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Estimation of the Change Point in Monitoring the Process Mean and Variance
Authors:Jaeheon Lee  Changsoon Park
Institution:1. Department of Statistics , Chung-Ang University , Seoul, Korea jaeheon@cau.ac.kr;3. Department of Statistics , Chung-Ang University , Seoul, Korea
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.
Keywords:Control chart  Maximum likelihood estimator  Process change point  Variable sample size  Variable sampling interval  Variable sampling rate
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