QPRC 2016

Weighted EWMA Charts for Monitoring Type I
Censored Weibull Lifetimes

Shangjie Xu
PhD Candidate
Department of Statistics
University of California, Riverside

In this talk, a control charting procedure is presented for monitoring the Weibull scale parameter in the context of type I censored data, assuming the shape parameter is fixed. The proposed chart is a Shewhart-type chart based on a likelihood ratio test that utilizes an exponentially weighted moving average of the likelihood. In previous literature, this type of chart is called a weighted exponentially weighted moving average (WEWMA) chart. The WEWMA chart is compared with a more standard EWMA chart and a CUSUM chart which were each recently studied as alternative solutions to the monitoring problem. Numerical results show that the WEWMA chart often performs better than these two alternatives. The WEWMA and CUSUM methods are extended to the context where the shape parameter also needs to be monitored. Joint charts that simultaneously look for change in either parameters are proposed. A rust-resistant example is used to illustrate the proposed WEWMA methods. [This is joint work with Prof. Daniel R. Jeske.]