The Comparison of Efficiency of Control Chart by Weighted Variance Method, Scaled Weighted Variance Method, Empirical Quantiles Method and Extreme-Value Theory for Skewed Populations

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Adisak Pongpullponsak*
Wichai Suracherkiiati
Rungsarit Intaramo

Abstract

The objective of this study is to compare the efficiency of control chart using Weighted Variance Method, Scaled Weighted Variance Method, Empirical Quan-tiles Method and Extreme-value Theory for skewed populations. The efficiencies of control chart are determined by average run length. The control charts in the study is  chart. Various values of the coefficient of skew ness are 0.1,0.5,1.0,2.0,3.0,4.0,5.0,6.0,7.0,8.0 and 9.0. Various values of the level of the mean shift equals to 0ơ, 0.5ơ, 1.0ơ, 1.5ơ, 2.5ơ, 3.0ơ The sample size are 3, 5, and 7. The data for the experiment are obtained through the Monte Carlo Simulation Technique and the experiment were constructed from 10,000 samples and repeated 1,000 times for each case. The result of the study is that the data have Weibull distribution at coefficient of skew ness 0.1,0.5,1.0,2.0 and 3.0. The Scaled Weighted Variance Method have the most efficiency sample size of 3 at coefficient of skew- ness 0,4.0,5.0,6.0,7.0,8.0 and 9.0. Extreme – value Theory has the most efficiency sample size of 3, with Lognormal distribution at coefficient of skew ness 0.1,0.5 and 0.1 The Weighted Variance Method has the most efficiency sample size of 3 at coefficient of skewness 2.0,3.0,4.0,5.0,6.0,7.0,8.0 and 9.0. The Scaled Weighted Variance Method has the most efficiency sample size of 3, with Burr’s distribution. At coefficient of skewness.0.1 and 0.5. The Weighted Variance Method has the most Efficiency sample size of 3, at coefficient of skew ness 1.0,2.0,3.0,4,and 0.5. The Scaled Weighted Variance Method has the most efficiency sample size of 3.


Keywords: Average Run Length, Control Chart


Corresponding author: E-mail: [email protected]


 

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Original Research Articles

References

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