CHINESE JOURNAL OF APPLIED PROBABILITY AND STATIST 2009, 25(3) 257-265 DOI:      ISSN: 1001-4268 CN: 31-1256

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Keywords
Cornish-Fisher expansion
synthetic control chart
average run length
robust.
Authors
Wu Chunjie
Wang Zhaojun
PubMed
Article by
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A Synthetic Control Chart Based on Cornish-Fisher\\Expansion

Wu Chunjie,Wang Zhaojun

Department of Statistics, Shanghai Universityof Finance and Economics; Department of Statistics,School of Mathematical Sciences.

Abstract��

According to Cornish-Fisher expansion, the control limits of Shewhart $\ol X$ control chart were constructed with up to the fourth moment (The moments are estimated from the in-control historical samples when the process distribution is
unknown, and no further assumptions are made on the distribution). Then we made a synthetic control chart based on the Cornish-Fisher expansion. The in-control ARL's (average run length) and out-of-control ARL's of the new chart builded here were evaluated to compare with synthetic control chart (see \cite{1}) when the process distribution is Student-t, Weibull, Lognormal and Burr. Simulation results show that the new control chart is more robust than the
other methods.

Keywords�� Cornish-Fisher expansion   synthetic control chart   average run length   robust.  
Received 1900-01-01 Revised 1900-01-01 Online:  
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Corresponding Authors: Wu Chunjie
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