Title of article :
The Design of Generalized Likelihood Ratio Control Chart for Monitoring the von Mises Distributed Data
Author/Authors :
KazemiNia ، Ali Akbar Department of Statistics - Faculty of Mathematical Sciences - Ferdowsi University of Mashhad , Sadeghpour Gildeh ، Bahram Department of Statistics - Faculty of Mathematical Sciences - Ferdowsi University of Mashhad , Abbasi Ganji ، Zainab Khorasan Razavi Agricultural and Natural research and Education center
Abstract :
In this paper, a new generalized likelihood ratio (GLR) control chart based on sequentially probability ratio test (SPRT) is introduced to monitor the directional mean of von Mises distribution. Different window size of past samples are utilized to construct the GLR chart statistic, and the performance of this chart in detecting a wide range of parameter shift is evaluated. A simulation study is carried out to investigate the performance of the proposed control chart in comparison with cumulative sum (CUSUM) control chart. To guide practitioners, a real example is provided.
Keywords :
von Mises distribution , Average run length , maximum likelihood estimation , CUSUM , generalized likelihood ratio
Journal title :
Journal of Mahani Mathematical Research Center
Journal title :
Journal of Mahani Mathematical Research Center
