Estimation of the Change Point in the X¯ and S Control Charts.

The X¯ and S (or R) control charts are most commonly used in practice for monitoring the process mean and variance, respectively. A method for detecting changes in the process mean or variance is to obtain a stopping time at which the control charts issue a signal. The potential delay in generating a signal from the control charts calls for the change point estimation combined with control charts. In this paper, when X¯ and S control charts issue a signal, a maximum likelihood joint estimator of the change point is suggested considering simultaneous change in the process mean and variance. The use of the proposed estimator is illustrated with an example. [ABSTRACT FROM AUTHOR]