Process capability indices in normal distribution with the presence of outliers

M. Jabbari Nooghabi*

*Corresponding author for this work

Research output: Contribution to journalJournal articleResearchpeer-review

10 Citations (Scopus)

Abstract

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.

Original languageEnglish
JournalJournal of Applied Statistics
Volume47
Issue number13-15
Pages (from-to)2443-2478
Number of pages36
ISSN0266-4763
DOIs
Publication statusPublished - 17 Nov 2020
Externally publishedYes

Bibliographical note

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.

Keywords

  • maximum likelihood estimator
  • moment estimator
  • Normal distribution
  • outliers
  • process capability indices
  • Robust method

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