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Yander Wiel

t = 2    5 10 20 40

Figurę 8. Exact and approximate upper tails for cumulative distributions of U under H₀ for y = 0.5. Solid lines show the exact distributions. Dashed lines show the approximations. For t = 2 the dashed and solid lines are nearly coincident.

Summary and Conciusions

For many years the process monitoring field has not dealt squarely with the fact that most time-ordered data is autocorrelated. In fact, most monitoring schemes still use only the most basie statistical models assuming that data will constitute simple random samples from a specified distribution.