Performance Evaluation of Shiryaev–Roberts and Cumulative Sum Schemes for Monitoring Shape and Scale Parameters in Gamma-Distributed Data Under Type I Censoring
Abstract
1. Introduction
2. Preamble and Existing Work
2.1. The Gamma Distribution and Censoring
2.2. The EWMA CEV and CM Charts with Deep Learning Method
3. The Proposed Control Charts
3.1. The CUSUM Control Chart
3.2. The SR Control Chart
4. Simulation Studies
- Initialization:
- Set the process parameters for the IC state: sample size n, censoring rate , predetermined percent change , shape parameter , and scale parameter .
- Define the total number of simulation replications as 50,000.
- Initialize the upper control limit with a provisional value h.
- Data Generation:
- Draw a sample of size n from a Gamma distribution parameterized by and .
- Computation of the Statistic:
- Compute the statistic for the current sample.
- If , generate a new sample (return to Step 2).
- If , note the sample index at which this first OOC event is detected, and record it as the RL.
- Iteration and Calibration:
- Repeat Steps 2 and 3 until 50,000 run lengths are collected.
- Calculate the mean of these run lengths to estimate the IC corresponding to the current h.
- Adjust h iteratively until the target is achieved.
- Finally, set the UCL equal to the calibrated h.
5. Comparison and Discussion with Existing Charts
6. Example
7. Conclusions
Author Contributions
Funding
Data Availability Statement
Conflicts of Interest
References
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SR | CUSUM | SR | CUSUM | SR | CUSUM | SR | CUSUM | SR | CUSUM | SR | CUSUM | |
h = 33.45 | h = 3.28 | h = 144.26 | h = 3.86 | h = 274.85 | h = 2.80 | h = 33.65 | h = 3.27 | h = 143.95 | h = 3.81 | h = 274.35 | h = 2.75 | |
370.99 | 369.82 | 370.08 | 370.75 | 370.27 | 369.28 | 370.61 | 369.99 | 370.65 | 370.46 | 369.39 | 371.00 | |
0.90 | 153.75 | 161.07 | 113.00 | 121.71 | 90.33 | 88.99 | 156.11 | 160.41 | 115.97 | 124.99 | 93.93 | 92.17 |
0.85 | 100.86 | 105.89 | 67.58 | 73.30 | 57.55 | 52.26 | 101.69 | 106.57 | 69.03 | 74.94 | 59.83 | 54.41 |
0.80 | 66.39 | 70.22 | 42.10 | 45.37 | 40.62 | 34.31 | 67.38 | 71.31 | 43.70 | 46.90 | 42.37 | 35.93 |
0.75 | 43.60 | 47.06 | 27.47 | 29.32 | 30.43 | 24.35 | 44.39 | 47.41 | 28.64 | 30.33 | 31.95 | 25.28 |
0.70 | 29.31 | 31.34 | 19.19 | 19.69 | 23.88 | 18.08 | 29.92 | 32.15 | 20.04 | 20.42 | 25.04 | 18.91 |
0.65 | 19.84 | 21.28 | 13.89 | 13.75 | 19.20 | 13.97 | 20.30 | 21.92 | 14.41 | 14.35 | 20.15 | 14.50 |
0.60 | 13.73 | 14.72 | 10.37 | 10.14 | 15.83 | 10.99 | 14.19 | 15.09 | 10.79 | 10.43 | 16.42 | 11.50 |
0.55 | 9.71 | 10.30 | 8.05 | 7.62 | 13.09 | 8.87 | 9.92 | 10.54 | 8.35 | 7.83 | 13.61 | 9.16 |
0.50 | 6.99 | 7.34 | 6.36 | 5.86 | 10.87 | 7.19 | 7.13 | 7.51 | 6.52 | 6.06 | 11.28 | 7.39 |
SR | CUSUM | SR | CUSUM | SR | CUSUM | SR | CUSUM | SR | CUSUM | SR | CUSUM | |
h = 23.43 | h = 3.03 | h = 128.43 | h = 3.953 | h = 265.43 | h = 3.00 | h = 23.55 | h = 3.02 | h = 128.55 | h = 3.94 | h = 265.68 | h = 2.97 | |
370.43 | 370.91 | 370.68 | 370.72 | 370.89 | 370.96 | 370.24 | 370.97 | 370.64 | 369.98 | 370.62 | 370.55 | |
