Cumulative Sum Charts and Charting for Quality Improvement - Rilegato

Hawkins, Douglas M.; Olwell, David H.

Rilegato

ISBN 10: 0387983651 ISBN 13: 9780387983653

Casa editrice: Springer Verlag, 1998

Riassunto

Covering CUSUMs from an application-oriented viewpoint, while also providing the essential theoretical underpinning, this is an accessible guide for anyone with a basic statistical training. The text is aimed at quality practitioners, teachers and students of quality methodologies, and people interested in analysis of time-ordered data. Further support is available from a Web site containing CUSUM software and data sets.

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Contenuti:

1 Introduction.- 1.1 Common-cause and special-cause variability.- 1.2 Transient and persistent special causes.- 1.3 The Shewhart and CUSUM charts.- 1.4 Basis for the CUSUM chart for a normal mean.- 1.4.1 Statistical properties of the CUSUM.- 1.5 Out-of-control distribution of the CUSUM.- 1.6 Testing for a shift —the V mask.- 1.7 Estimation following a signal.- 1.8 Using individual readings or rational groups.- 1.9 The decision interval form of the CUSUM.- 1.9.1 Example.- 1.10 Summary.- 1.11 Further reading.- 2 CUSUM design.- 2.1 The choice of k and h.- 2.1.1 Reference value k — “tuning” for a specific shift.- 2.2 Runs, run length, and average run length.- 2.2.1 The choice of h, the decision interval.- 2.2.2 Calculating the k, h, ARL relationship.- 2.2.3 A closer look at the choice of in-control ARL.- 2.2.4 Designing a CUSUM of Xbar.- 2.3 The Shewhart Xbar chart as CUSUM.- 2.4 Summary.- 2.5 Further reading.- 3 More about normal data.- 3.1 In-control ARLs.- 3.2 Out-of-control ARLs.- 3.2.1 Model.- 3.2.2 The ARL following a shift in mean.- 3.3.3 ARL sensitivity to choice of K.- 3.2.4 Out-of-control states and two-sided CUSUMs.- 3.3 FIR CUSUMs: zero start and steady state start.- 3.3.1 Introduction.- 3.3.2 Out-of-control ARL of the FIR CUSUM.- 3.3.3 ARL of two-sided FIR CUSUMS.- 3.3.4 Initial and steady-state ARL.- 3.4 Controlling for the mean within a range.- 3.4.1 Example.- 3.5 The impact of variance shifts.- 3.5.1 Individual data —the approximate normal transform.- 3.5.2 Rational groups—variance CUSUMs.- 3.6 Combined Shewhart and CUSUM charts.- 3.6.1 Example.- 3.7 Effect of model departures.- 3.7.1 Nonnormality.- 3.7.2 Independence.- 3.8 Weighted CUSUMs.- 3.8.1 Example.- 3.9 Summary.- 3.10 Further reading.- 4 Other continuous distributions.- 4.1 The gamma family and normal variances.- 4.1.1 Background.- 4.1.2 Normal variances.- 4.1.3 Design of the CUSUM for scale.- 4.1.4 Example: Sugar bags.- 4.1.5 Shift in the gamma shape parameter ?.- 4.1.6 Example — shift in ß.- 4.2 The inverse Gaussian family.- 4.2.1 Background.- 4.2.2 Shift in mean.- 4.2.3 Shift in scale parameter.- 4.3 Example from General Motors.- 4.3.1 CUSUM chart for location.- 4.3.2 CUSUM chart for ?.- 4.3.3 Remarks.- 4.4 Comments.- 4.5 Further reading.- 5 Discrete data.- 5.1 Types of discrete data.- 5.1.1 Binomial data.- 5.1.2 Count data.- 5.2 The graininess of the ARL function.- 5.3 The Poisson distribution and count data.- 5.3.1 Useful properties of the Poisson distribution.- 5.4 The Poisson and CUSUMs.- 5.4.1 Design for an upward shift.- 5.4.2 Downward shift.- 5.4.3 ARLs.- 5.4.4 Example.- 5.4.5 The effect of departures from Poisson.- 5.4.6 Checking conformity to the Poisson model.- 5.5 Weighted Poisson CUSUMs.- 5.6 The binomial distribution.- 5.6.1 Background.- 5.6.2 Examples.- 5.6.3 The choice of m.- 5.7 Weighted binomial CUSUMs.- 5.7.1 Example.- 5.8 Other discrete distributions.- 5.9 Summary.- 5.10 Further reading.- 6 Theoretical foundations of the CUSUM.- 6.1 General theory.- 6.1.1 Relation of the SPRT to the CUSUM.- 6.1.2 Optimality properties.- 6.2 The general exponential family.- 6.2.1 Derivation of the CUSUM for a normal mean shift.- 6.2.2 The gamma family and normal variance.- 6.2.3 Relation to normal variances.- 6.2.4 The Poisson family.- 6.2.5 The binomial family.- 6.2.6 The negative binomial family.- 6.2.7 The inverse Gaussian family.- 6.2.8 The Weibull distribution.- 6.2.9 Distributions outside the exponential family.- 6.3 The Markov property of CUSUMs.- 6.4 Getting the ARL.- 6.4.1 The renewal equations.- 6.4.2 The Markov chain approach.- 6.4.3 Simulation using variance reduction techniques.- 6.5 Summary.- 6.6 Further reading.- 7 Calibration and short runs.- 7.1 The self-starting approach.- 7.2 The self-starting CUSUM for a normal mean.- 7.2.1 Special features of self-starting charts.- 7.3 Self-starting CUSUMs for gamma data.- 7.3.1 Background.- 7.3.2 The scheme.- 7.3.3 Example.- 7.3.4 Normal data — control of mean and variance.- 7.3.5 Comments.- 7.4 Discrete data.- 7.4.1 The Poisson distribution.- 7.4.2 The binomial distribution.- 7.4.3 Updating the targets.- 7.5 Summary.- 7.6 Further reading.- 8 Multivariate data.- 8.1 Outline of the multivariate normal.- 8.2 Shewhart charting—Hotelling’s T2.- 8.3 CUSUM charting — various approaches.- 8.3.1 Collections of unvariate CUSUMs.- 8.4 Regression adjustment.- 8.4.1 Example.- 8.4.2 SPC use of regression-adjusted variables.- 8.4.3 Example — monitoring a carbide plant.- 8.5 Choice of regression adjustment.- 8.6 The use of several regression-adjusted variables.- 8.6.1 Example.- 8.7 The multivariate exponentially weighted moving average.- 8.8 Summary.- 8.9 Further reading.- 9 Special topics.- 9.1 Robust CUSUMs.- 9.2 Recursive residuals in regression.- 9.2.1 Definition and properties.- 9.2.2 Example.- 9.3 Autocorrelated data.- 9.3.1 Example.- 9.4 Summary.- 9.5 Further reading.- 9.5.1 Time series.- 9.5.2 Score methods.- 9.5.3 Robustification.- 9.5.4 Recursive residuals.- 10 Software.- 10.1 Programs and templates.- 10.2 Data files.- References.

Product Description:

Book by Hawkins Douglas M Olwell David H

Su questa edizione

• Editore: Springer Verlag
• Data di pubblicazione: 1998
• ISBN 10: 0387983651
• ISBN 13: 9780387983653
• Rilegatura: Copertina rigida
• Numero di pagine: 247