期刊論文
| 學年 | 93 |
|---|---|
| 學期 | 1 |
| 出版（發表）日期 | 2004-12-01 |
| 作品名稱 | Conditional maximum likelihood estimation for control charts in the presence of correlation |
| 作品名稱（其他語言） | |
| 著者 | Tsai, T.-R.; Chiang, Y.-C.; Wu, S.-J. |
| 單位 | |
| 出版者 | |
| 著錄名稱、卷期、頁數 | Brazilian Journal of Probability and Statistics 18(2), pp.151-162 |
| 摘要 | In practice, the observations are usually autocorrelated. The autocorrelation between successive observations has a large impact on control charts with the assumption of independence. It can decrease the in-control average run length which leads to a higher false alarm rate than in the case of independent process. This paper considers the problem of monitoring the mean of AR(1) process with a random error and provides a conditional maximum likelihood estimation method to improve the control chart performance when the sample size is small. Numerical result shows that the standard estimation method is very unstable when the sample size is small, and there is a large probability that the standard estimation method breaks down if the level of correlation between successive means is small-to-moderate. The new method given here overcomes this difficulty. |
| 關鍵字 | Autoregressive moving average model;exponentially weighted moving average control charts;first-order autoregressive model; maximum likelihood estimation;Shewhart control chart |
| 語言 | en |
| ISSN | 0103-0752 |
| 期刊性質 | 國外 |
| 收錄於 | |
| 產學合作 | |
| 通訊作者 | |
| 審稿制度 | 否 |
| 國別 | BRA |
| 公開徵稿 | |
| 出版型式 | ,紙本 |
| 相關連結 |
機構典藏連結 ( http://tkuir.lib.tku.edu.tw:8080/dspace/handle/987654321/106159 ) |