【摘要】 本文提出了一个基于Cucconi检验的非参数指数加权移动平均(EWMA)控制图(简称为EC图)来同时检测过程位置参数和尺度参数.依据步长分布的均值、方差及分位数,给出了EC图与其他一些现有的非参数EWMA控制图的模拟比较.基于蒙特卡洛的模拟结果表明,EC图具有很好的性能.详细分析了阶段I中参考样本大小对EC图受控性能的影响.最后用一个实例来说明EC图的实际应用。更多还原

【Abstract】 A single distribution-free(nonparametric) Phase II exponentially weighted moving average(EWMA) chart based on the Cucconi statistic,referred to as the EWMA-Cucconi(EC)chart,is considered here for simultaneously monitoring shifts in the unknown location and scale parameters of a univariate continuous process.A comparison with some other existing nonparametric EWMA charts is presented in terms of the average,the standard deviation and some percentiles of the run length distribution.Numerical results based on Monte Carlo analysis show that the EC chart provides quite a satisfactory performance.The effect of the Phase I(reference) sample size on the IC performance of the EC chart is studied in detail.The application of the EC chart is illustrated by two real data examples.更多还原