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Average run length when monitoring capability indices using EWMA
Luleå University of Technology, Department of Engineering Sciences and Mathematics, Mathematical Science.
2008 (English)In: Quality and Reliability Engineering International, ISSN 0748-8017, E-ISSN 1099-1638, Vol. 24, no 8, p. 941-955Article in journal (Refereed) Published
Abstract [en]

In order to monitor unstable but capable processes Castagliola and Vännman have recently suggested a procedure based on an EWMA approach, called EWMA capability chart, for monitoring Vännman's Cp(u,v)-family of capability indices and showed how their proposed approach efficiently monitors capable processes by detecting a decrease or increase in the capability level. The goal of this paper is to investigate the efficiency of this capability chart in terms of ARL. The procedure used for computing this ARL is presented and simple guidelines for obtaining approximations to the optimal EWMA parameters are proposed.

Place, publisher, year, edition, pages
2008. Vol. 24, no 8, p. 941-955
National Category
Probability Theory and Statistics
Research subject
Mathematical Statistics with special emphasis on Industrial Statistic
Identifiers
URN: urn:nbn:se:ltu:diva-13713DOI: 10.1002/qre.940ISI: 000261809000009Scopus ID: 2-s2.0-61349137575Local ID: cff894a0-6df6-11dd-ad27-000ea68e967bOAI: oai:DiVA.org:ltu-13713DiVA, id: diva2:986666
Note
Validerad; 2008; 20080819 (ysko)Available from: 2016-09-29 Created: 2016-09-29 Last updated: 2018-07-10Bibliographically approved

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Castagliola, PhilippeVännman, Kerstin

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