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Performance of the Shiryaev‐Roberts‐type scheme in comparison to the CUSUM and EWMA schemes in monitoring weibull scale parameter based on Type I censored data.
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- Author(s): Yu, Dan; Mukherjee, Amitava; Li, Jin; Jin, Li; Wen, Kai; Zhang, Jiujun
- Source:
Quality & Reliability Engineering International; Nov2022, Vol. 38 Issue 7, p3379-3403, 25p- Subject Terms:
- Source:
- Additional Information
- Abstract: This paper introduces a process monitoring scheme based on the Shiryaev‐Roberts (SR) procedure for Type I right‐censored Weibull lifetime data for detecting shifts in the scale parameter for a fixed value of the shape parameter. The performance of the new charting scheme is evaluated under different censoring rates and sample sizes via Monte Carlo simulation. Comparison with two existing schemes, namely, the exponentially weighted moving average (EWMA) and cumulative sum (CUSUM) schemes, is performed in terms of average run length (ARL). Both zero‐state and steady‐state shifts are considered in this study for impartial comparisons. The numerical results based on simulation are highly encouraging in favour of the SR procedure. Our findings show that the new scheme outperforms the other two schemes in some cases. An illustrative example is given to illustrate the application of the proposed scheme. [ABSTRACT FROM AUTHOR]
- Abstract: Copyright of Quality & Reliability Engineering International is the property of Wiley-Blackwell and its content may not be copied or emailed to multiple sites or posted to a listserv without the copyright holder's express written permission. However, users may print, download, or email articles for individual use. This abstract may be abridged. No warranty is given about the accuracy of the copy. Users should refer to the original published version of the material for the full abstract. (Copyright applies to all Abstracts.)
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