摘要
针对一元正态分布的过程数据,基于似然比检验思想,应用变点方法,研究了一种同时监测均值和方差变化的综合控制图,并给出本图的数值分析。数据显示该控制图对监测受控值较少的持续中等变化更为敏感,表明该方法可快速诊断出变化点的位置,从而估计出未知参数值。
A combine chart is proposed to jointly monitor both the process mean and variance on the assumption of normality by employing change-point method with the generalized likelihood ratio （GLR） test statistics. Simulation analysis is given. The study shows the proposed chart is more efficient in detecting sustained moderate changes with shortage of in-control data. And the simulation shows this method can quickly diagnose the location of change-point and estimate unknown parameters
出处
《江南大学学报（自然科学版）》
CAS
2012年第3期341-344,共4页
Joural of Jiangnan University (Natural Science Edition)
基金
国家自然科学基金项目(50979029)
河海大学自然科学基金项目(2008431111)
关键词
统计过程控制
变点
平均运行长度
累积和
指数加权移动平均
statistical process control, change point, average run length, cumulative, exponentially weighted moving average
