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.
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.
Liu Xiaohong, Wang Zhaojun. The CUSUM Control Chart for the Autocorrelated Data\\with Measurement Error[J]. Chinese Journal of Applied Probability and Statistics, 2009, 25(5): 461-474.
Citation: Liu Xiaohong, Wang Zhaojun. The CUSUM Control Chart for the Autocorrelated Data\\with Measurement Error[J]. Chinese Journal of Applied Probability and Statistics, 2009, 25(5): 461-474.

带有测量误差的相关数据的CUSUM控制图

The CUSUM Control Chart for the Autocorrelated Data\\with Measurement Error

  • 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.

     

    Abstract: As we know, the measurement error often exists in practice, and affects the performance of quality control in some cases. The autoregressive process with the measurement error is investigated in this paper. For detecting the step shift of the autoregressive process mean with measurement error, a CUSUM control chart based on the maximum log-likelihood ratio test is obtained. Simulated in-control and out-of-control ARL's are made for various measurement error and autocorrelation coefficients. The simulation results show that this new CUSUM scheme works well when the process is negatively autocorrelated.

     

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