Author
Abstract
This paper presents a discrete counterpart of the mixture exponential distribution, namely discrete mixture exponential distribution, by utilizing the survival discretization method. The moment generating function and associated moment measures are discussed. The distribution’s hazard rate function can assume increasing or decreasing forms, making it adaptable for diverse fields requiring count data modeling. The paper delves into two parameter estimation methods and evaluates their performance through a Monte Carlo simulation study. The applicability of this distribution extends to time series analysis, particularly within the framework of the first-order integer-valued autoregressive process. Consequently, an INAR(1) process with discrete mixture exponential innovations is proposed, outlining its fundamental properties, and the performance of conditional maximum likelihood and conditional least squares estimation methods is evaluated through a simulation study. Real data analysis showcases the proposed model’s superior performance compared to alternative models. Additionally, the paper explores quality control applications, addressing serial dependence challenges in count data encountered in production and market management. As a result, the INAR(1)DME process is employed to explore control charts for monitoring autocorrelated count data. The performance of two distinct control charts, the cumulative sum chart and the exponentially weighted moving average chart, are evaluated for their effectiveness in detecting shifts in the process mean across various designs. A bivariate Markov chain approach is used to estimate the average run length and their deviations for these charts, providing valuable insights for practical implementation. The nature of design parameters to improve the robustness of process monitoring under the considered charts is examined through a simulation study. The practical superiority of the proposed charts is demonstrated through effective modeling with real data, surpassing competing models.
Suggested Citation
M. R. Irshad & Muhammed Ahammed & R. Maya, 2025.
"Monitoring mean of INAR(1) process with discrete mixture exponential innovations,"
Computational Statistics, Springer, vol. 40(2), pages 821-862, February.
Handle:
RePEc:spr:compst:v:40:y:2025:i:2:d:10.1007_s00180-024-01511-3
DOI: 10.1007/s00180-024-01511-3
Download full text from publisher
As the access to this document is restricted, you may want to search for a different version of it.
Corrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:spr:compst:v:40:y:2025:i:2:d:10.1007_s00180-024-01511-3. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
We have no bibliographic references for this item. You can help adding them by using this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Sonal Shukla or Springer Nature Abstracting and Indexing (email available below). General contact details of provider: http://www.springer.com .
Please note that corrections may take a couple of weeks to filter through
the various RePEc services.