This is the program for the 2010 Joint Statistical Meetings in Vancouver, British Columbia.

Abstract Details

Activity Number: 171
Type: Contributed
Date/Time: Monday, August 2, 2010 : 10:30 AM to 12:20 PM
Sponsor: Biopharmaceutical Section
Abstract - #307105
Title: A Robust-Likelihood Cummulative Sum Chart
Author(s): Youlan Rao*+ and Steven MacEachern and Chunjie Wu
Companies: Millennium Pharmaceuticals, Inc. and The Ohio State University and Shanghai University of Finance and Economics
Address: , , 02139,
Keywords: Average run length ; Conditional limiting distribution ; Foot and mouth disease ; Likelihood ratio ; Sequential probability ; Statistical process control
Abstract:

In practice, the cumulative sum (CUSUM) control chart performs poorly for thick-tailed processes and for large shifts. This article provides a robust-likelihood cumulative sum (RLCUSUM) chart that discounts outliers and yet has the ability to detect large shifts quickly. The new chart is motivated by the likelihood underpinnings of the CUSUM. It is based on the likelihood of a variate constructed to ensure robust performance of the resulting chart. The new chart is compared with the conventional CUSUM in terms of average run length, with the finding that the RLCUSUM is much better than the conventional CUSUM, especially for large shifts. For small shifts, the two charts are essentially equivalent. A final application of the RLCUSUM in assessing livestock disease shows that the method is applicable in process control.


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