Control charts applying a general sequential test at each sampling point
- 1 January 1996
- journal article
- research article
- Published by Taylor & Francis in Sequential Analysis
- Vol. 15 (2-3) , 159-183
- https://doi.org/10.1080/07474949608836358
Abstract
A control chart is proposed which applies a generalized sequential probability ratio test (SPRT) at fixed sampling intervals.the GSPRT chart, to monitor a parameter θ.which indexes a variable X with a genrnal distribution. Expression in terms of integral equations are developed for the moments of the zero-time and steady time to signal and number of observation to signal of the GSPRT chart. Comparsion are made between the performance of the GSPRT chart and the fixed sampling interval (FSI) and variable sampling interval (vsI) X and CUSUM charts. The GSPRT chart is found to be highly efficient and to have administrative advantages General Guidelines are provided for the design of GSPRT charts.Keywords
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