Robustness Examination of Phase I EWMA Control Chart
碩士 === 高苑科技大學 === 經營管理研究所 === 104 === The study investigated the performances of Phase I (retrospective) exponential weighted moving average (EWMA) control chart based on various standard deviation estimators, variable and fixed samples of size, and three scenarios which are in-control, shifting sta...
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| Format: | Others |
| Language: | zh-TW |
| Published: |
2016
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| Online Access: | http://ndltd.ncl.edu.tw/handle/53831954812533786672 |
| Summary: | 碩士 === 高苑科技大學 === 經營管理研究所 === 104 === The study investigated the performances of Phase I (retrospective) exponential weighted moving average (EWMA) control chart based on various standard deviation estimators, variable and fixed samples of size, and three scenarios which are in-control, shifting starting value and outlier in the normal distribution. The study used Monte Carlo simulation to calculate the probability that an out-of-control signal falls outside control limits of EWMA control charts in the three scenarios. When the population parameters are unknown, the detection abilities of the EWMA are poor. Particularly, the smaller the weight is, the poorer the detection performance is. The study also shows that EWMA using the interquartile range have a good ability of detecting an outlier.
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