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首页> 外文会议>Annual Conference and Expo of the Institute of Industrial Engineers >Change-Point Estimation and Control Chart for Variance Based on the P-Value Function of the F statistic
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Change-Point Estimation and Control Chart for Variance Based on the P-Value Function of the F statistic

机译：基于F统计的P值函数的差异变更点估计与控制图

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摘要

To manage a system, analysts need to control the system, and control charts are known tools used to achieve this objective. However, when dealing with sustained changes, traditional charts are not capable to estimate the initial moment of a change. The detection and estimation of moments of sustained changes belongs to change-point analysis techniques. To assess series of normal observations, where parameters are unknown, a relatively recent approach uses Bartlett's test to monitor shifts in variance, and, at the same time, to estimate the initial moment of change. However, Bartlett's test statistic is a modification of a likelihood ratio (LR) test to approximate a Chi-squared distribution with one degree of freedom. To work directly with the corresponding LR test for two samples, the proposed approach uses the p-value function of the F statistic to create a generalized likelihood ratio control chart capable of detecting shifts in variance and estimate the initial moment of this change at the same time.
机译：为了管理系统，分析师需要控制系统，并且控制图表是用于实现此目标的已知工具。但是，在处理持续变化时，传统图表无法估计变革的初始时刻。持续变化的瞬间的检测和估计属于变化点分析技术。为了评估正常观测的系列，其中参数未知，相对近期的方法使用Bartlett的测试来监视方差的变化，同时估计最初的变化时刻。然而，Bartlett的测试统计是对似然比（LR）测试的修改，以近似具有一种自由度的Chi平方分布。为了直接使用对应的两个样本的LR测试，所提出的方法使用F统计学的P值函数来创建能够检测方差变化和估计该改变的初始时刻的广义似然比控制图时间。

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