Abdul Rahman, Ayu and Syed Yahaya, Sharipah Soaad and Atta, Abdu Mohammed Ali (2019) Robustification of CUSUM control structure for monitoring location shift of skewed distributions based on modified one-step M-estimator. Communications in Statistics - Simulation and Computation. pp. 1-18. ISSN 0361-0918

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Abstract

Including three existing charts, a new approach employing a modified one-step M-estimator (MOM) with Cumulative Sum (CUSUM) control structure were evaluated and compared for their Phase II performances based on the average run length (ARL) under various skewed distributions. The primary focus was on the robustness of the CUSUM charts in two separate cases: (i) when the process parameters are known and (ii) when the process mean is unknown and estimated from an in-control Phase I sample. The simulation and real data analysis showed the proposed technique is comparable or sometimes better than the existing charts.

Item Type:	Article
Uncontrolled Keywords:	CUSUM chart; Average run length; Skewed distributions; Process location; MOM
Subjects:	Q Science > QA Mathematics > QA75 Electronic computers. Computer science
Divisions:	School of Quantitative Sciences
Depositing User:	Mrs. Norazmilah Yaakub
Date Deposited:	01 Oct 2020 03:01
Last Modified:	01 Oct 2020 03:01
URI:	https://repo.uum.edu.my/id/eprint/27551

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