The Design of Generalized Likelihood Ratio Control Chart for Monitoring the von Mises Distributed Data

Document Type : Research Paper

Authors

1 Department of Statistics, Faculty of Mathematical Sciences, Ferdowsi University of Mashhad, Mashhad, Iran

2 Khorasan Razavi Agricultural and Natural research and Education center, Mashhad, Iran

Abstract

‎In this paper‎, ‎a new generalized likelihood ratio (GLR) control chart based on sequentially probability ratio test (SPRT) is introduced to monitor the directional mean of von Mises distribution‎. ‎Different window size of past samples are utilized to construct the GLR chart statistic‎, ‎and the performance of this chart in detecting a wide range of parameter shift is evaluated‎. ‎A simulation study is carried out to investigate the performance of the proposed control chart in comparison with cumulative sum (CUSUM) control chart‎. ‎To guide practitioners‎, ‎a real example is provided‎.

Keywords

References

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History

  • Receive Date: 05 March 2022
  • Revise Date: 20 April 2022
  • Accept Date: 02 May 2022

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