Object structure
Title:

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:

Warszawa

Date issued/created:

2010

Description:

18 pages ; 21 cm ; Bibliography p. 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:

Text

Detailed Resource Type:

Report

Source:

RB-2010-15

Language:

eng

Language of abstract:

eng

Rights:

Creative Commons Attribution BY 4.0 license

Terms of use:

Copyright-protected material. [CC BY 4.0] May be used within the scope specified in Creative Commons Attribution BY 4.0 license, full text available at: ; -

Digitizing institution:

Systems Research Institute of the Polish Academy of Sciences

Original in:

Library of Systems Research Institute PAS

Projects co-financed by:

Operational Program Digital Poland, 2014-2020, Measure 2.3: Digital accessibility and usefulness of public sector information; funds from the European Regional Development Fund and national co-financing from the state budget.

Access:

Open

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