检测对数正态分布位置参数和尺度参数的控制图  

Control Charts for the Lognormal Location and Scale Parameter

作　　者：张久军[1] 李琦 杨瑞梅 何川[2] ZHANG Jiu-jun;LI Qi;YANG Rui-mei;HE Chuan(Department of Mathematics,Liaoning University,Liaoning Shenyang 110036,China;Department of Mathematics,Northeastern University,Liaoning Shenyang 118019,China)

机构地区：[1]辽宁大学数学院,辽宁沈阳110036 [2]东北大学理学院,辽宁沈阳118019

出　　处：《数理统计与管理》2018年第5期864-870,共7页Journal of Applied Statistics and Management

基　　金：辽宁大学科技基金(科技类)(LDGY2015002)

摘　　要：多数传统的控制图都假定过程数据服从正态分布,然而在许多实际情况中,数据可能服从偏态分布,比如对数正态分布。因此,检测对数正态分布的参数漂移也变得尤为重要。本文基于似然比检验并结合指数加权移动平均方法,提出一种可用来同时检测对数正态分布的位置参数和尺度参数漂移的综合控制图,并通过平均运行长度、运行长度标准差两个指标来衡量控制图的性能表现,并和已有的几个控制图进行比较。结果显示,本文提出的控制图具有更高的检测效率。最后用一个实例来说明本文提出的控制图的实际应用。The conventional control charts are based on the assumption that the distribution of the quality characteristic to be monitored follows the normal distribution. However, in real applications, many process distributions may follow a positively skewed distribution such as the lognormal distribution. In this paper, we propose a chart which integrates the exponentially weighted moving average（EWMA）procedure with the generalized likelihood ratio test statistics for jointly monitoring both the location and scale parameter under the assumption of lognormal. From the comparison with other charts based on average run length（ARL） and standard deviation of run length（SDRL）, we can see that the proposed chart is more efficient than the other existing charts. The application of our proposed chart is illustrated by a real data example.

关 键 词：对数正态分布 指数加权移动平均 平均运行长度 统计过程控制 

分 类 号：O212[理学—概率论与数理统计] O213.1[理学—数学]