Estimating Alarm Thresholds for Process Monitoring Data under Different Assumptions about the Data Generating Mechanism
Figure 3
True alarm probability versus sample size (nominal alarm probability is 0.001) for (a) normal, (b) lognormal, (c) gamma (1, 0.1), and (d) . The true alarm probabilities were estimated by simulation of 104 observations in R, and results are repeatable to within ±0.0001.
