The Design of Generalized Likelihood Ratio Control Chart for Monitoring the von Mises Distributed Data
In this paper, a new generalized likelihood ratio (GLR) control chart based on sequentially probability ratio test (SPRT) is introduced to monitor the directional mean of von Mises distribution. Different window size of past samples are utilized to construct the GLR chart statistic, and the p...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
Shahid Bahonar University of Kerman
2023-01-01
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| Series: | Journal of Mahani Mathematical Research |
| Subjects: | |
| Online Access: | https://jmmrc.uk.ac.ir/article_3277_bbdd774823dcdf6890d74e12e06daba6.pdf |
| Summary: | In this paper, a new generalized likelihood ratio (GLR) control chart based on sequentially probability ratio test (SPRT) is introduced to monitor the directional mean of von Mises distribution. Different window size of past samples are utilized to construct the GLR chart statistic, and the performance of this chart in detecting a wide range of parameter shift is evaluated. A simulation study is carried out to investigate the performance of the proposed control chart in comparison with cumulative sum (CUSUM) control chart. To guide practitioners, a real example is provided. |
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| ISSN: | 2251-7952 2645-4505 |