A bootstrap control chart for inverse Gaussian percentiles
DOI10.1080/00949650802627402zbMath1187.62208OpenAlexW1992102525MaRDI QIDQ3564760
Publication date: 26 May 2010
Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/00949650802627402
percentilefalse alarm rateparametric bootstrapcontrol chartsShewhart chartaverage run length (ARL)inverse Gaussian (Wald) distribution
Central limit and other weak theorems (60F05) Applications of statistics in engineering and industry; control charts (62P30) Bootstrap, jackknife and other resampling methods (62F40) Monte Carlo methods (65C05)
Related Items (6)
Uses Software
Cites Work
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- Accelerated test models with the inverse Gaussian distribution
- Bootstrap: more than a stab in the dark? With discussion and a rejoinder by the author
- Sprt and cusum results for inverse gaussian processes
- A modified Kolmogorov-Smirnov test for the inverse gaussian density with unknown parameters
- INVERSE GAUSSIAN CONTROL CHARTS
- Fatigue Failure Models ߝ Birnbaum-Saunders vs. Inverse Gaussian
- Stochastic models of failure in random environments
- Control Charts for Dependent and Independent Measurements Based on Bootstrap Methods
- Inverse Gaussian Control Charts for Monitoring Process Variability
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