0.90 | 144.35 | 150.43 | 104.34 | 112.02 | 77.73 | 77.38 | 145.03 | 150.23 | 104.26 | 111.96 | 79.28 | 77.97 |
0.85 | 91.67 | 96.24 | 58.90 | 64.09 | 47.55 | 43.84 | 91.94 | 96.32 | 59.59 | 65.14 | 48.42 | 44.46 |
0.80 | 58.41 | 61.62 | 35.34 | 38.24 | 32.80 | 28.13 | 58.30 | 61.31 | 36.18 | 38.88 | 33.28 | 28.70 |
0.75 | 37.71 | 39.48 | 22.69 | 24.09 | 24.18 | 19.55 | 37.63 | 39.88 | 23.07 | 24.45 | 24.78 | 19.91 |
0.70 | 24.36 | 26.38 | 15.27 | 15.89 | 18.78 | 14.46 | 24.73 | 26.16 | 15.49 | 16.08 | 19.15 | 14.69 |
0.65 | 16.29 | 17.35 | 10.89 | 11.04 | 14.96 | 11.04 | 16.37 | 17.44 | 11.13 | 11.13 | 15.30 | 11.23 |
0.60 | 11.01 | 11.76 | 8.05 | 7.95 | 12.22 | 8.71 | 11.10 | 11.84 | 8.20 | 8.03 | 12.41 | 8.85 |
0.55 | 7.65 | 8.04 | 6.19 | 5.96 | 10.05 | 7.01 | 7.75 | 8.15 | 6.30 | 6.01 | 10.22 | 7.08 |
0.50 | 5.45 | 5.74 | 4.91 | 4.56 | 8.30 | 5.69 | 5.52 | 5.79 | 4.93 | 4.62 | 8.44 | 5.73 |
SR | CUSUM | SR | CUSUM | SR | CUSUM | SR | CUSUM | SR | CUSUM | SR | CUSUM | |
h = 27.66 | h = 3.15 | h = 134.95 | h = 3.90 | h = 269.35 | h = 2.90 | h = 27.78 | h = 3.15 | h = 135.85 | h = 3.87 | h = 270.54 | h = 2.86 | |
369.77 | 370.32 | 370.81 | 370.98 | 370.67 | 369.87 | 370.75 | 370.82 | 369.87 | 370.93 | 370.17 | 370.50 | |
0.90 | 150.26 | 156.67 | 108.05 | 117.61 | 84.32 | 83.36 | 149.63 | 155.98 | 110.38 | 118.70 | 86.27 | 85.28 |
0.85 | 95.55 | 100.10 | 63.58 | 68.84 | 52.57 | 48.12 | 96.43 | 101.55 | 64.46 | 70.09 | 54.08 | 49.69 |
0.80 | 61.93 | 66.21 | 38.58 | 41.81 | 36.51 | 31.26 | 62.72 | 66.88 | 39.72 | 42.52 | 37.95 | 32.16 |
0.75 | 40.73 | 43.18 | 24.97 | 26.46 | 27.29 | 21.87 | 40.94 | 43.85 | 25.77 | 27.08 | 28.34 | 22.63 |
0.70 | 26.93 | 28.95 | 17.09 | 17.61 | 21.26 | 16.22 | 27.09 | 29.18 | 17.60 | 18.27 | 21.94 | 16.68 |
0.65 | 18.02 | 19.40 | 12.28 | 12.34 | 17.05 | 12.47 | 18.36 | 19.49 | 12.62 | 12.67 | 17.56 | 12.79 |
0.60 | 12.27 | 13.07 | 9.12 | 8.94 | 13.90 | 9.84 | 12.51 | 13.37 | 9.42 | 9.19 | 14.35 | 10.07 |
0.55 | 8.58 | 9.15 | 7.03 | 6.71 | 11.48 | 7.87 | 8.71 | 9.30 | 7.21 | 6.86 | 11.77 | 8.03 |
0.50 | 6.15 | 6.44 | 5.51 | 5.13 | 9.47 | 6.40 | 6.27 | 6.57 | 5.66 | 5.27 | 9.73 | 6.49 |
SR | CUSUM | SR | CUSUM | SR | CUSUM | SR | CUSUM | SR | CUSUM | SR | CUSUM | |
h = 27.75 | h = 3.15 | h = 136.75 | h = 3.90 | h = 269.27 | h = 2.90 | h = 27.85 | h = 3.14 | h = 135.15 | h = 3.88 | h = 269.15 | h = 2.86 | |
369.63 | 369.52 | 370.88 | 370.86 | 369.67 | 370.25 | 370.26 | 369.31 | 370.83 | 369.76 | 370.36 | 370.68 | |
0.90 | 150.28 | 155.32 | 110.37 | 117.56 | 84.18 | 83.23 | 152.20 | 156.20 | 109.35 | 118.93 | 86.40 | 84.69 |
0.85 | 96.05 | 102.05 | 63.73 | 68.82 | 52.38 | 48.33 | 97.03 | 101.17 | 64.56 | 69.70 | 53.98 | 49.65 |
0.80 | 62.57 | 66.10 | 38.67 | 41.94 | 36.39 | 31.19 | 62.51 | 65.95 | 39.56 | 42.84 | 37.74 | 32.27 |
0.75 | 40.31 | 43.61 | 25.21 | 26.41 | 27.40 | 21.90 | 40.91 | 43.49 | 25.73 | 27.23 | 28.15 | 22.58 |
0.70 | 26.95 | 28.79 | 17.23 | 17.65 | 21.23 | 16.24 | 27.12 | 29.27 | 17.57 | 18.14 | 21.99 | 16.58 |
0.65 | 17.96 | 19.31 | 12.25 | 12.33 | 17.04 | 12.48 | 18.27 | 19.50 | 12.55 | 12.56 | 17.53 | 12.81 |
0.60 | 12.31 | 13.11 | 9.18 | 8.93 | 13.93 | 9.82 | 12.43 | 13.38 | 9.41 | 9.13 | 14.29 | 10.07 |
