ESTIMATION OF THE CHANGE POINT OF A GAMMA PROCESS BY USING THE S CONTROL CHART AND MLE

ABSTRACT

The process personnel always seeks the opportunity to improve the processes. One of the essential steps for process improvement is to quickly recognize the starting time or the change point of a process disturbance. Different from the traditional normally distributed assumption for a process, this study considers a process which follows a gamma distribution. This study proposes an effective approach to estimate the change point of a gamma process. The proposed approach combines the commonly used S control chart with the maximum likelihood (ML) technique. This study applies the Monte Carlo technique to determine the upper and lower control limits for a gamma process when the S control chart is used to monitor a gamma process. The fruitful results with the use of the proposed approach are also demonstrated.

Keywords:

• change point
• gamma process
• maximum likelihood estimation
• Monte Carlo
• S chart