Estimation of the Change Point in Monitoring the Process Mean and Variance |
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Authors: | Jaeheon Lee Changsoon Park |
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Institution: | 1. Department of Statistics , Chung-Ang University , Seoul, Korea jaeheon@cau.ac.kr;3. Department of Statistics , Chung-Ang University , Seoul, Korea |
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Abstract: | Knowing the time of a process change could lead to quicker identification of the special cause and less process down time, as well as help to reduce the probability of incorrectly identifying the special cause. In this article, we propose the maximum likelihood estimator (MLE) for the process change point when a control chart with the fixed sampling rate (FSR) scheme or the variable sampling rate (VSR) scheme is used in monitoring a process to detect changes in the process mean and/or variance of a normal quality variable. We investigate the performance of this estimator when it is used in various types of control charts. |
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Keywords: | Control chart Maximum likelihood estimator Process change point Variable sample size Variable sampling interval Variable sampling rate |
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