0.55 | 8.56 | 9.14 | 7.02 | 6.73 | 11.42 | 7.87 | 8.79 | 9.27 | 7.24 | 6.88 | 11.77 | 8.04 |
0.50 | 6.14 | 6.46 | 5.583 | 5.15 | 9.50 | 6.39 | 6.26 | 6.53 | 5.65 | 5.29 | 9.71 | 6.47 |
SR | CUSUM | SR | CUSUM | SR | CUSUM | SR | CUSUM | SR | CUSUM | SR | CUSUM | |
h = 33.71 | h = 3.28 | h = 158.25 | h = 3.94 | h = 443.85 | h = 3.34 | h = 33.85 | h = 3.27 | h = 158.55 | h = 3.92 | h = 445.52 | h = 3.25 | |
370.37 | 369.95 | 369.98 | 370.86 | 369.16 | 369.53 | 369.21 | 369.02 | 370.21 | 369.12 | 369.37 | 371.98 | |
0.90 | 152.41 | 159.31 | 94.97 | 101.90 | 36.56 | 35.76 | 153.75 | 159.76 | 96.25 | 102.83 | 37.29 | 33.81 |
0.85 | 99.52 | 104.73 | 53.01 | 58.49 | 19.95 | 18.74 | 101.06 | 105.77 | 53.91 | 58.62 | 20.64 | 17.79 |
0.80 | 64.56 | 69.43 | 30.94 | 33.16 | 13.04 | 11.41 | 66.00 | 70.40 | 31.32 | 34.33 | 13.53 | 12.41 |
0.75 | 42.22 | 45.61 | 18.76 | 20.32 | 9.54 | 8.37 | 43.03 | 45.88 | 19.49 | 21.01 | 9.88 | 7.83 |
0.70 | 28.22 | 30.31 | 12.41 | 12.90 | 7.42 | 4.93 | 28.46 | 30.83 | 12.95 | 13.45 | 7.71 | 4.81 |
0.65 | 18.93 | 20.36 | 8.54 | 8.73 | 6.08 | 4.49 | 19.31 | 20.87 | 8.91 | 9.05 | 6.27 | 4.09 |
0.60 | 12.67 | 13.81 | 6.33 | 6.23 | 5.17 | 2.95 | 13.11 | 14.21 | 6.52 | 6.46 | 5.33 | 2.57 |
0.55 | 8.81 | 9.51 | 4.91 | 4.72 | 4.46 | 2.57 | 9.06 | 9.81 | 5.09 | 4.83 | 4.58 | 2.43 |
0.50 | 6.29 | 6.71 | 3.96 | 3.73 | 3.88 | 2.09 | 6.46 | 6.81 | 4.09 | 3.80 | 3.99 | 1.92 |
SR | CUSUM | SR | CUSUM | SR | CUSUM | SR | CUSUM | SR | CUSUM | SR | CUSUM | |
h = 23.58 | h = 3.08 | h = 137.53 | h = 4.01 | h = 400.43 | h = 3.02 | h = 23.61 | h = 3.07 | h = 137.83 | h = 3.98 | h = 403.58 | h = 2.99 | |
370.92 | 370.92 | 370.00 | 370.73 | 369.40 | 370.95 | 369.47 | 370.98 | 370.63 | 369.99 | 369.71 | 370.53 | |
0.90 | 144.24 | 149.58 | 90.17 | 97.78 | 32.81 | 32.01 | 144.39 | 148.65 | 90.94 | 97.92 | 33.70 | 31.26 |
0.85 | 90.55 | 96.08 | 48.94 | 53.37 | 17.49 | 14.61 | 91.64 | 94.61 | 48.57 | 53.54 | 17.81 | 16.76 |
0.80 | 57.82 | 60.81 | 27.51 | 30.08 | 11.29 | 9.19 | 57.64 | 60.73 | 27.58 | 30.76 | 11.40 | 9.27 |
0.75 | 36.91 | 39.01 | 16.40 | 17.73 | 8.16 | 6.17 | 37.05 | 39.54 | 16.42 | 18.01 | 8.24 | 6.24 |
0.70 | 23.96 | 25.48 | 10.39 | 11.10 | 6.42 | 4.52 | 24.12 | 25.73 | 10.66 | 11.30 | 6.51 | 4.58 |
0.65 | 15.77 | 17.00 | 7.19 | 7.39 | 5.23 | 3.30 | 15.75 | 16.97 | 7.29 | 7.56 | 5.31 | 3.47 |
0.60 | 10.44 | 11.30 | 5.28 | 5.31 | 4.42 | 2.57 | 10.61 | 11.36 | 5.38 | 5.37 | 4.47 | 2.78 |
0.55 | 7.18 | 7.65 | 4.11 | 4.01 | 3.81 | 2.09 | 7.26 | 7.71 | 4.17 | 4.03 | 3.86 | 2.25 |
0.50 | 5.10 | 5.38 | 3.31 | 3.14 | 3.35 | 1.84 | 5.16 | 5.43 | 3.37 | 3.19 | 3.37 | 1.89 |
SR | CUSUM | SR | CUSUM | SR | CUSUM | SR | CUSUM | SR | CUSUM | SR | CUSUM | |
h = 27.73 | h = 3.17 | h = 145.25 | h = 3.91 | h = 419.35 | h = 2.91 | h = 27.79 | h = 3.18 | h = 146.15 | h = 3.89 | h = 423.85 | h = 2.90 | |
369.71 | 370.33 | 370.53 | 370.97 | 369.77 | 369.85 | 370.64 | 370.83 | 369.07 | 370.91 | 369.10 | 370.48 | |
0.90 | 149.03 | 153.79 | 93.43 | 99.42 | 34.62 | 25.97 | 148.32 | 154.35 | 93.79 | 101.19 | 35.83 | 27.22 |
0.85 | 95.20 | 99.92 | 50.63 | 55.83 | 18.71 | 12.75 | 95.85 | 99.97 | 51.89 | 56.53 | 19.33 | 16.98 |
