The use of Gombay method in monitoring observations with Weibull distribution

Abstract

This paper presents a sequential test for monitoring observations with a Weibull Distribution based on Gombay method. The Gombay method is a sequential method for parametric models in the presence of a nuisance parameter. The scale parameter of the Weibull is considered as the parameter of interest ? while the shape parameter as the nuisance parameter. Simulations shows that the Type I error rate decrease with increase in sample size ? and shape Parameter ∝. The Type I errors achieved in all combination of the variables considered is below the nominal level of 0.05, which makes it conservative.

Keywords: Weibull distribution, Sequential analysis and Gombay