- Title
- Generalized control charts for non-normal data using g-and-k distributions
- Creator
- Haynes, Michele; Mengersen, Kerrie; Rippon, Paul
- Relation
- Communications in Statistics: Simulation and Computation Vol. 37, Issue 9, p. 1881-1903
- Publisher Link
- http://dx.doi.org/10.1080/03610910802255170
- Publisher
- Taylor & Francis
- Resource Type
- journal article
- Date
- 2008
- Description
- Statistical control charts are often used in industry to monitor processes in the interests of quality improvement. Such charts assume independence and normality of the control statistic, but these assumptions are often violated in practice. To better capture the true shape of the underlying distribution of the control statistic, we utilize the g-and-k distributions to estimate probability limits, the true ARL, and the error in confidence that arises from incorrectly assuming normality. A sensitivity assessment reveals that the extent of error in confidence associated with control chart decision-making procedures increases more rapidly as the distribution becomes more skewed or as the tails of the distribution become longer than those of the normal distribution. These methods are illustrated using both a frequentist and computational Bayesian approach to estimate the g-and-k parameters in two different practical applications. The Bayesian approach is appealing because it can account for prior knowledge in the estimation procedure and yields posterior distributions of parameters of interest such as control limits.
- Subject
- average run length (ARL); Bayesian estimation; control chart; g-and-k distributions; non-normality; robustness
- Identifier
- uon:5639
- Identifier
- http://hdl.handle.net/1959.13/43544
- Identifier
- ISSN:0361-0918
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