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Information Journal Paper

Title

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

Pages

  89-95

Keywords

AR (1) PROCESSQ2
UNIFORM MINIMUM VARIANCE UNBIASED ESTIMATOR (UMVUE)Q2

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.

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  • Cite

    APA: Copy

    KALANTARI, M., & FATEMI GHOMI, S.M.T.. (2010). COMPARISON OF ESTIMATORS OF STANDARD DEVIATION, MEAN MOVING RANGE AND MEDIAN MOVING RANGE TO ESTIMATE PROCESS STANDARD DEVIATION USING AUTOCORRELATED DATA (TECHNICAL NOTE). ADVANCES IN INDUSTRIAL ENGINEERING (JOURNAL OF INDUSTRIAL ENGINEERING), 44(1), 89-95. SID. https://sid.ir/paper/166404/en

    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). ADVANCES IN INDUSTRIAL ENGINEERING (JOURNAL OF INDUSTRIAL ENGINEERING)[Internet]. 2010;44(1):89-95. Available from: https://sid.ir/paper/166404/en

    IEEE: Copy

    M. KALANTARI, and S.M.T. FATEMI GHOMI, “COMPARISON OF ESTIMATORS OF STANDARD DEVIATION, MEAN MOVING RANGE AND MEDIAN MOVING RANGE TO ESTIMATE PROCESS STANDARD DEVIATION USING AUTOCORRELATED DATA (TECHNICAL NOTE),” ADVANCES IN INDUSTRIAL ENGINEERING (JOURNAL OF INDUSTRIAL ENGINEERING), vol. 44, no. 1, pp. 89–95, 2010, [Online]. Available: https://sid.ir/paper/166404/en

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