The generalized likelihood ratio (GLR) control charts are studied for monitoring a process proportion of defective or nonconforming items. The type of process change considered is an abrupt sustained increase in the process proportion, which implies deterioration of the process quality. The objective is to effectively detect a wide range of shift sizes. For the first part of this research, we assume samples are collected using rational subgrouping with sample size n>1, and the binomial GLR statistic is constructed based on a moving window of past sample statistics that follow a binomial distribution. Steady state performance is evaluated for the binomial GLR chart and the other widely used binomial charts. We find that in terms of the overall performance, the binomial GLR chart is at least as good as the other charts. In addition, since it has only two charting parameters that both can be easily obtained based on the approach we propose, less effort is required to design the binomial GLR chart for practical applications. The second part of this research develops a Bernoulli GLR chart to monitor processes based on the continuous inspection, in which case samples of size n=1 are observed. A constant upper bound is imposed on the estimate of the process shift, preventing the corresponding Bernoulli GLR statistic from being undefined. Performance comparisons between the Bernoulli GLR chart and the other charts show that the Bernoulli GLR chart has better overall performance than its competitors, especially for detecting small shifts. / Ph. D.

This paper deals with CUSUM tests for monitoring of intensity parameter of a Poisson process if this process can be observed in a restricted manner only at pregiven equidistant time points. In this case the process can be monitored by means of a CUSUM test for the parameter of a corresponding Poisson distribution. For rational reference parameter values the computation of average run length is reduced to that of solving of a system of simultaneous linear equations. The performance of obtained CUSUM tests is discussed by means of corresponding examples.

This paper deals with CUSUM tests based on grouped or classified observations. The computation of average run length is reduced to that of solving of a system of simultaneous linear equations. Moreover a corresponding approximation based on the Wald approximations for characteristics of sequential likelihood ratio tests is presented. The effect of grouping is investigated with a CUSUM test for the mean of a normal distribution based on F-optimal grouping schemes. The considered example demonstrates that hight efficient CUSUM tests can be obtained for F-optimal grouping schemes already with a small number of groups.

This paper deals with CUSUM tests based on grouped or classified observations. The computation of average run length is reduced to that of solving of a system of simultaneous linear equations. Moreover a corresponding approximation based on the Wald approximations for characteristics of sequential likelihood ratio tests is presented. The effect of grouping is investigated with a CUSUM test for the mean of a normal distribution based on F-optimal grouping schemes. The considered example demonstrates that hight efficient CUSUM tests can be obtained for F-optimal grouping schemes already with a small number of groups.

This paper deals with CUSUM tests for monitoring of intensity parameter of a Poisson process if this process can be observed in a restricted manner only at pregiven equidistant time points. In this case the process can be monitored by means of a CUSUM test for the parameter of a corresponding Poisson distribution. For rational reference parameter values the computation of average run length is reduced to that of solving of a system of simultaneous linear equations. The performance of obtained CUSUM tests is discussed by means of corresponding examples.