In this study the statistical properties of several non-parametric control charts are investigated and compared. It is considered the problem of monitoring data streams when the distributional form of the monitored data is the generalized inverse Gaussian distribution. Two simulation studies are performed to assess the performance of the monitoring algorithms in various scenarios. The aim is to identify the most suitable monitoring algorithm considering jointly the ability in detecting shifts in location and/or scale and the percentage of missed alarms.
A Comparison of Distribution-Free Control Charts
M. Scagliarini
2023
Abstract
In this study the statistical properties of several non-parametric control charts are investigated and compared. It is considered the problem of monitoring data streams when the distributional form of the monitored data is the generalized inverse Gaussian distribution. Two simulation studies are performed to assess the performance of the monitoring algorithms in various scenarios. The aim is to identify the most suitable monitoring algorithm considering jointly the ability in detecting shifts in location and/or scale and the percentage of missed alarms.File in questo prodotto:
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