一个监控方差的与分布无关的变点模型(英文)  

A Distribution-Free Change-Point Model for Monitoring Dispersion

作　　者：周茂袁[1] 耿薇[2] 李忠华[2] 

机构地区：[1]中国民航大学理学院,天津300300 [2]南开大学统计研究院,天津300071

出　　处：《应用概率统计》2014年第5期461-468,共8页Chinese Journal of Applied Probability and Statistics

基　　金：supported by the NNSF of China Grants(11401573,11201246,11101198);the CAUC Science College Fundamental Research Funds for the Central Universities(3122014K007);the CAUC Research Funds(2013QD25X)

摘　　要：文献中绝大部分与分布无关的控制图用于监控过程位置参数,如均值或中位数,而非过程方差.该文开发了一个新的与分布无关的控制图,通过整合一个两样本非参数检验和有效的变点模型.所提出的控制图容易计算,方便应用,并且对于探测过程方差的漂移非常有效.因为它避免了在监控之前的一个很长时间的收集数据的阶段,并且它不需要潜在的过程分布的知识,因此,所提出的控制图在开始阶段或者短程运行情况下特别有用.Most distribution-free control charts in the literature are used to monitor process location parameters, such as mean or median, rather than process dispersion parameters. This paper develops a new distribution-free control chart by integrating a two-sample nonparametric test into the effective change-point model. Our proposed chart is easy in computation, convenient to use, and very powerful in detecting process dispersion shifts. As it avoids the need for a lengthy data-gathering step before charting and it does not require knowledge of the underlying distribution, the proposed chart is particularly useful in start-up or short-run situations.

关 键 词：变点 方差 与分布无关 统计过程控制. 

分 类 号：O213.1[理学—概率论与数理统计]