A Simulation Study of the Relative Efficiency of the Minimized Integrated Square Error Estimator (L2E) For Phase I Control Charting

John N. Dyer

doi:10.22237/jmasm/1304223960

A Simulation Study of the Relative Efficiency of the Minimized Integrated Square Error Estimator (L2E) For Phase I Control Charting

John N. Dyer

Information Systems & Analytics

Georgia Southern University

Research output: Contribution to journal › Article › peer-review

Abstract

Parameter estimates used in control charting, the sample mean and variance, are based on maximum likelihood estimation (MLE). Unfortunately, MLEs are not robust to contaminated data and can lead to improper conclusions regarding parameter values. This article proposes a more robust estimation technique; the minimized integrated square error estimator (L2E).

Original language	American English
Journal	Journal of Modern Applied Statistical Methods
DOIs	https://doi.org/10.22237/jmasm/1304223960
State	Published - May 1 2011

Disciplines

Applied Statistics
Statistical Theory
Social and Behavioral Sciences

Keywords

L2E
MLE
Phase I control charting
SPC
parameter estimation

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10.22237/jmasm/1304223960License: Unspecified

A Simulation Study of the Relative Efficiency of the Minimized InFinal published version, 395 KBLicense: Unspecified

Cite this

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title = "A Simulation Study of the Relative Efficiency of the Minimized Integrated Square Error Estimator (L2E) For Phase I Control Charting",

abstract = "Parameter estimates used in control charting, the sample mean and variance, are based on maximum likelihood estimation (MLE). Unfortunately, MLEs are not robust to contaminated data and can lead to improper conclusions regarding parameter values. This article proposes a more robust estimation technique; the minimized integrated square error estimator (L2E).",

keywords = "L2E, MLE, Phase I control charting, SPC, parameter estimation",

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AB - Parameter estimates used in control charting, the sample mean and variance, are based on maximum likelihood estimation (MLE). Unfortunately, MLEs are not robust to contaminated data and can lead to improper conclusions regarding parameter values. This article proposes a more robust estimation technique; the minimized integrated square error estimator (L2E).

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KW - MLE

KW - Phase I control charting

KW - SPC

KW - parameter estimation

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A Simulation Study of the Relative Efficiency of the Minimized Integrated Square Error Estimator (L2E) For Phase I Control Charting

Abstract

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Keywords

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