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Paper Information

Journal:   JOURNAL OF INDUSTRIAL ENGINEERING (JOURNAL OF FACULTY OF ENGINEERING)   APRIL 2010 , Volume 44 , Number 1; Page(s) 89 To 95.
 
Paper: 

COMPARISON OF ESTIMATORS OF STANDARD DEVIATION, MEAN MOVING RANGE AND MEDIAN MOVING RANGE TO ESTIMATE PROCESS STANDARD DEVIATION USING AUTOCORRELATED DATA (TECHNICAL NOTE)

 
 
Author(s):  KALANTARI M., FATEMI GHOMI S.M.T.*
 
* DEPT. OF INDUSTRIAL ENGINEERING, AMIRKABIR UNIVERSITY OF TECHNOLOGY, I.R. IRAN
 
Abstract: 

Independence of observations is a fundamental assumption in designing an X chart for individual observations. But unfortunately, the assumption of existence of independent data is not even approximately satisfied. In fact, there is one kind of autocorrelation in the data. This paper demonstrates, through simulating an AR (1) process, that the autocorrelation in the data has deep effect on X chart. Moreover, estimators of standard deviation, mean moving range and median moving range to estimate process standard deviation are introduced. Among the cited estimators, the best of them is considered to estimate process standard deviation using autocorrelated data. Finally, two new estimators are presented to estimate process standard deviation using autocorrelated data.

 
Keyword(s): X CHART, INDEPENDENT DATA, AUTOCORRELATION, AR (1) PROCESS, MULTIVARIATE NORMAL, UNIFORM MINIMUM VARIANCE UNBIASED ESTIMATOR (UMVUE), COMPLETE MINIMAL SUFFICIENT STATISTIC
 
 
References: 
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Citations: 
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+ Click to Cite.
APA: Copy

KALANTARI, M., & FATEMI GHOMI, S. (2010). COMPARISON OF ESTIMATORS OF STANDARD DEVIATION, MEAN MOVING RANGE AND MEDIAN MOVING RANGE TO ESTIMATE PROCESS STANDARD DEVIATION USING AUTOCORRELATED DATA (TECHNICAL NOTE). JOURNAL OF INDUSTRIAL ENGINEERING (JOURNAL OF FACULTY OF ENGINEERING), 44(1), 89-95. https://www.sid.ir/en/journal/ViewPaper.aspx?id=273131



Vancouver: Copy

KALANTARI M., FATEMI GHOMI S.M.T.. COMPARISON OF ESTIMATORS OF STANDARD DEVIATION, MEAN MOVING RANGE AND MEDIAN MOVING RANGE TO ESTIMATE PROCESS STANDARD DEVIATION USING AUTOCORRELATED DATA (TECHNICAL NOTE). JOURNAL OF INDUSTRIAL ENGINEERING (JOURNAL OF FACULTY OF ENGINEERING). 2010 [cited 2021June20];44(1):89-95. Available from: https://www.sid.ir/en/journal/ViewPaper.aspx?id=273131



IEEE: Copy

KALANTARI, M., FATEMI GHOMI, S., 2010. COMPARISON OF ESTIMATORS OF STANDARD DEVIATION, MEAN MOVING RANGE AND MEDIAN MOVING RANGE TO ESTIMATE PROCESS STANDARD DEVIATION USING AUTOCORRELATED DATA (TECHNICAL NOTE). JOURNAL OF INDUSTRIAL ENGINEERING (JOURNAL OF FACULTY OF ENGINEERING), [online] 44(1), pp.89-95. Available: https://www.sid.ir/en/journal/ViewPaper.aspx?id=273131.



 
 
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