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IJEETC 2024 Vol.13(1): 80-89
doi: 10.18178/ijeetc.13.1.80-89

Re-Evaluating the SPRT Chart with Estimated Process Parameters When the Underlying Distributions Are Gamma, Lognormal, and Weibull

Jing Wei Teoh1, Wei Lin Teoh1,*, Zhi Lin Chong2, Ming Ha Lee3, and Sin Yin Teh4
1. School of Mathematical and Computer Sciences, Heriot-Watt University Malaysia, Putrajaya, Malaysia
2. Department of Electronic Engineering, Universiti Tunku Abdul Rahman, Kampar, Malaysia
3. Faculty of Engeering, Computing and Science, Swinburne University of Technology Sarawak Campus, Kuching, Malaysia
4. School of Management, Universiti Sains Malaysia, Penang, Malaysia
Email: t.jing_wei@hw.ac.uk (J.W.T.), wei_lin.teoh@hw.ac.uk (W.L.T.), chongzl@utar.edu.my (Z.L.C.), mhlee@swinburne.edu.my (M.H.L.), tehsyin@usm.my (S.Y.T.)
*Corresponding author

Manuscript received August 1, 2023; revised September 3, 2023; accepted September 13, 2023; published February 2, 2024.

Abstract—To reduce the impact of Phase-I parameter estimation on the performances of Phase-II control charts, researchers have incorporated the ideology of Guaranteed In-control Performance (GICP) in their statistical designs to limit the risk of excessive false alarms. At present, most research works have primarily focused on normally distributed data. However, the assumption of normality is often violated in manufacturing environments, and certain data may exhibit positively skewed distributions. In this paper, we investigate the performance of the SPRT control chart with estimated process parameters designed using the GICP method under three different skewed distributions, i.e., the Gamma, Lognormal, and Weibull distributions. The study is conducted by varying the Phase-I sample size and the degree of skewness in order to reveal their impacts upon the in-control and out-of-control performances of the SPRT chart with estimated process parameters. Results show that an increase in the skewness level leads to rapid deterioration in both the in-control and out-of-control expected values of the average time to signal (AATS) and the average standard deviation of the time to signal (ASDTS). Interestingly, we have found that increasing the Phase-I sample size leads to deterioration in the conditional in-control performance, but an improvement in the out-of-control AATS and ASDTS values. Furthermore, it is found that, among the three distributions, the Lognormal distribution produces the least stable performance when skewness is large and the Phase-I sample size is small.

 
Index Terms—Average time to signal, guaranteed in-control performance, parameter estimation, sequential probability ratio test, skewed distribution, statistical process monitoring

Cite: Jing Wei Teoh, Wei Lin Teoh, Zhi Lin Chong, Ming Ha Lee, and Sin Yin Teh, "Re-Evaluating the SPRT Chart with Estimated Process Parameters When the Underlying Distributions Are Gamma, Lognormal, and Weibull," International Journal of Electrical and Electronic Engineering & Telecommunications, Vol. 13, No. 1, pp. 80-89, 2024. doi: 10.18178/ijeetc.13.1.80-89

Copyright © 2024 by the authors. This is an open access article distributed under the Creative Commons Attribution License (CC BY-NC-ND 4.0), which permits use, distribution and reproduction in any medium, provided that the article is properly cited, the use is non-commercial and no modifications or adaptations are made.