Estimating the Change Point of a Poisson Rate Parameter with a Linear Trend Disturbance

Quality and Reliability Engineering International - Tập 22 Số 4 - Trang 371-384 - 2006
Marcus B. Perry1, Joseph J. Pignatiello2, James Simpson2
1Air Force Institute of Technology, Department of Operational Sciences, Wright‐Patterson AFB, OH 45433‐7765, U.S.A.
2Department of Industrial and Manufacturing Engineering, Florida State University, Florida A&M University, Tallahassee, FL 32310‐6046, U.S.A.

Tóm tắt

AbstractKnowing when a process changed would simplify the search and identification of the special cause. In this paper, we compare the maximum likelihood estimator (MLE) of the process change point designed for linear trends to the MLE of the process change point designed for step changes when a linear trend disturbance is present. We conclude that the MLE of the process change point designed for linear trends outperforms the MLE designed for step changes when a linear trend disturbance is present. We also present an approach based on the likelihood function for estimating a confidence set for the process change point. We study the performance of this estimator when it is used with a cumulative sum (CUSUM) control chart and make direct performance comparisons with the estimated confidence sets obtained from the MLE for step changes. The results show that better confidence can be obtained using the MLE for linear trends when a linear trend disturbance is present. Copyright © 2005 John Wiley & Sons, Ltd.

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Thông tin xuất bản

Quality and Reliability Engineering International

Tập 22 Số 4

371-384

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