Step change-point estimation of multivariate binomial processes
International Journal of Quality & Reliability Management
ISSN: 0265-671X
Article publication date: 29 April 2014
Abstract
Purpose
The purpose of this paper is to propose two control charts to monitor multi-attribute processes and then a maximum likelihood estimator for the change point of the parameter vector (process fraction non-conforming) of multivariate binomial processes.
Design/methodology/approach
The performance of the proposed estimator is evaluated for both control charts using some simulation experiments. At the end, the applicability of the proposed method is illustrated using a real case.
Findings
The proposed estimator provides accurate and useful estimation of the change point for almost all of the shift magnitudes, regardless of the process dimension. Moreover, based on the results obtained the estimator is robust with regard to different correlation values.
Originality/value
To the best of authors’ knowledge, there are no work available in the literature to estimate the change-point of multivariate binomial processes.
Keywords
Acknowledgements
This research has been financially supported by the office of the Research Vice-Chancellor at Sharif University of Technology for which the authors are thankful. The authors are also thankful for constructive comments of respected anonymous reviewers, which helped improve the presentation of the manuscript significantly.
Citation
Niaki, S.T.A. and Khedmati, M. (2014), "Step change-point estimation of multivariate binomial processes", International Journal of Quality & Reliability Management, Vol. 31 No. 5, pp. 566-587. https://doi.org/10.1108/IJQRM-07-2012-0101
Publisher
:Emerald Group Publishing Limited
Copyright © 2014, Emerald Group Publishing Limited