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A comparison of control charts from the viewpoint of change‐point estimation
Author(s) -
Nishina Ken
Publication year - 1992
Publication title -
quality and reliability engineering international
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.913
H-Index - 62
eISSN - 1099-1638
pISSN - 0748-8017
DOI - 10.1002/qre.4680080605
Subject(s) - cusum , control chart , ewma chart , x bar chart , statistics , chart , estimator , shewhart individuals control chart , point estimation , control limits , statistical process control , mathematics , computer science , process (computing) , operating system
ISO/DIS 7870 has presented the cumulative sum chart, the moving average chart, and the exponentially weighted moving average chart as control charts using accumulated data. In this paper, we compare the three control charts in terms of change‐point estimation. We show the probability distribution, the bias and the mean square error of the change‐point estimators using a Markov process and Monte Carlo simulation. These control charts have almost equivalent performances based on average run length considerations when parameters of each control chart are set appropriately. However, from the viewpoint of change‐point estimation we recommend the CUSUM chart.