Tuesday, Apr 18, 2017 - 3:30pm - Allen 14
Distribution-free test based on runs and pattern and their application to quality control
Dr. Tung-Lung Wu, Statistics, Msstate
Title: Distribution-free test based on runs and pattern and their application to quality control
Abstract: A simple method based on random permutations and the ﬁnite Markov chain imbedding technique is developed to determine the exact conditional distributions of runs and patterns in a sequence of Bernoulli trials given the total number of successes. We also extend the result to multi-state trials. The conditional distributions studied here leads to distribution-frees test based on runs and patterns whose applications are widespread. Applications to runs and scans rules control charts are studied. The conditional probability that the charting statistic exceeds the control limit at present given that there is no alarm before the current time point can be control at a desired rate.