0.80 | 61.23 | 64.69 | 28.96 | 31.84 | 12.09 | 9.50 | 62.22 | 65.56 | 29.64 | 32.55 | 12.54 | 11.17 |
0.75 | 39.69 | 42.52 | 17.67 | 19.00 | 8.83 | 6.21 | 40.06 | 43.51 | 18.07 | 19.60 | 9.14 | 6.25 |
0.70 | 25.94 | 27.97 | 11.44 | 11.94 | 6.92 | 4.78 | 26.26 | 28.56 | 11.64 | 12.31 | 7.11 | 5.46 |
0.65 | 17.18 | 18.79 | 7.90 | 8.06 | 5.66 | 3.37 | 17.48 | 19.07 | 8.09 | 8.21 | 5.82 | 3.55 |
0.60 | 11.66 | 12.50 | 5.80 | 5.71 | 4.80 | 2.91 | 11.85 | 12.68 | 5.96 | 5.85 | 4.88 | 3.18 |
0.55 | 8.02 | 8.62 | 4.48 | 4.32 | 4.11 | 2.24 | 8.18 | 8.69 | 4.60 | 4.39 | 4.20 | 2.35 |
0.50 | 5.67 | 6.01 | 3.63 | 3.42 | 3.61 | 2.09 | 5.78 | 6.14 | 3.70 | 3.47 | 3.66 | 2.10 |
SR | CUSUM | SR | CUSUM | SR | CUSUM | SR | CUSUM | SR | CUSUM | SR | CUSUM | |
h = 27.85 | h = 3.17 | h = 145.86 | h = 3.93 | h = 425.57 | h = 2.92 | h = 28.13 | h = 3.19 | h = 146.75 | h = 3.88 | h = 426.85 | h = 2.89 | |
370.29 | 370.02 | 369.88 | 370.83 | 369.44 | 370.15 | 370.51 | 370.21 | 370.08 | 370.14 | 370.32 | 369.98 | |
0.90 | 148.73 | 154.72 | 93.30 | 100.28 | 34.64 | 31.24 | 149.05 | 152.72 | 93.54 | 101.63 | 35.29 | 30.25 |
0.85 | 95.43 | 100.21 | 50.89 | 55.50 | 18.95 | 13.36 | 95.72 | 100.19 | 51.16 | 56.49 | 19.42 | 22.45 |
0.80 | 61.48 | 65.21 | 29.11 | 32.08 | 12.08 | 9.53 | 61.41 | 65.05 | 29.66 | 32.48 | 12.56 | 8.81 |
0.75 | 40.01 | 42.61 | 17.76 | 19.11 | 8.81 | 6.29 | 40.06 | 42.62 | 18.12 | 19.51 | 9.04 | 6.09 |
0.70 | 26.09 | 27.97 | 11.47 | 12.27 | 6.90 | 4.73 | 26.28 | 28.30 | 11.78 | 12.28 | 7.13 | 5.09 |
0.65 | 17.11 | 18.63 | 7.91 | 8.12 | 5.67 | 3.13 | 17.42 | 18.73 | 8.05 | 8.26 | 5.81 | 2.90 |
0.60 | 11.59 | 12.64 | 5.78 | 5.80 | 4.80 | 2.89 | 11.84 | 12.68 | 5.94 | 5.87 | 4.88 | 2.77 |
0.55 | 8.05 | 8.53 | 4.50 | 4.32 | 4.12 | 2.47 | 8.15 | 8.67 | 4.57 | 4.43 | 4.19 | 2.41 |
0.50 | 5.66 | 6.02 | 3.63 | 3.42 | 3.61 | 2.16 | 5.76 | 6.11 | 3.71 | 3.48 | 3.66 | 1.98 |
SR | CUSUM | SR | CUSUM | SR | CUSUM | SR | CUSUM | SR | CUSUM | SR | CUSUM | |
h = 12.15 | h = 2.44 | h = 111.61 | h = 4.03 | h = 254.63 | h = 3.27 | h = 12.63 | h = 2.48 | h = 112.63 | h = 4.01 | h = 255.68 | h = 3.21 | |
370.87 | 370.83 | 370.96 | 370.46 | 370.52 | 370.56 | 370.50 | 370.52 | 370.73 | 370.23 | 370.21 | 370.20 | |
0.90 | 135.90 | 138.68 | 92.84 | 100.64 | 63.01 | 63.82 | 136.34 | 140.33 | 95.45 | 102.72 | 65.78 | 65.51 |
0.85 | 83.10 | 86.56 | 50.54 | 55.03 | 36.95 | 34.72 | 83.39 | 87.34 | 51.71 | 56.71 | 38.59 | 36.31 |
0.80 | 51.45 | 54.03 | 29.16 | 31.62 | 24.81 | 21.85 | 52.25 | 54.79 | 30.18 | 33.07 | 26.11 | 22.64 |
0.75 | 32.39 | 34.02 | 17.97 | 19.24 | 18.26 | 15.11 | 32.65 | 34.54 | 18.78 | 20.04 | 19.13 | 15.77 |
0.70 | 20.46 | 21.63 | 11.92 | 12.34 | 14.08 | 11.14 | 21.02 | 22.02 | 12.30 | 12.92 | 14.74 | 11.65 |
0.65 | 13.25 | 14.10 | 8.29 | 8.47 | 11.19 | 8.57 | 13.76 | 14.38 | 8.70 | 8.81 | 11.70 | 8.92 |
0.60 | 8.86 | 9.25 | 6.13 | 6.11 | 9.09 | 6.82 | 9.11 | 9.59 | 6.37 | 6.30 | 9.52 | 6.99 |
0.55 | 6.03 | 6.30 | 4.70 | 4.54 | 7.49 | 5.45 | 6.17 | 6.53 | 4.85 | 4.73 | 7.79 | 5.63 |
0.50 | 4.23 | 4.40 | 3.66 | 3.51 | 6.18 | 4.43 | 4.36 | 4.55 | 3.80 | 3.62 | 6.43 | 4.57 |
SR | CUSUM | SR | CUSUM | SR | CUSUM | SR | CUSUM | SR | CUSUM | SR | CUSUM | |
