Affiliation:
1. School of Mathematics and Statistics, Liaoning University, Shenyang 110036, China
Abstract
In industrial production, the exponentially weighted moving average scheme is widely used to monitor shifts in product quality, especially small-to-moderate shifts. In this paper, we propose a modified one-sided EWMA scheme for Type I right-censored Weibull lifetime data for detecting shifts in the scale parameter with the shape parameter fixed. A comparative analysis with existing cumulative sum and exponentially weighted moving average results from the literature is provided. The zero-state and steady-state behaviour of the new scheme are considered with regard to the average run length, the standard deviation of the run length, and other performance measures. Our simulation shows stronger power in detecting changes in the censored lifetime data using the modified scheme than that using the traditional exponentially weighted moving average scheme, and the new scheme is superior to the cumulative sum scheme in most situations. A real-data example further demonstrates the effectiveness of the proposed method.
Funder
General Program of the Natural Science Foundation of Liaoning Province
Project of Science and Research of Liaoning Educational Department of China
Natural Science Foundation of Liaoning Province
Doctoral Research Start-up Fund of Liaoning Province
National Natural Science Foundation of China
Research on Humanities and Social Sciences of the Ministry of Education
Research of economic and social development in Liaoning Province
Subject
Geometry and Topology,Logic,Mathematical Physics,Algebra and Number Theory,Analysis