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| Keywords | |
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Cornish-Fisher expansion |
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synthetic control chart |
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average run length |
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robust. |
| Authors | |
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Wu Chunjie |
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Wang Zhaojun |
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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.
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.