h = 5.26 | h = 1.63 | h = 94.56 | h = 4.04 | h = 240.66 | h = 3.45 | h = 5.46 | h = 1.67 | h = 95.32 | h = 4.03 | h = 241.33 | h = 3.42 | |
370.46 | 369.66 | 370.16 | 370.52 | 370.46 | 370.43 | 370.54 | 369.84 | 370.26 | 370.13 | 370.14 | 370.26 | |
0.90 | 123.35 | 124.66 | 85.20 | 92.44 | 53.06 | 54.00 | 124.91 | 125.02 | 85.59 | 92.68 | 53.80 | 54.80 |
0.85 | 72.46 | 73.59 | 44.00 | 48.75 | 29.95 | 28.42 | 73.17 | 73.93 | 44.59 | 49.16 | 30.57 | 29.03 |
0.80 | 43.01 | 44.25 | 24.51 | 26.88 | 19.72 | 17.46 | 43.38 | 44.99 | 25.06 | 27.41 | 20.18 | 17.97 |
0.75 | 26.25 | 27.03 | 14.70 | 15.73 | 14.29 | 11.99 | 26.44 | 27.29 | 14.99 | 16.12 | 14.62 | 12.19 |
0.70 | 16.26 | 16.78 | 9.48 | 9.93 | 10.92 | 8.81 | 16.48 | 17.18 | 9.63 | 10.12 | 11.18 | 9.00 |
0.65 | 10.23 | 10.70 | 6.53 | 6.62 | 8.65 | 6.77 | 10.52 | 10.95 | 6.64 | 6.79 | 8.78 | 6.86 |
0.60 | 6.80 | 7.07 | 4.73 | 4.74 | 6.95 | 5.31 | 6.91 | 7.14 | 4.84 | 4.78 | 7.10 | 5.41 |
0.55 | 4.56 | 4.74 | 3.61 | 3.53 | 5.71 | 4.29 | 4.65 | 4.82 | 3.67 | 3.61 | 5.81 | 4.35 |
0.50 | 3.23 | 3.32 | 2.83 | 2.74 | 4.69 | 3.49 | 3.28 | 3.36 | 2.87 | 2.76 | 4.79 | 3.54 |
SR | CUSUM | SR | CUSUM | SR | CUSUM | SR | CUSUM | SR | CUSUM | SR | CUSUM | |
h = 7.91 | h = 2.03 | h = 102.51 | h = 4.05 | h = 246.52 | h = 3.35 | h = 8.28 | h = 2.07 | h = 103.58 | h = 4.02 | h = 247.58 | h = 3.31 | |
369.97 | 370.87 | 370.68 | 370.10 | 370.67 | 369.77 | 370.87 | 369.13 | 370.08 | 370.60 | 370.03 | 369.89 | |
0.90 | 129.48 | 131.85 | 89.76 | 96.99 | 58.14 | 59.06 | 131.87 | 133.20 | 90.82 | 98.24 | 59.75 | 60.64 |
0.85 | 78.10 | 79.76 | 47.22 | 51.96 | 33.54 | 31.54 | 78.81 | 79.98 | 48.38 | 52.84 | 34.63 | 32.44 |
0.80 | 47.35 | 48.73 | 26.76 | 29.56 | 22.21 | 19.68 | 48.29 | 49.33 | 27.53 | 30.03 | 23.07 | 20.28 |
0.75 | 29.12 | 30.33 | 16.30 | 17.56 | 16.23 | 13.61 | 29.70 | 30.72 | 16.65 | 18.06 | 16.77 | 13.96 |
0.70 | 18.27 | 19.02 | 10.65 | 11.20 | 12.46 | 9.92 | 18.73 | 19.39 | 11.01 | 11.46 | 12.86 | 10.23 |
0.65 | 11.75 | 12.21 | 7.37 | 7.51 | 9.87 | 7.60 | 11.98 | 12.49 | 7.58 | 7.76 | 10.12 | 7.83 |
0.60 | 7.74 | 8.08 | 5.35 | 5.39 | 7.98 | 5.99 | 7.86 | 8.22 | 5.51 | 5.53 | 8.22 | 6.14 |
0.55 | 5.25 | 5.50 | 4.07 | 4.00 | 6.52 | 4.81 | 5.38 | 5.57 | 4.20 | 4.09 | 6.71 | 4.91 |
0.50 | 3.68 | 3.82 | 3.22 | 3.09 | 5.40 | 3.91 | 3.77 | 3.87 | 3.28 | 3.15 | 5.53 | 3.99 |
SR | CUSUM | SR | CUSUM | SR | CUSUM | SR | CUSUM | SR | CUSUM | SR | CUSUM | |
h = 7.99 | h = 2.04 | h = 102.95 | h = 4.04 | h = 245.95 | h = 3.36 | h = 8.26 | h = 2.07 | h = 103.21 | h = 4.03 | h = 247.28 | h = 3.31 | |
369.84 | 370.53 | 370.09 | 370.89 | 370.20 | 370.00 | 370.05 | 369.57 | 370.82 | 370.53 | 370.84 | 370.02 | |
0.90 | 130.95 | 132.27 | 89.92 | 96.82 | 57.54 | 58.79 | 131.69 | 132.88 | 90.32 | 97.91 | 59.66 | 60.40 |
0.85 | 78.49 | 80.59 | 47.35 | 51.54 | 33.36 | 31.49 | 78.79 | 80.69 | 48.36 | 52.74 | 34.55 | 32.53 |
0.80 | 47.62 | 48.85 | 26.93 | 29.48 | 22.25 | 19.68 | 47.98 | 49.38 | 27.36 | 29.85 | 23.09 | 20.22 |
0.75 | 29.42 | 30.59 | 16.23 | 17.45 | 16.22 | 13.56 | 29.65 | 30.84 | 16.65 | 17.91 | 16.81 | 13.88 |
0.70 | 18.39 | 19.23 | 10.66 | 11.17 | 12.43 | 9.92 | 18.65 | 19.56 | 10.96 | 11.48 | 12.84 | 10.20 |
