An efficient double exponentially weighted moving average Benjamini‐Hochberg control chart to control false discovery rate. (25th July 2019)

• Record Type: Journal Article
• Authors: Nawaz, Muhammad Shujaat; Azam, Muhammad; Aslam, Muhammad
• Is Part Of: Quality and reliability engineering international. Volume 35:Number 8(2019)
• Page Start: 2677
• Page End: 2686
• Publication Date: 2019-07-25
• Subjects: average run length -- Benjamini‐Hochberg -- DEWMA -- false discovery rate -- Monte Carlo simulations; Reliability (Engineering) -- Periodicals; Quality control -- Periodicals; High technology -- Periodicals; 620.00452
• DOI: 10.1002/qre.2550
• Languages: English
• ISSNs: 0748-8017

Abstract

Abstract: A control chart based on double exponentially weighted moving average and Benjamini‐Hochberg multiple testing procedure is proposed that controls the false discovery rate (FDR). The proposed control chart is based on probabilities (or P values) to accept or reject the null hypothesis of the underlying process is in control. To make a decision, instead of using only the current probability, previous "m" probabilities are considered. The performance of the control chart is evaluated in terms of average run length (ARL) using Monte Carlo simulations. Procedure for estimation of parameters used in the control chart is also discussed. The proposed control chart is compared with previous control charts and found to be more efficient in controlling the false discovery rate.