Estimation of the change point in the (X)over-bar and S control charts

被引:14
|
作者
Park, J
Park, S
机构
[1] Seoul Natl Univ, Dept Stat, Seoul 151742, South Korea
[2] Samsung Life Insurance Co LTD, Seoul, South Korea
关键词
control charts; detecting changes; joint estimation of a change point;
D O I
10.1081/SAC-200040321
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
The X and S (or R) control charts are most commonly used in practice for monitoring the process mean and variance, respectively. A method for detecting changes in the process mean or variance is to obtain a stopping time at which the control charts issue a signal. The potential delay in generating a signal from the control charts calls for the change point estimation combined with control charts. In this paper, when X and S control charts issue a signal, a maximum likelihood joint estimator of the change point is suggested considering simultaneous change in the process mean and variance. The use of the proposed estimator is illustrated with an example.
引用
收藏
页码:1115 / 1132
页数:18
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