0.65 | 11.88 | 12.38 | 7.39 | 7.51 | 9.81 | 7.64 | 11.93 | 12.57 | 7.56 | 7.75 | 10.15 | 7.80 |
0.60 | 7.84 | 8.13 | 5.39 | 5.37 | 7.96 | 6.01 | 7.87 | 8.26 | 5.52 | 5.53 | 8.18 | 6.13 |
0.55 | 5.24 | 5.50 | 4.11 | 4.01 | 6.53 | 4.82 | 5.39 | 5.57 | 4.21 | 4.09 | 6.71 | 4.92 |
0.50 | 3.69 | 3.79 | 3.22 | 3.08 | 5.40 | 3.94 | 3.77 | 3.91 | 3.27 | 3.17 | 5.52 | 3.99 |
SR | CUSUM | SR | CUSUM | SR | CUSUM | SR | CUSUM | SR | CUSUM | SR | CUSUM | |
h = 12.21 | h = 2.44 | h = 116.43 | h = 4.08 | h = 357.48 | h = 3.66 | h = 12.78 | h = 2.47 | h = 117.69 | h = 4.06 | h = 363.62 | h = 3.61 | |
370.58 | 369.38 | 370.74 | 370.35 | 370.81 | 369.84 | 370.15 | 370.59 | 370.37 | 370.11 | 370.05 | 369.12 | |
0.90 | 136.49 | 139.05 | 86.15 | 94.15 | 33.20 | 33.04 | 137.22 | 139.63 | 88.66 | 95.89 | 33.92 | 32.90 |
0.85 | 83.21 | 85.55 | 44.44 | 48.97 | 15.78 | 14.07 | 85.20 | 87.10 | 45.31 | 50.19 | 16.47 | 14.96 |
0.80 | 51.75 | 53.41 | 23.90 | 26.63 | 9.82 | 8.33 | 52.29 | 54.00 | 24.48 | 27.48 | 10.27 | 8.33 |
0.75 | 32.13 | 33.49 | 13.97 | 15.03 | 7.01 | 5.43 | 33.05 | 34.17 | 14.30 | 15.68 | 7.31 | 5.48 |
0.70 | 20.46 | 21.24 | 8.67 | 9.31 | 5.51 | 3.95 | 20.84 | 21.94 | 9.01 | 9.49 | 5.76 | 3.99 |
0.65 | 13.14 | 13.84 | 5.91 | 6.13 | 4.59 | 3.09 | 13.45 | 14.11 | 6.14 | 6.37 | 4.71 | 3.12 |
0.60 | 8.68 | 9.11 | 4.33 | 4.36 | 3.89 | 2.56 | 8.86 | 9.39 | 4.48 | 4.51 | 4.00 | 2.55 |
0.55 | 5.87 | 6.13 | 3.37 | 3.30 | 3.38 | 2.19 | 5.99 | 6.30 | 3.47 | 3.40 | 3.48 | 2.14 |
0.50 | 4.09 | 4.30 | 2.74 | 2.64 | 2.98 | 1.86 | 4.22 | 4.42 | 2.81 | 2.71 | 3.05 | 1.89 |
SR | CUSUM | SR | CUSUM | SR | CUSUM | SR | CUSUM | SR | CUSUM | SR | CUSUM | |
h = 5.24 | h = 1.63 | h = 97.04 | h = 4.07 | h = 318.98 | h = 3.77 | h = 5.42 | h = 1.66 | h = 97.78 | h = 4.07 | h = 321.51 | h = 3.75 | |
370.23 | 369.45 | 370.84 | 370.35 | 370.60 | 370.21 | 370.60 | 369.92 | 370.83 | 370.98 | 370.48 | 370.00 | |
0.90 | 123.45 | 123.91 | 80.82 | 87.72 | 28.52 | 29.52 | 124.48 | 125.32 | 81.61 | 89.24 | 29.17 | 29.09 |
0.85 | 72.02 | 73.77 | 39.93 | 44.33 | 13.50 | 12.59 | 73.14 | 74.07 | 40.09 | 45.01 | 13.80 | 12.85 |
0.80 | 43.17 | 44.09 | 20.86 | 23.30 | 8.26 | 6.94 | 43.42 | 44.63 | 21.27 | 23.61 | 8.41 | 7.15 |
0.75 | 26.17 | 27.00 | 11.83 | 12.97 | 5.95 | 4.72 | 26.49 | 27.11 | 12.14 | 13.21 | 6.11 | 4.79 |
0.70 | 16.15 | 16.73 | 7.34 | 7.79 | 4.71 | 3.49 | 16.33 | 17.02 | 7.45 | 7.99 | 4.79 | 3.55 |
0.65 | 10.24 | 10.73 | 4.93 | 5.10 | 3.89 | 2.79 | 10.40 | 10.77 | 5.01 | 5.22 | 3.97 | 2.83 |
0.60 | 6.66 | 6.96 | 3.62 | 3.66 | 3.33 | 2.31 | 6.82 | 7.06 | 3.67 | 3.71 | 3.38 | 2.32 |
0.55 | 4.54 | 4.69 | 2.82 | 2.80 | 2.91 | 1.99 | 4.56 | 4.74 | 2.85 | 2.84 | 2.93 | 1.99 |
0.50 | 3.20 | 3.29 | 2.29 | 2.25 | 2.56 | 1.73 | 3.22 | 3.31 | 2.33 | 2.27 | 2.58 | 1.71 |
SR | CUSUM | SR | CUSUM | SR | CUSUM | SR | CUSUM | SR | CUSUM | SR | CUSUM | |
h = 7.97 | h = 2.04 | h = 105.47 | h = 4.07 | h = 337.52 | h = 3.70 | h = 8.24 | h = 2.07 | h = 106.67 | h = 4.06 | h = 342.67 | h = 3.68 | |
370.27 | 370.83 | 370.01 | 370.07 | 370.15 | 370.39 | 370.15 | 369.91 | 370.77 | 370.11 | 370.64 | 369.91 | |
