TY - JOUR
T1 - Process capability indices in normal distribution with the presence of outliers
AU - Jabbari Nooghabi, M.
N1 - Funding Information:
This research was supported by a grant from Ferdowsi University of Mashhad; No. 2/51303. The author is thankful to the referees and the editors for their valuable comments.
Publisher Copyright:
© 2020 Ferdowsi University of Mashhad.
PY - 2020/11/17
Y1 - 2020/11/17
N2 - Process capability indices (PCIs) are useful measures to evaluate the performance and capability of a process when it is under control. Assuming the specification variable is distributed from a normal population, several PCIs are derived by the researchers. Also, many scientists have worked on these indices when data are contaminated with outliers as well as in the homogenous case. But, in almost all studies, they evaluated the effect of outliers on the PCIs nonparametrical and used robust methods. Here, the parametric model of outliers is considered and introduced the PCIs based on the outliers model. Therefore, these indices are estimated based on the maximum-likelihood and moment estimator of the unknown parameters of the normal distribution contaminated by outliers. Finally, the performances of these measures as well as their parametric and nonparametric estimators are discussed by using simulation studies and several numerical examples. It has been seen that parametric estimation has better performances than a nonparametric method.
AB - Process capability indices (PCIs) are useful measures to evaluate the performance and capability of a process when it is under control. Assuming the specification variable is distributed from a normal population, several PCIs are derived by the researchers. Also, many scientists have worked on these indices when data are contaminated with outliers as well as in the homogenous case. But, in almost all studies, they evaluated the effect of outliers on the PCIs nonparametrical and used robust methods. Here, the parametric model of outliers is considered and introduced the PCIs based on the outliers model. Therefore, these indices are estimated based on the maximum-likelihood and moment estimator of the unknown parameters of the normal distribution contaminated by outliers. Finally, the performances of these measures as well as their parametric and nonparametric estimators are discussed by using simulation studies and several numerical examples. It has been seen that parametric estimation has better performances than a nonparametric method.
KW - maximum likelihood estimator
KW - moment estimator
KW - Normal distribution
KW - outliers
KW - process capability indices
KW - Robust method
UR - http://www.scopus.com/inward/record.url?scp=85088572021&partnerID=8YFLogxK
U2 - 10.1080/02664763.2020.1796934
DO - 10.1080/02664763.2020.1796934
M3 - Journal article
AN - SCOPUS:85088572021
SN - 0266-4763
VL - 47
SP - 2443
EP - 2478
JO - Journal of Applied Statistics
JF - Journal of Applied Statistics
IS - 13-15
ER -