Estimating change point and process mean in control charts

Abstract

In a typical application of control charts, once a signal is issued by a chart, quality control engineers would then try to seek out assignable causes. If a signal is due to an assignable cause, then the magnitude of the shift and the time when the shift occurred are useful information to help engineers to narrow search window and hence less possible downtime. A signal could also be due to natural randomness and if evidence can be gathered in support of a false signal, then unnecessary and often expensive search effort can be avoided. All the published methods associated with a signal are often grossly biased depending on shift size. New and effective methods of estimating change point and process mean following a signal are developed, and compared with existing methods. The comparison shows that the new methods are able to remove the bias that is inherent in existing methods.