Performance of the Shewhart control chart in the presence of dependent data

Szczegóły
Opis

Tytuł:: Performance of the Shewhart control chart in the presence of dependent data
Raport Badawczy = Research Report ; RB/15/2010
Autorzy:: Olwert, Anna
Hryniewicz, Olgierd (1948– )
Karpiński, Janusz
Data publikacji:: 2010
Wydawca:: Instytut Badań Systemowych. Polska Akademia Nauk
Systems Research Institute. Polish Academy of Sciences
Słowa kluczowe:: Shewhart control charts
Skorelowane dane
Average run length arl
Karta kontrolna Shewharta
Copulas
Correlated data
Kopuły
Źródło:: RB-2010-15
Język:: angielski
Prawa:: Creative Commons Attribution BY 4.0 license
Licencja Creative Commons Uznanie autorstwa 4.0
Linki:: https://rcin.org.pl/dlibra/publication/edition/109173/content Link otwiera się w nowym oknie
Dostawca treści:: RCIN - Repozytorium Cyfrowe Instytutów Naukowych
: Książka

Przejdź do źródła

18 pages ; 21 cm

Bibliography p. 17-18

18 stron ; 21 cm

Shewhart control charts were originally designed under the assumption of independence of consecutive observations. In the presence of dependence the authors usually assume dependencies in the form of autocorrelated and normally distributed data. However, there exist many other types of dependencies which are described by other mathematical models.The article uses the concept of copulas to model dependencies of other types. Monte Carlo simulation experiments were used to investigate the impact of type and strength of dependence in data on the value of the ARL of Shewhart control charts.

Bibliografia s. 17-18

Informacja

Performance of the Shewhart control chart in the presence of dependent data