Object

Title: Sequential Signals on a Control Chart Based on Nonparametric Statistical Tests.

Creator:

Hryniewicz, Olgierd. Autor ; Olwert, Anna. Autor

Date issued/created:

2007

Resource type:

Tekst

Subtitle:

Raport Badawczy = Research Report ; RB/17/2007

Publisher:

Instytut Badań Systemowych. Polska Akademia Nauk ; Systems Research Institute. Polish Academy of Sciences

Place of publishing:

Warszawa

Description:

20 pages ; 21 cm ; Bibliography p. 20

Abstract:

In the paper we present some basic information on the Kendall’s tau statistic when it is used for the analysis of autocorrelated data. Using basic properties of this statistic we propose a relatively simple control chart based on this statistic. Statistical properties of this control chart have been investigated using Monte Carlo simulations. We present the results of Monte Carlo experiments in the case when two consecutive observations are described by a two-dimensional copula with different marginal probability distribution functions. We compare the behavior of our chart with the behavior of a chart based on the serial autocorrelation coefficient.

Relation:

Raport Badawczy = Research Report

Detailed Resource Type:

Report

Resource Identifier:

oai:rcin.org.pl:109218

Source:

RB-2007-17

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.

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