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Activity Number:
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608
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Type:
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Contributed
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Date/Time:
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Thursday, August 6, 2009 : 10:30 AM to 12:20 PM
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Sponsor:
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IMS
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| Abstract - #304883 |
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Title:
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On a Unified Approach for Phase I Shewhart-Type Control Charts for Location
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Author(s):
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Schalk W. Human*+ and Subhabrata Chakraborti
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Companies:
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University of Pretoria and The University of Alabama
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Address:
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Lynwood Rd, Hillcrest, Pretoria, International, 0002, South Africa
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Keywords:
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Shewhart control chart ; False Alarm Probability ; Control chart ; Singular multivariate normal ; charting constants ; Phase I
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Abstract:
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Assuming that m independent subgroups each of size n are taken periodically from a normal, Binominal or Poisson distributed process a unified approach to the design procedures of the Phase I Shewhart charts are discussed. The method uses the false alarm probability as design criteria and controls it at a specified nominal false alarm probability. The technique draws on the fact that the (asymptotic) joint distribution of the standardized charting statistics is the singular multivariate standard normal distribution with common correlation -1/(m-1). We adapt an existing computer algorithm to calculate the necessary charting constants that ensures that the false alarm probability is approximately equal to specified nominal false alarm probability. The new approximate charting constants are compared with the existing charting constants and shown to be on par and even better in some cases.
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