Result: The Revised m-of-k Runs Rule Based on Median Run Length

Title:
The Revised m-of-k Runs Rule Based on Median Run Length
Source:
Communications in statistics. Simulation and computation. 41(8-10):1463-1477
Publisher Information:
Colchester: Taylor & Francis, 2012.
Publication Year:
2012
Physical Description:
print, 3/4 p
Original Material:
INIST-CNRS
Subject Terms:
Mathematics, Mathématiques, Sciences exactes et technologie, Exact sciences and technology, Sciences et techniques communes, Sciences and techniques of general use, Mathematiques, Mathematics, Analyse mathématique, Mathematical analysis, Calcul des variations et contrôle optimal, Calculus of variations and optimal control, Probabilités et statistiques, Probability and statistics, Statistiques, Statistics, Plans d'expériences, Experimental design, Applications, Fiabilité, test de durée de vie, contrôle de la qualité, Reliability, life testing, quality control, Analyse numérique. Calcul scientifique, Numerical analysis. Scientific computation, Analyse numérique, Numerical analysis, Probabilités et statistiques numériques, Numerical methods in probability and statistics, Carte contrôle, Control chart, Carta control, Chaîne Markov, Markov chain, Cadena Markov, Commande processus, Process control, Control proceso, Ecart type, Standard deviation, Desviación típica, Econométrie, Econometrics, Econometría, Estimation moyenne, Mean estimation, Estimación promedio, Fonction répartition, Distribution function, Función distribución, Industrie, Industry, Industria, Ingénierie, Engineering, Ingeniería, Moyenne, Average, Promedio, Médiane, Median, Mediana, Méthode statistique, Statistical method, Método estadístico, Méthode stochastique, Stochastic method, Método estocástico, Plan expérience, Experimental design, Plan experiencia, Sciences économiques, Economic sciences, Ciencias económicas, Simulation numérique, Numerical simulation, Simulación numérica, 05Bxx, 49K40, 60E05, 60J10, 62K99, 62P20, 62P30, 65C40, Carte Shewhart, Shewhart chart, 60J22, Average run length (ARL), Inner limit, Median run length (MRL), Outer limit, Runs rules, Standard deviation of the run length (SDRL)
Document Type:
Academic journal Article
File Description:
text
Language:
English
Author Affiliations:
School of Mathematical Sciences, Univertiti Sains Malaysia, Minden, Penang, Malaysia
School of Mechanical and Aerospace Engineering, Nanyang Technological University, Singapore
ISSN:
0361-0918
Rights:
Copyright 2015 INIST-CNRS
CC BY 4.0
Sauf mention contraire ci-dessus, le contenu de cette notice bibliographique peut être utilisé dans le cadre d’une licence CC BY 4.0 Inist-CNRS / Unless otherwise stated above, the content of this bibliographic record may be used under a CC BY 4.0 licence by Inist-CNRS / A menos que se haya señalado antes, el contenido de este registro bibliográfico puede ser utilizado al amparo de una licencia CC BY 4.0 Inist-CNRS
Notes:
Mathematics
Accession Number:
edscal.26164001
Database:
PASCAL Archive

Further Information

Runs rules are used to Incroase the sensitivity of the Shewhart X control chart in detecting small and moderate process mean shifts. Most of the X charts incorporating runs rules are designed based on the average run length (ARL). It is known that the shape of the run length distribution changes according to the magnitude of the shift in the process mean, ranging from highly skewed when the process is in-control to approximately symmetric when the shift is large. Since the shape of the run length distribution changes with the magnitude of the shift in the mean, the median run length (MRL) provides a more meaningful explanation about the in-control and out-of-control performances of a control chart. In this article, we propose the design of the revised m-of-k runs rule based on MRL. In addition, the standard deviation of the run length (SDRL) of the revised m-of-k rule will also be studied. The revised m-of-k runs rule, suggested by Antzoulakos and Rakitzis (2008), was originally designed based on ARL. The Markov chain technique is employed to obtain the MRLs. Compared with the standard X chart, the MRL results show that the revised rules give better performances for small and moderate mean shifts, while maintaining the same sensitivity towards large mean shifts. The MRL results are in accordance with the results obtained by Antzoulakos and Rakitzis (2008), where the rules are designed based on ARL.