| Summary: | 碩士 === 國立中央大學 === 統計研究所 === 102 === Detecting when the process has changed is very important in quality control and industrial statistics. For the binomial CUSUM control chart, a maximum likelihood estimator (Samuel and Pignatiello 2001) has been proposed to estimate the change point. Using some decision theoretic approach, we develop a new estimator which aims to improve the existing methods. We compare our proposed method with the Page’s last zero estimator (Page, 1954) and the maximum likelihood estimator in terms of mean squared error (MSE) by simulations. We find that the proposed method is not always the best, but is robust under various parameter designs. We analyze jewelry manufacturing data for illustration.
Keywords: -chart; Quality control; statistical decision theory, Sequential analysis, SPRT.
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