Metadata language
Performance of the Shewhart control chart in the presence of dependent data
Subtitle:Raport Badawczy = Research Report ; RB/15/2010
Creator:Hryniewicz, Olgierd (1948– ) ; Karpiński, Janusz ; Olwert, Anna
Publisher:Instytut Badań Systemowych. Polska Akademia Nauk ; Systems Research Institute. Polish Academy of Sciences
Place of publishing: Date issued/created: Description:18 stron ; 21 cm ; Bibliografia s. 17-18
Subject and Keywords:Shewhart control charts ; Copulas ; Karta kontrolna Shewharta ; Correlated data ; Skorelowane dane ; Average run length arl ; Kopuły
Abstract:Shewhart control charts were originally designed under the assumption of independence of consecutive observations. In the presence of dependence the authors usually assume dependencies in the form of autocorrelated and normally distributed data. However, there exist many other types of dependencies which are described by other mathematical models.The article uses the concept of copulas to model dependencies of other types. Monte Carlo simulation experiments were used to investigate the impact of type and strength of dependence in data on the value of the ARL of Shewhart control charts.
Relation:Raport Badawczy = Research Report
Resource type: Detailed Resource Type: Source: Language: Language of abstract: Rights:Licencja Creative Commons Uznanie autorstwa 4.0
Terms of use:Zasób chroniony prawem autorskim. [CC BY 4.0 Międzynarodowe] Korzystanie dozwolone zgodnie z licencją Creative Commons Uznanie autorstwa 4.0, której pełne postanowienia dostępne są pod adresem: ; -
Digitizing institution:Instytut Badań Systemowych Polskiej Akademii Nauk
Original in:Biblioteka Instytutu Badań Systemowych PAN
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