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Abstract: This paper deals with the log-logistic distribution as a life time model. Control
charts and the corresponding control limits are developed analogous to Shewhart-charts for
the process mean and process range. The proposed control limits are compared with those of
Shewhart in detecting out of control signals for various sample sizes.
1 Introduction
In classical Statistics confidence intervals for unknown parameters of a statistical popu-
lation play an important role. An application of confidence interval, when the random
variable follows approximately a normal distribution, is the origin of the well-known She-
whart control charts. Construction of control charts using the theory of confidence in-
tervals, when the random variable follows Inverse Gaussian distribution is considered by
Edgemen [3]. Edgemen justifies his assumption by noticing that relying on the central
limit theorem for non-normal processes is hazardous as the sample size in control charting
is usually less than 10. Moreover quality characteristics such as product life are always
better modeled by a probability distribution with non-negative support rather than a
normal distribution. Therefore, Kantam and Sriram [6] developed control charts to be
used when the process characteristic follows a gamma distribution. Log - logistic distribu-
tion is another distribution of a positive valued random variable often applied in survival
analysis. A number of problems with special reference to log -logistic distribution have
been studied in recent times. Some of these are - Ragab and Green [7, 8], Balakrishnan
and Malik [1], Balakrishnan et al [2], Guptha et al [4], and Kantam et al [6]. In this pa-
per control charts are developed for averages and ranges when the quality characteristic
follows a log-logistic distribution. The details of control charts for averages are presented
in Section 2. The construction of range charts follows in Section 3. Comparisons with
Shewhart’s control limits are performed in Section 4.
µ is the process average, σ is the process standard deviation and the probability of the
event
σ σ
x | µ − 3√ ≤ x ≤ µ + 3√ (1)
n n
is 99.73%.
For fixing the limits µ is sometimes estimated by the mean of the sample and σ is estimated
in different ways either by the sample standard deviation or the sample range applying
various estimation methods. The estimated limits are used for deciding, whether the
variability of a process characteristic is still within the tolerable region or not. In fact,
the 99.73% confidence interval for the process mean of a normal distribution has become
the most often used tolerance region for a sample process variable. When the process
characteristic cannot be approximated by a normal random variable, the above outline
proceedings may nevertheless be useful for deriving estimators and control limits for non-
normal cases.
X
Setting Z = σ
gives a standard log-logistic distribution:
βz β−1
f (z) = for z ≥ 0, β > 1 (4)
(1 + z β )2
zβ
F (z) = for z ≥ 0, β > 1 (5)
1 + zβ
The mean and variance of standard log-logistic distribution for β = 3 can be obtained by
the following relation:
k k
E Z k = Γ(1 + ) Γ(1 − ) for k = 1, 2 (6)
β β
yielding
E[Z] = 1.2167
(7)
V [Z] = 0.9529
X̄
σ̂mom = (8)
1.2167
yielding
1
P L ≤ X̄ ≤ U = 0.9973 (10)
σ
The following procedure is used for determining L and U . We have generated 10,000
random samples of size n = 3, 4, . . . , 10 from standard log-logistic distribution with shape
parameter β = 3. For each sample we have calculated
n
ziβ n xi
− =0 where zi = (11)
i=1 1+ ziβ 2 σ
The calculated percentiles of X̄, BLUE, MLE over 10,000 samples are given in Table 5.
The percentiles of X̄ corresponding to 0.00135 and to 0.99865 are made use of to get the
control limits of an X̄-chart. Let these be respectively denoted by L and U . From (9)
using L and U we get the following probability statement:
P (Lσ ≤ X̄ ≤ U σ) = 0.9973 (12)
Lσ and U σ are taken as the 99.73% control limits (analogous to the 3σ limits of the
Shewhart charts) provided the unknown parameter σ is known by specification or by esti-
mation. In this paper, three estimators are applied namely moment estimator, best linear
unbiased estimator (BLUE), and maximum likelihood estimator (MLE). The control lim-
its to be used are obtained by repeated sampling, computing the corresponding estimates
and subsequently calculating some constants by the mean of the estimates for specified
method of estimation. For example, if σ is estimated by the bias corrected moment es-
timator for a sample of size n the control limits in (12) may be obtained for β = 3 and
β = 4 by the constants A∗2 and A∗∗2 , respectively, given in Table 1.
