To detect and estimate a shift in either the mean and the deviation or both for the preliminary analysis, the statistical process control (SPC) tool, the control chart based on the likelihood ratio test (LRT), is the ...To detect and estimate a shift in either the mean and the deviation or both for the preliminary analysis, the statistical process control (SPC) tool, the control chart based on the likelihood ratio test (LRT), is the most popular method. Sullivan and woodall pointed out the test statistic lrt(n1, n2) is approximately distributed as x2(2) as the sample size n,n1 and n2 are very large, and the value of n1 = 2,3,..., n - 2 and that of n2 = n - n1. So it is inevitable that n1 or n2 is not large. In this paper the limit distribution of lrt(n1, n2) for fixed n1 or n2 is figured out, and the exactly analytic formulae for evaluating the expectation and the variance of the limit distribution are also obtained. In addition, the properties of the standardized likelihood ratio statistic slr(n1, n) are discussed in this paper. Although slr(n1, n) contains the most important information, slr(i, n)(i≠n1) also contains lots of information. The cumulative sum (CUSUM) control chart can obtain more information in this condition. So we propose two CUSUM control charts based on the likelihood ratio statistics for the preliminary analysis on the individual observations. One focuses on detecting the shifts in location in the historical data and the other is more general in detecting a shift in either the location and the scale or both. Moreover, the simulated results show that the proposed two control charts are, respectively, superior to their competitors not only in the detection of the sustained shifts but also in the detection of some other out-of-control situations considered in this paper.展开更多
基金This work was supported by the Natural Science Foundation of Tianjin (Grant No. 033603111).
文摘To detect and estimate a shift in either the mean and the deviation or both for the preliminary analysis, the statistical process control (SPC) tool, the control chart based on the likelihood ratio test (LRT), is the most popular method. Sullivan and woodall pointed out the test statistic lrt(n1, n2) is approximately distributed as x2(2) as the sample size n,n1 and n2 are very large, and the value of n1 = 2,3,..., n - 2 and that of n2 = n - n1. So it is inevitable that n1 or n2 is not large. In this paper the limit distribution of lrt(n1, n2) for fixed n1 or n2 is figured out, and the exactly analytic formulae for evaluating the expectation and the variance of the limit distribution are also obtained. In addition, the properties of the standardized likelihood ratio statistic slr(n1, n) are discussed in this paper. Although slr(n1, n) contains the most important information, slr(i, n)(i≠n1) also contains lots of information. The cumulative sum (CUSUM) control chart can obtain more information in this condition. So we propose two CUSUM control charts based on the likelihood ratio statistics for the preliminary analysis on the individual observations. One focuses on detecting the shifts in location in the historical data and the other is more general in detecting a shift in either the location and the scale or both. Moreover, the simulated results show that the proposed two control charts are, respectively, superior to their competitors not only in the detection of the sustained shifts but also in the detection of some other out-of-control situations considered in this paper.
