A Generalized MLE of the Process Change Point

  • Lee Jaeheon (Dept, of Industrial Information Engineering, Gwangju University) ;
  • Park Changsoon (Dept. of Statistics, Chung-Ang University)
  • Published : 2004.04.01

Abstract

Knowing the time of the process change could lead to quicker identification of the responsible special cause and less process down time, and it could help to reduce the probability of incorrectly identifying the special cause. In this paper, we propose a generalized maximum likelihood estimate. (MLE) of the process change point when a control chart with variable sample size (VSS) scheme signals a change in the process mean, and evaluate the performance of this estimator when it mi used with a VSS EWMA chart.

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