Robustification of CUSUM control structure for monitoring location shift of skewed distributions based on modified one-step M-estimator
Including three existing charts, a new approach employing a modified one-step M-estimator (MOM) with Cumulative Sum (CUSUM) control structure were evaluated and compared for their Phase II performances based on the average run length (ARL) under various skewed distributions. The primary focus was on...
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Format: | Article |
Language: | English |
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Taylor & Francis Group, LLC
2019
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Online Access: | https://repo.uum.edu.my/id/eprint/27551/1/abdulrahman2019.pdf |
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author | Abdul Rahman, Ayu Syed Yahaya, Sharipah Soaad Atta, Abdu Mohammed Ali |
author_facet | Abdul Rahman, Ayu Syed Yahaya, Sharipah Soaad Atta, Abdu Mohammed Ali |
author_sort | Abdul Rahman, Ayu |
collection | UUM |
description | Including three existing charts, a new approach employing a modified one-step M-estimator (MOM) with Cumulative Sum (CUSUM) control structure were evaluated and compared for their Phase II performances based on the average run length (ARL) under various skewed distributions. The primary focus was on the robustness of the CUSUM charts in two separate cases: (i) when the process parameters are known and (ii) when the process mean is unknown
and estimated from an in-control Phase I sample. The simulation and real data analysis showed the proposed technique is comparable or sometimes better than the existing charts. |
first_indexed | 2024-07-04T06:36:02Z |
format | Article |
id | uum-27551 |
institution | Universiti Utara Malaysia |
language | English |
last_indexed | 2024-07-04T06:36:02Z |
publishDate | 2019 |
publisher | Taylor & Francis Group, LLC |
record_format | dspace |
spelling | uum-275512020-10-01T03:01:58Z https://repo.uum.edu.my/id/eprint/27551/ Robustification of CUSUM control structure for monitoring location shift of skewed distributions based on modified one-step M-estimator Abdul Rahman, Ayu Syed Yahaya, Sharipah Soaad Atta, Abdu Mohammed Ali QA75 Electronic computers. Computer science Including three existing charts, a new approach employing a modified one-step M-estimator (MOM) with Cumulative Sum (CUSUM) control structure were evaluated and compared for their Phase II performances based on the average run length (ARL) under various skewed distributions. The primary focus was on the robustness of the CUSUM charts in two separate cases: (i) when the process parameters are known and (ii) when the process mean is unknown and estimated from an in-control Phase I sample. The simulation and real data analysis showed the proposed technique is comparable or sometimes better than the existing charts. Taylor & Francis Group, LLC 2019 Article PeerReviewed application/pdf en https://repo.uum.edu.my/id/eprint/27551/1/abdulrahman2019.pdf Abdul Rahman, Ayu and Syed Yahaya, Sharipah Soaad and Atta, Abdu Mohammed Ali (2019) Robustification of CUSUM control structure for monitoring location shift of skewed distributions based on modified one-step M-estimator. Communications in Statistics - Simulation and Computation. pp. 1-18. ISSN 0361-0918 http://doi.org/10.1080/03610918.2018.1532001 doi:10.1080/03610918.2018.1532001 doi:10.1080/03610918.2018.1532001 |
spellingShingle | QA75 Electronic computers. Computer science Abdul Rahman, Ayu Syed Yahaya, Sharipah Soaad Atta, Abdu Mohammed Ali Robustification of CUSUM control structure for monitoring location shift of skewed distributions based on modified one-step M-estimator |
title | Robustification of CUSUM control structure for monitoring location shift of skewed distributions based on modified one-step M-estimator |
title_full | Robustification of CUSUM control structure for monitoring location shift of skewed distributions based on modified one-step M-estimator |
title_fullStr | Robustification of CUSUM control structure for monitoring location shift of skewed distributions based on modified one-step M-estimator |
title_full_unstemmed | Robustification of CUSUM control structure for monitoring location shift of skewed distributions based on modified one-step M-estimator |
title_short | Robustification of CUSUM control structure for monitoring location shift of skewed distributions based on modified one-step M-estimator |
title_sort | robustification of cusum control structure for monitoring location shift of skewed distributions based on modified one step m estimator |
topic | QA75 Electronic computers. Computer science |
url | https://repo.uum.edu.my/id/eprint/27551/1/abdulrahman2019.pdf |
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