Variable parameter and double sampling charts in the presence of correlation: The Markov chain approach

Antonio Fernando Branco Costa and Marcela Aparecida Guerreiro Machado

International Journal of Production Economics, 2011, vol. 130, issue 2, 224-229

Abstract: The general assumption under which the chart is designed is that the process mean has a constant in-control value. However, there are situations in which the process mean wanders. When it wanders according to a first-order autoregressive (AR (1)) model, a complex approach involving Markov chains and integral equation methods is used to evaluate the properties of the chart. In this paper, we propose the use of a pure Markov chain approach to study the performance of the chart. The performance of the chat with variable parameters and the with double sampling are compared.

Keywords: Markov; chain; chart; Correlation; Variable; parameter; Double; sampling (search for similar items in EconPapers)
Date: 2011
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Citations: View citations in EconPapers (10)

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Persistent link: https://EconPapers.repec.org/RePEc:eee:proeco:v:130:y:2011:i:2:p:224-229

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