控制过程方差的CUSUMQ图及其性质 |
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引用本文: | 崔恒建.控制过程方差的CUSUMQ图及其性质[J].数理统计与管理,1998,17(4):33-38. |
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作者姓名: | 崔恒建 |
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作者单位: | 北京师范大学数学系 |
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基金项目: | 国家教委回国人员启动基金 |
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摘 要: | 崔恒建.控制过程方差的CUSUMQ图及其性质.数理统计与管理,1998,17(4),33~38.Qusenberry(1995)基于样本方差的标准化变换Φ-1[Hn-1((n-1)S2/σ20)]提出了控制过程方差的累积和(CUSUM)Q控制图。本文我们描述了在控制过程方差变化中这种CUSUMQ控制图的性质,并将控制图的设计方法用到单边及双边的CUSUMQ图,说明它几乎是最优的。而且我们发现在控制过程方差的微小变化时,设计的CUSUMQ图的性能要优于基于log(S2)的CUSUM和EWMA图
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关 键 词: | CUSUM控制图,标准化变换,ARL,控制图设计 |
The CUSUM Q Charts and Its Properties forMonitoring Process Variance |
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Abstract: | Abstract Quesenberry (1995) has proposed a standardized cumulative sum (CUSUM) Q control chart for monitoring process variance based on the standardized transformation of the sample variance Φ-1Hn-1((n-1)S2/σ20).The properties of this kind of CUSUM Q control chart for detecting changes in the process variance are described,and design procedures are developed for one sided and two sided CUSUM Q charts that are nearly optimal in this paper.It is found that the performance of the designed CUSUM Q is superior to that of the CUSUM and EWMA charts based on log(S2)for monitoring small changes of variance. |
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