Title of article :
On designing CUSUM charts using ratio-type estimators for monitoring the location of normal processes
Author/Authors :
Raza, M.A. School of Mathematical Sciences - Shanghai Jiao Tong University, Shanghai, China , Nawaz, T. School of Mathematical Sciences - Shanghai Jiao Tong University, Shanghai, China , Aslam, M. Department of Statistics - Faculty of Sciences - King Abdulaziz University, Jeddah, Saudi Arabia
Abstract :
A control chart is an important tool in statistical process control that plays
a signicant role in monitoring and identifying variations in production processes. The
Shewhart, the cumulative sum (CUSUM), and the ExponentiallyWeighted Moving Average
(EWMA) control charts are commonly used for detecting process shifts. The CUSUM and
the EWMA control charts are more sensitive in detecting smaller shifts, whereas the typical
Shewhart chart is sensitive to large process shifts. The present study incorporates ratiotype
estimators of the population mean based on auxiliary information in the CUSUM
charting structure for monitoring the location of the normal processes. These estimators
are more ecient than simple mean estimator in the presence of a high correlation between
the study and the auxiliary variables. The Average Run Length (ARL), the standard
deviation of run length, and the extra quadratic loss are used to measure the performance
of the proposed charts. The proposed charts are compared with the existing CUSUM,
CUSUM-FIR, and some other auxiliary information-based control charts on the basis of
out-of-control ARLs. The comparison reveals the superiority of the suggested charts over
the other existing charts. An illustrative example is also provided for the performance
evaluation of the proposed charts.
Keywords :
Auxiliary variable , Control charts , CUSUM statistic , Fast Initial Response (FIR) , Ratio estimator , Average run length , Extra quadratic loss
Journal title :
Scientia Iranica(Transactions E: Industrial Engineering)