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Monitoring the Weibull Shape Parameter with Type II Censored Data
Authors:Yin Chan  Bing Han  Francis Pascual
Affiliation:1. Union Bank Personal Banking and Financial Services, San Francisco, CA, USA;2. School of Economic Sciences, Washington State University, Pullman, WA, USA;3. Department of Mathematics, Washington State University, Pullman, WA, USA
Abstract:In this article, we introduce a method for monitoring the Weibull shape parameter β with type II (failure) censored data. The control limits depend on the sample size, the number of censored observations, the target average run length, and the stable value of β. The method assumes that the scale parameter α is constant during each sampling period, which is true under rational subgrouping. The proposed method utilizes the relationship between Weibull and smallest extreme value distribution. We propose an unbiased estimator of σ = 1/β as the monitoring statistic. We derive the control limits for one‐sided and two‐sided charts for several stable process average run lengths. We discuss two schemes, namely, the control‐limits‐only scheme and the control‐limits‐with‐warning‐lines scheme. The stable process average run length performance of the proposed charts is studied and compared with those of other charts for monitoring β under similar assumptions. Copyright © 2014 John Wiley & Sons, Ltd.
Keywords:average run length  smallest extreme value  statistical process control  unbiased control charts
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