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Online Control Charts for Process Averages Based on Repeated Median Filters
Authors:Abhijit Gupta  Sukalyan Sengupta
Institution:1. SQC &2. OR Unit, Kolkata , Indian Statistical Institute , Kolkata, India agupta@isical.ac.in;4. OR Unit, Kolkata , Indian Statistical Institute , Kolkata, India
Abstract:Two types of estimates of process level, namely repeated median estimates (Siegel, 1982 Siegel , A. F. ( 1982 ). Robust regression using repeated medians . Biometrika 69 : 242244 .Crossref], Web of Science ®] Google Scholar]) and full online estimates (Gather et al., 2006 Gather , U. , Schettlinger , K. , Fried , R. ( 2006 ). Online signal extraction by robust linear regression . Computational Statistics 21 : 3351 .Crossref], Web of Science ®] Google Scholar]) based on repeated median filters, are used to develop control charts. The distributional properties of the estimates are studied using simulation and these are found to closely follow normal distribution. The repeated median being robust against outliers with asymptotically 50% breakdown value and having small standard deviation is found to be useful as a basis for monitoring process averages. The control charts using repeated median estimates have been recommended for general use.
Keywords:Control chart  Empirical distribution  Full online estimate  Normal approximation  Repeated median estimate
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