0.90 | 130.29 | 132.33 | 83.55 | 91.23 | 30.90 | 30.83 | 130.79 | 132.70 | 84.67 | 92.52 | 32.15 | 31.55 |
0.85 | 77.84 | 80.29 | 42.36 | 46.95 | 14.60 | 13.46 | 78.24 | 80.82 | 42.88 | 47.98 | 15.07 | 13.77 |
0.80 | 47.49 | 49.30 | 22.53 | 24.96 | 9.09 | 7.53 | 47.89 | 49.52 | 23.02 | 25.29 | 9.30 | 7.83 |
0.75 | 29.10 | 30.25 | 12.86 | 14.17 | 6.49 | 5.13 | 29.68 | 30.78 | 13.20 | 14.37 | 6.67 | 5.32 |
0.70 | 18.33 | 18.98 | 8.03 | 8.59 | 5.10 | 3.69 | 18.40 | 19.37 | 8.17 | 8.69 | 5.25 | 3.77 |
0.65 | 11.66 | 12.27 | 5.39 | 5.64 | 4.22 | 2.92 | 11.83 | 12.38 | 5.52 | 5.78 | 4.33 | 2.96 |
0.60 | 7.57 | 8.05 | 3.96 | 3.96 | 3.61 | 2.41 | 7.74 | 8.16 | 4.04 | 4.07 | 3.68 | 2.45 |
0.55 | 5.17 | 5.42 | 3.06 | 3.05 | 3.13 | 2.06 | 5.28 | 5.49 | 3.13 | 3.10 | 3.18 | 2.06 |
0.50 | 3.61 | 3.75 | 2.51 | 2.43 | 2.75 | 1.78 | 3.68 | 3.82 | 2.55 | 2.47 | 2.80 | 1.78 |
SR | CUSUM | SR | CUSUM | SR | CUSUM | SR | CUSUM | SR | CUSUM | SR | CUSUM | |
h = 7.96 | h = 2.04 | h = 106.11 | h = 4.07 | h = 338.31 | h = 3.71 | h = 8.24 | h = 2.07 | h = 107.23 | h = 4.06 | h = 341.46 | h = 3.68 | |
370.47 | 370.25 | 370.19 | 369.87 | 370.49 | 369.96 | 370.37 | 370.67 | 370.44 | 370.36 | 370.59 | 369.62 | |
0.90 | 129.45 | 133.10 | 83.61 | 90.66 | 30.52 | 30.04 | 130.72 | 131.52 | 84.66 | 92.12 | 31.45 | 31.38 |
0.85 | 78.04 | 80.04 | 41.92 | 47.13 | 14.62 | 13.32 | 78.42 | 80.97 | 43.18 | 48.38 | 15.14 | 14.07 |
0.80 | 47.71 | 48.99 | 22.54 | 25.01 | 9.04 | 7.64 | 48.24 | 49.27 | 23.09 | 25.48 | 9.30 | 7.65 |
0.75 | 29.21 | 30.51 | 12.87 | 14.15 | 6.52 | 5.12 | 29.46 | 30.73 | 13.18 | 14.32 | 6.65 | 5.26 |
0.70 | 18.04 | 18.97 | 8.05 | 8.55 | 5.11 | 3.72 | 18.50 | 19.45 | 8.22 | 8.76 | 5.24 | 3.75 |
0.65 | 11.79 | 12.20 | 5.42 | 5.59 | 4.22 | 2.90 | 11.88 | 12.38 | 5.60 | 5.71 | 4.33 | 2.97 |
0.60 | 7.61 | 7.98 | 3.95 | 3.99 | 3.60 | 2.43 | 7.78 | 8.17 | 4.05 | 4.07 | 3.67 | 2.42 |
0.55 | 5.13 | 5.40 | 3.08 | 3.04 | 3.14 | 2.05 | 5.23 | 5.50 | 3.14 | 3.09 | 3.18 | 2.03 |
0.50 | 3.62 | 3.77 | 2.51 | 2.45 | 2.75 | 1.77 | 3.67 | 3.80 | 2.55 | 2.48 | 2.79 | 1.80 |
SR | CUSUM | SR | CUSUM | SR | CUSUM | EWMA | CNN | LSTM | EWMA | CNN | LSTM | |||||||
CEV | CM | CEV | CM | CEV | CM | CEV | CM | CEV | CM | CEV | CM | |||||||
h = 6.08 | h = 1.76 | h = 57.02 | h = 3.54 | h = 177.91 | h = 3.29 | h = 0.78 | h = 0.41 | h = −0.11 | h = −0.03 | h = −0.81 | h = −0.40 | h = 0.69 | h = 0.36 | h = −0.06 | h = −0.05 | h = −0.79 | h = −0.40 | |
0.80 | 27.36 | 28.75 | 14.87 | 16.29 | 7.08 | 6.29 | 15.52 | 17.85 | 21.59 | 21.86 | 32.63 | 95.62 | 15.50 | 17.21 | 18.01 | 23.91 | 26.72 | 130.62 |
0.70 | 11.52 | 12.10 | 5.97 | 6.47 | 4.21 | 3.20 | 8.78 | 9.73 | 7.38 | 8.80 | 12.53 | 41.08 | 8.08 | 8.57 | 7.30 | 8.87 | 11.48 | 45.06 |
0.60 | 5.42 | 5.67 | 3.29 | 3.34 | 3.10 | 2.22 | 4.99 | 6.78 | 3.71 | 4.88 | 6.51 | 16.26 | 5.27 | 5.50 | 3.01 | 4.39 | 6.30 | 16.46 |
0.50 | 2.87 | 2.99 | 2.21 | 2.17 | 2.44 | 1.70 | 3.64 | 4.16 | 2.36 | 2.75 | 3.72 | 7.92 | 3.90 | 3.92 | 2.25 | 2.06 | 3.88 | 9.34 |
0.20 | 1.07 | 1.07 | 1.09 | 1.07 | 1.28 | 1.05 | 2.38 | 2.55 | 1.19 | 1.17 | 1.29 | 2.44 | 2.07 | 2.26 | 1.13 | 1.00 | 1.23 | 2.52 |
SR | CUSUM | SR | CUSUM | SR | CUSUM | EWMA | CNN | LSTM | EWMA | CNN | LSTM | |||||||
