Robust cusum: a robustness study for cusum quality control schemes |
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| Authors: | James M Lucas Ronald B Crosier |
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| Institution: | 1. Engineering Department , E. I. du Pont de Nemours and Company, Inc , Wilmington, DE, 19898;2. 1 Lynn Hall , Newark, DE, 19711 |
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| Abstract: | A standard CUSUM control scheme and four modified CUSUM control schemes are evaluated for robustness. The average run length (ARL) for each scheme is evaluated using a contaminated normal distribution, a distribution that has longer tails than the normal. A CUSUM control scheme that ignores the first suspected outlier, but gives an out-of-control signal for two successive outliers is found to perform well. |
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| Keywords: | average run length (ARL) contamination probability CUSUM outliers robustness Shewhart control limits trimmed mean Winsorize |
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