Estimating Alarm Thresholds for Process Monitoring Data under Different Assumptions about the Data Generating Mechanism
Figure 4
Log (RMSE) versus sample size (nominal alarm probability is 0.001) for (a) normal, (b) lognormal, (c) gamma (1, 0.01), and (d) for two estimation options labeled 1 and 2, respectively. The true RMSEs were estimated by simulation of 104 observations in R, and results are repeatable to within .