CEV | CM | CEV | CM | CEV | CM | CEV | CM | CEV | CM | CEV | CM | |||||||
h = 6.23 | h = 1.77 | h = 58.43 | h = 3.56 | h = 179.86 | h = 3.27 | h = 0.83 | h = 0.27 | h = −0.06 | h = −0.02 | h = −0.80 | h = −0.15 | h = 0.73 | h = 0.25 | h = −0.06 | h = −0.02 | h = −0.79 | h = −0.15 | |
0.80 | 28.22 | 28.86 | 15.21 | 17.45 | 7.30 | 6.19 | 10.96 | 12.37 | 15.82 | 13.60 | 29.42 | 20.26 | 12.28 | 10.34 | 14.71 | 13.20 | 23.71 | 19.39 |
0.70 | 11.81 | 12.24 | 6.15 | 6.61 | 4.26 | 3.24 | 5.48 | 5.19 | 5.32 | 4.31 | 13.53 | 6.95 | 6.54 | 5.26 | 4.75 | 4.03 | 12.07 | 7.68 |
0.60 | 5.44 | 5.74 | 3.36 | 3.41 | 3.14 | 2.20 | 3.49 | 3.55 | 3.04 | 1.86 | 7.03 | 3.60 | 4.09 | 3.36 | 2.58 | 2.01 | 5.87 | 3.58 |
0.50 | 2.96 | 3.09 | 2.24 | 2.18 | 2.46 | 1.68 | 3.73 | 3.61 | 2.05 | 1.26 | 3.70 | 2.08 | 3.14 | 2.48 | 1.42 | 1.27 | 3.78 | 1.97 |
0.20 | 1.07 | 1.08 | 1.10 | 1.08 | 1.28 | 1.05 | 1.68 | 2.21 | 1.26 | 1.00 | 1.27 | 1.04 | 1.84 | 1.39 | 1.00 | 1.00 | 1.30 | 1.02 |
SR | CUSUM | SR | CUSUM | SR | CUSUM | EWMA | CNN | LSTM | EWMA | CNN | LSTM | |||||||
CEV | CM | CEV | CM | CEV | CM | CEV | CM | CEV | CM | CEV | CM | |||||||
h = 6.38 | h = 1.80 | h = 58.95 | h = 3.49 | h = 184.91 | h = 3.17 | h = 0.88 | h = 0.39 | h = −0.06 | h = −0.03 | h = −0.65 | h = −0.21 | h = 0.82 | h = 0.37 | h = −0.05 | h = −0.01 | h = −0.66 | h = −0.22 | |
0.80 | 29.32 | 30.49 | 16.17 | 17.34 | 7.95 | 6.73 | 9.78 | 9.23 | 10.03 | 8.88 | 20.20 | 18.41 | 9.49 | 8.21 | 8.83 | 7.80 | 22.51 | 21.44 |
0.70 | 12.12 | 12.90 | 6.62 | 6.96 | 4.55 | 3.55 | 4.78 | 5.99 | 4.46 | 3.61 | 9.51 | 8.11 | 4.85 | 4.49 | 3.69 | 3.15 | 9.23 | 9.22 |
0.60 | 5.81 | 5.95 | 3.56 | 3.59 | 3.31 | 2.17 | 4.48 | 3.96 | 1.98 | 1.51 | 4.39 | 3.39 | 3.09 | 2.92 | 2.43 | 1.68 | 4.71 | 4.10 |
0.50 | 3.06 | 3.19 | 2.34 | 2.26 | 2.54 | 1.60 | 2.11 | 2.70 | 1.38 | 1.14 | 2.45 | 1.90 | 2.27 | 2.23 | 1.58 | 1.31 | 2.71 | 2.35 |
0.20 | 1.08 | 1.08 | 1.10 | 1.07 | 1.28 | 1.02 | 2.58 | 1.28 | 1.00 | 1.00 | 1.06 | 1.01 | 1.25 | 1.31 | 1.00 | 1.01 | 1.05 | 1.00 |
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Li, H.; Chen, P.; Ma, R.; Zhang, J. Performance Evaluation of Shiryaev–Roberts and Cumulative Sum Schemes for Monitoring Shape and Scale Parameters in Gamma-Distributed Data Under Type I Censoring. Axioms 2025, 14, 713. https://doi.org/10.3390/axioms14090713
Li H, Chen P, Ma R, Zhang J. Performance Evaluation of Shiryaev–Roberts and Cumulative Sum Schemes for Monitoring Shape and Scale Parameters in Gamma-Distributed Data Under Type I Censoring. Axioms. 2025; 14(9):713. https://doi.org/10.3390/axioms14090713
Chicago/Turabian StyleLi, He, Peile Chen, Ruicheng Ma, and Jiujun Zhang. 2025. "Performance Evaluation of Shiryaev–Roberts and Cumulative Sum Schemes for Monitoring Shape and Scale Parameters in Gamma-Distributed Data Under Type I Censoring" Axioms 14, no. 9: 713. https://doi.org/10.3390/axioms14090713
APA StyleLi, H., Chen, P., Ma, R., & Zhang, J. (2025). Performance Evaluation of Shiryaev–Roberts and Cumulative Sum Schemes for Monitoring Shape and Scale Parameters in Gamma-Distributed Data Under Type I Censoring. Axioms, 14(9), 713. https://doi.org/10.3390/axioms14090713