The design of geometric generalized likelihood ratio control chart

This paper develops a control chart, named generalized likelihood ratio (GLR) control chart, based on a GLR statistic to monitor the parameter of geometrically distributed process. The GLR statistic is obtained based on window of the past samples. The performance of the GLR control chart is compared...

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Bibliographic Details
Published in:Quality and reliability engineering international 2018-07, Vol.34 (5), p.953-965
Main Authors: Douglas, Montgomery, KazemiNia, AliAkbar, Gildeh, Bahram Sadeghpour, Abbasi Ganji, Zainab
Format: Article
Language:English
Subjects:
2CUSUM chart
average time to signal
Control charts
CUSUM chart
CUSUM charts
generalized likelihood ratio
Likelihood ratio
Process parameters
Simulation
Statistical analysis
Statistical methods
steady state
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Summary:This paper develops a control chart, named generalized likelihood ratio (GLR) control chart, based on a GLR statistic to monitor the parameter of geometrically distributed process. The GLR statistic is obtained based on window of the past samples. The performance of the GLR control chart is compared with the cumulative sum (CUSUM) and two combinations of CUSUM charts, in terms of the steady state average time to signal. Simulation results show that the GLR control chart outperforms the CUSUM and two combinations of CUSUM charts in detecting a wide range of parameter shifts in the geometrically distributed process. A real data set is used to demonstrate the performance and effectiveness of the proposed control chart.
ISSN:0748-8017
1099-1638
DOI:10.1002/qre.2303