stay within prescribed bounds. Attention is also devoted to the impact of the corrections for an out-of-control process. Simulations are presented both for illustration and to demonstrate that the approximations obtained are sufficiently accurate for use in practice.

KW - MSC-62G15

KW - EWI-3470

KW - METIS-206703

KW - IR-65836

KW - MSC-62P30

M3 - Report

T3 - Memorandum Faculty of Mathematical Sciences

BT - Exceedance probabilities for parametric control charts

PB - University of Twente, Faculty of Mathematical Sciences

CY - Enschede

ER -