Estimating Alarm Thresholds for Process Monitoring Data under Different Assumptions about the Data Generating Mechanism
Figure 10
RMSE versus sample size assuming a normal distribution for three estimation options labeled 1–3. The true RMSEs were estimated by simulation of 104 observations in R, and results are repeatable to within . Option 1 correctly assumes a normal distribution. Option 2 uses the quantile function in R. Option 3 is density estimation as discussed in Section 3.6.1.
