Meminimalkan nilai ARL1 menggunakan genetic algorithm:

Genetic Algorithm:

minimize
ARL1
k , LCL

s . t ARL 0 ≥0k > 0LCL> 0

Berikut adalah prosedur untuk menghitung ARL dalam tabel berikut:

Set μ0 , σ 0 , δ , ρ , k , n , LCL
Compute p01 and p11 Through Eq. 1

Set λ 0= p01 and λ 1=p 11

[cycle i] For i = 2 to n step 1
Trough Eq. 2
Compute p0i and p1i
Compute λ 0=λ 0+ p 0i and λ 1=λ1 + p1i
Next [cycle i]
Compute P0 and P1
1 1
Compute ARL0= and ARL1=
P0 P1
Stop

Equation 1 :

j
p1=P { X 1 > Lu }=P { X 1−μ j Lu−μ j
σ0
≥
σ0 }
Equation 2 :

{ ( Lu−ρ ( X i−1−μ j ) −μ j
)} { ( Lu−ρ ( X i−1 −μ j ) −μ j
)}
+∞ Lu
j
p =p
j
∫ 1−ϕ f ( X i−1 ) d X i−1+ ( 1− p
j
)∫ 1−ϕ f ( X i −1 ) d X i−1
√ ( 1−ρ ) σ √ ( 1− ρ ) σ
i i−1 2 2 i−1 2 2
Lu −∞
0 0