Estimating Alarm Thresholds for Process Monitoring Data under Different Assumptions about the Data Generating Mechanism

Figure 2

The same as Figure 1, but 100 transformed observations 𝑦_𝑖=(𝑥_𝑖−𝑥)/𝜎 from the gamma (shape = 1, rate = 0.1) distribution.

(a)  Gamma

(b) Gamma, parametric density estimation

(c) Gamma, nonparametric density estimation