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 language | English |
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Journal | Journal of Applied Statistics |
Volume | 47 |
Issue number | 13-15 |
Pages (from-to) | 2443-2478 |
Number of pages | 36 |
ISSN | 0266-4763 |
DOIs | |
Publication status | Published - 17 Nov 2020 |
Externally published | Yes |
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