80 R.R.L. Kantam, A.Vasudeva Rao and G.Srinivasa Rao
Given a number of subgroups of a fixed size, say n, the overall mean x̄ ¯ of estimates of the
sub groups is calculated. The control limits for a X̄-chart for the log-logistic distribution
are obtained by means of the constants in Table 1 as A∗2 x̄
¯ and A∗∗2 x̄.
¯
If σ is estimated by the MLE the control limits are L M̄c and U M̄c , respectively, where M̄ is
the mean of the sub groups MLEs and c is the simulated sampling mean of MLE given in
L U
last column of Table 5. Let A∗2M and A∗∗2M represent the quantities c and c , respectively,
then the control limits are given by A2M M̄ and A2M M̄ . The constants A2M and A∗∗
∗ ∗∗ ∗
2M are
given below in Table 2.
Tables 1,2,3 can be used for obtaining the control limits of X̄-charts for three estima-
tors in case the log-logistic distribution is an appropriate one. Moreover, motivated by
the Shewhart chart, we suggest E[X̄] ± 3SE[X̄] as another possibility of defining control
limits for X̄-charts, although these limits do not guarantee that with 99.73% probability
there will be no false alarms. The limits are straightforward calculated from the simu-
lated sampling distribution of X̄. They are compared with those obtained in the earlier
methods as well as are compared with the earlier obtained ones and also with the normal
distribution situation. The results of the comparison are displayed in Table 7.
3 Range Chart
The control limits for a range chart assuming the standard density are determined by the
equation
P (L ≤ z(n) − z(1) ≤ U ) = 0.9973 (15)
or
P (σL ≤ Ri σ ≤ U ) = 0.9973 (16)
where Ri stands for the range of the ith sub group of size n. Provided σ is known, L
and U are given by the percentiles of the simulated distribution of range, and we get
the control limits from equation (16). As described in Section 2, we have simulated the
sampling distribution of the range of samples from the log-logistic distribution with shape
parameter β and sample sizes n = 3, 4, . . . 10. The percentiles of the range are given in
Table 6. The scale parameter σ in Equation (16) was estimated by the mean of all
ranges divided by (αn − α1 ), where αi stands for the value of the first moment of the ith
order statistic of the corresponding sample of size n from the log-logistic distribution with
shape parameter β. Thus, the control limits in (16) become αnR̄L−α1
and αnR̄U
−α1
, respectively.
Taking the αi s from Srinivasa Rao [9], and L and U from Table 6, the constants D3∗ and
D4∗ with
82 R.R.L. Kantam, A.Vasudeva Rao and G.Srinivasa Rao
L
D3∗ = αn −α1
U (17)
D4∗ = αn −α1
are displayed in Table 4 below. The values of Ri and R̄ have to be calculated from the
given sample data allowing to compute the control limits D3∗ R̄ and D4∗ R̄ for the range
chart.
Note that the control limits given by Shewhart for range chart in the case of a normal
distribution are based on E[R] ± 3SE[R], although this interval has not a probability of
99.73%, when operating the in-control state. Following Shewhart’s suggestion, we have
studied the same control limits for the range chart of a log-logistic process distribution.
The limits are calculated taking the necessary moments of the order statistics from Srinivas
Rao [9]. The performance of the resulting range chart is compared with the Shewhart,
where the results are listed in Table 8.
limits of Shewhart and outside the control limits of our charts are counted. These counts
are given in Tables 7 and 8.
From Table 7, we see that the out of control signals for X̄-chart are less in the case of log-
logistic distribution with limits (9), when compared with the chart based on the normal
distribution, but largest for the charts with 3SE limits assuming log-logistic distribution,
which is due to the skewness of the log-logistic distribution.
The control limits for the range chart assuming the log-logistic distribution with the
99.73% probability limits as well as the 3SE limits lead both to less out of control sig-
nals, when compared with the charts based on the normal approximation. This may be
explained by the exactness of the moments of the range in log-logistic case.
References
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