Quality and Reliability Engineering International

An efficient double exponentially weighted moving average Benjamini‐Hochberg control chart to control false discovery rate

Journal Article

Abstract 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.

Related Topics

Related Publications

Related Content

Site Footer


This website is provided by John Wiley & Sons Limited, The Atrium, Southern Gate, Chichester, West Sussex PO19 8SQ (Company No: 00641132, VAT No: 376766987)

Published features on StatisticsViews.com are checked for statistical accuracy by a panel from the European Network for Business and Industrial Statistics (ENBIS)   to whom Wiley and StatisticsViews.com express their gratitude. This panel are: Ron Kenett, David Steinberg, Shirley Coleman, Irena Ograjenšek, Fabrizio Ruggeri, Rainer Göb, Philippe Castagliola, Xavier Tort-Martorell, Bart De Ketelaere, Antonio Pievatolo, Martina Vandebroek, Lance Mitchell, Gilbert Saporta, Helmut Waldl and Stelios Psarakis.