Advances and Applications in Statistics
Volume 52, Issue 4, Pages 235 - 250
(April 2018) http://dx.doi.org/10.17654/AS052040235 |
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EXPLICIT FORMULA OF AVERAGE RUN LENGTH OF MOVING AVERAGE CONTROL CHART FOR POISSON INMA(1) PROCESS
Saowanit Sukparungsee, Suganya Phantu and Yupaporn Areepong
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Abstract: Average run length (ARL) is widely used for measuring the performance of a control chart. In this work, the objective is to prove the ARL explicit formulas of the moving average control chart (MA chart) for the Poisson integer-valued moving average of order 1 (PoiINMA(1)). By comparing the accuracy of the ARL explicit formulas with that of the Monte Carlo simulations (MC), the results from the explicit formulas are similar to the results from MC. However, the processing time from the explicit formulas is significantly less than that from MC. Moreover, in the case of upward shifts, the value of span (w) is decreased in the MA chart. |
Keywords and phrases: average run length, average delay time, integer-valued autoregressive model, moving average control chart. |
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