Parametric control charts

Willem/Wim Albers, W.C.M. Kallenberg, S.N. Sri Nurdiati

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    21 Citations (Scopus)

    Abstract

    Standard control charts are based on the assumption that the observations are normally distributed. In practice, normality often fails and consequently the false alarm rate is seriously in error. Application of a nonparametric approach is only possible with many Phase I observations. Since nowadays such very large sample sizes are usually not available, there is need for an intermediate approach by considering a larger parametric model containing the normal family as a submodel. In this paper control limits are presented in such larger parametric models, with emphasis on the so called normal power family. Correction terms are derived, taking into account that the parameters are estimated. Simulation results show that the control limits are accurate, not only in the considered parametric family, but also for common distributions outside the parametric family, thus covering a broad class of distributions.
    Original languageUndefined
    Article number10.1016/S0378-3758(03)00200-3
    Pages (from-to)159-184
    Number of pages26
    JournalJournal of statistical planning and inference
    Volume124
    Issue number1
    DOIs
    Publication statusPublished - 2004

    Keywords

    • MSC-62F12
    • MSC-65C05
    • MSC-62P30
    • Second order unbiasedness
    • EWI-12824
    • IR-62328
    • Normal power family
    • Statistical Process Control
    • Phase II control limits
    • METIS-218211

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