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An efficient double exponentially weighted moving average Benjamini‐Hochberg control chart to control false discovery rate
Author(s) -
Nawaz Muhammad Shujaat,
Azam Muhammad,
Aslam Muhammad
Publication year - 2019
Publication title -
quality and reliability engineering international
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.913
H-Index - 62
eISSN - 1099-1638
pISSN - 0748-8017
DOI - 10.1002/qre.2550
Subject(s) - false discovery rate , control chart , chart , multiple comparisons problem , statistics , monte carlo method
A control chart based on double exponentially weighted moving average and Benjamini‐Hochberg multiple testing procedure is proposed that controls the false discovery rate (FDR). The proposed control chart is based on probabilities (or P values) to accept or reject the null hypothesis of the underlying process is in control. To make a decision, instead of using only the current probability, previous “m” probabilities are considered. The performance of the control chart is evaluated in terms of average run length (ARL) using Monte Carlo simulations. Procedure for estimation of parameters used in the control chart is also discussed. The proposed control chart is compared with previous control charts and found to be more efficient in controlling the false discovery rate.