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A Comparison of the Performance of Phase II Simple Linear Profile Control Charts when Parameters are Estimated
Authors:Aya A. Aly  Mahmoud A. Mahmoud  William H. Woodall
Affiliation:1. Department of Statistics, Faculty of Economics and Political Science, Cairo University, Egypt;2. Department of Statistics, Virginia Tech, Blacksburg, VA 24061-0439, USA
Abstract:The standard deviation of the average run length (SDARL) is an important performance metric in studying the performance of control charts with estimated in-control parameters. Only a few studies in the literature, however, have considered this measure when evaluating control chart performance. The current study aims at comparing the in-control performance of three phase II simple linear profile monitoring approaches; namely, those of Kang and Albin (2000), Kim et al. (2003), and Mahmoud et al. (2010). The comparison is performed under the assumption of estimated parameters using the SDARL metric. In general, the simulation results of the current study show that the method of Kim et al. (2003) has better overall statistical performance than the competing methods in terms of SDARL values. Some of the recommended approaches based solely on the usual average run length properties can have poor SDARL performance.
Keywords:Estimation effect  EWMA  Phase II analysis  Profile monitoring  Standard deviation of average run length  Statistical process control
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