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Bivariate copulas on the exponentially weighted moving average control chart |
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| รหัสดีโอไอ | |
| Creator | 1. Sasigarn Kuvattana 2. Piyapatr Busababodhin 3. Yupaporn Areepong 4. Saowanit Sukparungsee |
| Title | Bivariate copulas on the exponentially weighted moving average control chart |
| Publisher | Research and Development Office, Prince of Songkla University |
| Publication Year | 2559 |
| Journal Title | Songklanakarin Journal of Science and Technology (SJST) |
| Journal Vol. | 38 |
| Journal No. | 5 |
| Page no. | 569-574 |
| Keyword | ARL,copula,EWMA control chart,Monte Carlo simulation |
| ISSN | 0125-3395 |
| Abstract | This paper proposes four types of copulas on the Exponentially Weighted Moving Average (EWMA) control chartwhen observations are from an exponential distribution using a Monte Carlo simulation approach. The performance of thecontrol chart is based on the Average Run Length (ARL) which is compared for each copula. Copula functions for specifyingdependence between random variables are used and measured by Kendall's tau. The results show that the Normal copulacan be used for almost all shifts. |
