THE REVISED M-OF-K RUNS RULES BASED ON MEDIAN RUN LENGTH

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Date
2011-05
Authors
LOW, CHUN KIT
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Abstract
Runs rules are used to increase the sensitivity of the Shewhart X control chart in detecting small and moderate process mean shifts. Most of the X charts incorporating runs rules are designed based on the average run length (ARL) as a criterion to be minimized. It is known that the shape of the run length distribution changes according to the magnitude of the shift in the process mean, i.e. ranging from highly skewed when the process is in-control to approximately symmetric when the shift is large. Since the shape of the run length distribution changes with the magnitude of the shift in the mean, the median run length (MRL) provides a more meaningful explanation about the in-control and out-of-control performances of a control chart. In this thesis, the design of the revised m-of-k (R - mlk) runs rules based on MRL is proposed and the standard deviation of the run length (SDRL) distribution of the revised m-of-k rules is also studied. This thesis complements the work of Antzoulakos and Rakitzis in 2008b, who designed the R - mlk rules based on ARL. The Markov chain technique is employed to compute the MRLs. Overall, the MRL results show that the revised runs rules give better performances for detecting small and moderate mean shifts, while maintaining the same sensitivity towards large mean shifts, compared with the standard X chart. The MRL results are in accordance with the results obtained by Antzoulakos and Rakitzis in 2008b, where the runs rules are designed based on ARL. All the MRLs are computed using the Mathematica programs, where the accuracy of the computation is verified via simulation using the Statistical Analysis System (SAS) programs. The plots of the inner limit constant, d versus the outer limit constant, L for the various R - mlk rules and in-control MRLs are also provided.
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RULES BASED
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