| 带有测量误差的相关数据的CUSUM控制图 |
| |
| 引用本文： | 刘晓红,王兆军.带有测量误差的相关数据的CUSUM控制图[J].应用概率统计,2009,25(5):461-474. |
| |
| 作者姓名： | 刘晓红 王兆军 |
| |
| 作者单位： | 1. 香港城市大学管理科学系,香港
2. 南开大学数学科学学院统计学系,天津,300071 |
| |
| 摘 要： | 实际中测量误差不仅存在而且在某些情况下还影响质量控制的表现,本文将考虑带有测量误差的相关数据的监控问题. 为检测这类数据的飘移,我们给出了一个基于极大似然比检验的CUSUM控制图及其多种情况下的可控与失控的ARL.模拟结果显示, 当过程负相关时, 我们提出的CUSUM控制图具有良好的表现.
|
| 关 键 词： | 测量误差 相关 CUSUM控制图 状态空间模型 Kalman滤波. |
The CUSUM Control Chart for the Autocorrelated Data\\with Measurement Error |
| |
| LIU XIAOHONG,WANG ZHAOJUN.The CUSUM Control Chart for the Autocorrelated Data\\with Measurement Error[J].Chinese Journal of Applied Probability and Statisties,2009,25(5):461-474. |
| |
| Authors: | LIU XIAOHONG WANG ZHAOJUN |
| |
| Institution: | Department of Management Sciences, City University of Hong Kong,
Department of Statistics, School of Mathematical Sciences, Nankai University, |
| |
| Abstract: | As we know, the measurement error oftenexists in practice, and affects the performance of quality controlin some cases. The autoregressive process with the measurement erroris investigated in this paper. For detecting the step shift of theautoregressive process mean with measurement error, a CUSUM controlchart based on the maximum log-likelihood ratio test is obtained.Simulated in-control and out-of-control ARL's are made for variousmeasurement error and autocorrelation coefficients. The simulationresults show that this new CUSUM scheme works well when the processis negatively autocorrelated. |
| |
| Keywords: | Measurement error autocorrelated CUSUM control chart state-space model the Kalman Filter |
| 本文献已被 万方数据 等数据库收录！ |
| 点击此处可从《应用概率统计》浏览原始摘要信息 |
| 点击此处可从《应用概率统计》下载免费的PDF全文 |
|
