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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Main Authors: Abdul Rahman, Ayu, Syed Yahaya, Sharipah Soaad, Atta, Abdu Mohammed Ali
Format: Article
Language:English
Published: Taylor & Francis Group, LLC 2019
Subjects:
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.
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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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