Exponentially weighted moving average chart using zero-inflated negative binomial distribution

Fuente: arXiv
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Main Authors: Abbas, Ali, Ali, Sajid, Shah, Ismail
Format: Preprint
Published: 2025
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author Abbas, Ali
Ali, Sajid
Shah, Ismail
author_facet Abbas, Ali
Ali, Sajid
Shah, Ismail
contents Zero-inflated models are frequently used to deal with data having many zeros. A commonly used model for over-dispersed data containing zeros is known as the zero-inflated Poisson model. However, to account for the heterogeneity of counts that leads to excess variance besides inflation of zeros in the data using a more flexible model than the zero-inflated Poisson model, a zero-inflated negative binomial (ZINB) is suggested. In the present study, Shewhart and exponentially weighted moving average (EWMA) control charts are suggested to monitor the ZINB data. The charts are compared using the average run length and standard deviation of run length by using extensive Monte Carlo simulations. Besides a comprehensive simulation study assuming different settings of parameters of ZINB, a real data set is used to show the practicality of the proposed charts. The results indicate that the EWMA chart is better than the Shewhart chart.
format Preprint
id arxiv_https___arxiv_org_abs_2509_03304
institution arXiv
publishDate 2025
record_format arxiv
spellingShingle Exponentially weighted moving average chart using zero-inflated negative binomial distribution
Abbas, Ali
Ali, Sajid
Shah, Ismail
Methodology
Applications
62P30
Zero-inflated models are frequently used to deal with data having many zeros. A commonly used model for over-dispersed data containing zeros is known as the zero-inflated Poisson model. However, to account for the heterogeneity of counts that leads to excess variance besides inflation of zeros in the data using a more flexible model than the zero-inflated Poisson model, a zero-inflated negative binomial (ZINB) is suggested. In the present study, Shewhart and exponentially weighted moving average (EWMA) control charts are suggested to monitor the ZINB data. The charts are compared using the average run length and standard deviation of run length by using extensive Monte Carlo simulations. Besides a comprehensive simulation study assuming different settings of parameters of ZINB, a real data set is used to show the practicality of the proposed charts. The results indicate that the EWMA chart is better than the Shewhart chart.
title Exponentially weighted moving average chart using zero-inflated negative binomial distribution
topic Methodology
Applications
62P30
url https://arxiv.org/abs/2509.03304