1,721,054 research outputs found
Practical Design of Generalized Likelihood Ratio Control Charts for Autocorrelated Data
Full text linkControl charts based on Generalized Likelihood Ratio (GLR) tests are attractive from both a theoretical and practical point of view. In particular, in the case of an autocorrelated process, the GLR test uses the information contained in the time-varying response after a change and, as shown by Apley and Shi, is able to outperfom traditional control charts applied to residuals.
In addition, a GLR chart provides estimates of the magnitude and the time of occurrence of the change. In this paper, we present a practical approach to the implementation of GLR charts for monitoring an autoregressive and moving average process assuming that only a Phase I sample is available. The proposed approach, based on automatic time series identification, estimates the GLR control limits via stochastic approximation using bootstrap resampling. Thus, it is able to take into account the uncertainty about the underlying model.
A Monte Carlo study shows that our methodology can be used to design in a semi-automatic fashion a GLR chart with a prescribed rate of false alarms when as few as 50 Phase I observations are available. A real example is used to illustrate the designing procedure
Combined Shewhart-EWMA Control Charts with Estimated Parameters
No full textShewhart and EWMA control charts can be suitably combined to obtain a
simple monitoring scheme sensitive to both large and small shifts in the
process mean. So far, the performance of the combined Shewhart-EWMA
(CSEWMA) has been investigated under the assumption that the process
parameters are known. However, parameters are often estimated from
reference Phase I samples. Since chart performances may be even largely
affected by estimation errors, we study the behaviour of the CSEWMA with
estimated parameters in both in- and out-of-control situations.
Comparisons with standard Shewhart and EWMA charts are presented.
Recommendations are given for Phase I sample size requirements necessary
to achieve desired in-control performance
Probability of conception on different days of the menstrual cycle: an ongoing exercise
No full textThe design of the European Multicenter Study on the probabilities of conception in different days of the menstrual cycle is reviewed. Some results, based on part of the data, are presented. These can be summarized as follows: a) Estimates of the probabilities of conception are lower than the ones previously reported in the literature; b) A strong effect of the man's age on fecundability was found. No evidence of a similar impact of the woman's age was demonstrated; c) The number of days with 'most fertile' mucus and parity affect fecundability
Laboratorio di Statistica con R
No full textR è un ambiente statistico open source, completo e in costante sviluppo, con la caratteristica di essere un vero e proprio linguaggio di programmazione interfacciabile con altri linguaggi come C, C++, Fortran ma anche Java, SQL ecc.
Il libro affronta i principali argomenti trattati nei corsi istituzionali di Statistica (descrittiva e inferenziale), di Calcolo delle probabilità e della Simulazione. L’approccio didattico mette il lettore in grado di sperimentare immediatamente con R quanto appreso di volta in volta. In questa seconda edizione si è reso necessario allineare il codice usato nel testo alla versione corrente di R e si è anche voluto rispondere alle richieste di approfondimento rispetto alla descrizione degli oggetti R e della gestione dei pacchetti del software.
Il volume è supportato da un sito Web con risorse utilizzabili in ambiente Windows e Macintosh, con l’ultima versione di R disponibile al momento della stampa e il pacchetto contenente tutte le funzioni utilizzate nel testo
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