Discrete Multivariate Distributions

Balakrishnan, N.

doi:10.1002/0471667196.ess5099.pub2

Encyclopedia of Statistical Sciences 2005

DOI: 10.1002/0471667196.ess5099.pub2

|View full text |Cite

Discrete Multivariate Distributions

N. Balakrishnan

Abstract: to denote the covariance of X i and X j , andto denote the correlation coefficient between X i and X j .

Help me understand this report

Search citation statements

Order By: Relevance

Paper Sections

Select...

Citation Types

Supporting

Mentioning

Contrasting

Year Published

2011

Publication Types

Select...

Article1

Relationship

Self Cite0

Independent1

Authors

Journals

Cited by 1 publication

References 89 publications

(81 reference statements)

Supporting

Mentioning

Contrasting

Order By: Relevance

Robustness of the EWMA control chart for individual observations

Human

Kritzinger

Chakraborti

2011

Journal of Applied Statistics

View full text Add to dashboard Cite

The traditional exponentially weighted moving average (EWMA) chart is one of the most popular control charts used in practice today. The in-control robustness is the key to the proper design and implementation of any control chart, lack of which can render its out-of-control shift detection capability almost meaningless. To this end, Borror, Montgomery and Runger [5;hereafter BMR] studied the performance of the traditional EWMA chart for the mean for i.i.d. data. We use a more extensive simulation study to further investigate the in-control robustness (to non-normality) of the three different EWMA designs studied by BMR [5]. Our study includes a much wider collection of non-normal distributions including light-and heavy-tailed, symmetric and asymmetric bi-modal as well as the contaminated normal, which is particularly useful to study the effects of outliers. Also, we consider two separate cases: (i) when the process mean and standard deviation are both known and (ii) when they are both unknown and estimated from an in-control Phase I sample. In addition, unlike in BMR [5], the average run-length (ARL) is not used as the sole performance measure in our study, we consider, the standard deviation (SDRL), the median (MDRL), the first and the third quartiles as well as the first and the ninety-ninth percentiles of the in-control run-length distribution for a better overall assessment of the traditional EWMA chart's in-control performance. Our findings sound a cautionary note to the (over) use of the EWMA chart in practice, at least with some types of nonnormal data. A summary and recommendations are provided.

show abstract

Robustness of the EWMA control chart for individual observations

Human

Kritzinger

Chakraborti

2011

Journal of Applied Statistics

View full text Add to dashboard Cite

show abstract

scite is a Brooklyn-based organization that helps researchers better discover and understand research articles through Smart Citations–citations that display the context of the citation and describe whether the article provides supporting or contrasting evidence. scite is used by students and researchers from around the world and is funded in part by the National Science Foundation and the National Institute on Drug Abuse of the National Institutes of Health.

Contact Info

customersupport@researchsolutions.com

10624 S. Eastern Ave., Ste. A-614

Henderson, NV 89052, USA

This site is protected by reCAPTCHA and the Google Privacy Policy and Terms of Service apply.

Blog Terms and Conditions API Terms Privacy Policy Contact Cookie Preferences Do Not Sell or Share My Personal Information

Made with 💙 for researchers

Part of the Research Solutions Family.

Discrete Multivariate Distributions

Abstract: to denote the covariance of X i and X j , andto denote the correlation coefficient between X i and X j .

Cited by 1 publication

References 89 publications

Robustness of the EWMA control chart for individual observations

Robustness of the EWMA control chart for individual observations

Contact Info

Product

Resources

About