A simulation study of the relative efficiency of the minimized integrated square error estimator (L2E) for phase I control charting

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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 languageEnglish
Pages (from-to)300-312
Number of pages13
JournalJournal of Modern Applied Statistical Methods
Volume10
Issue number1
DOIs
StatePublished - May 2011

Scopus Subject Areas

  • Statistics and Probability
  • Statistics, Probability and Uncertainty

Keywords

  • L2E
  • MLE
  • Parameter estimation
  • Phase I control charting
  • SPC

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