Calibration and short runs

  • Douglas M. Hawkins
  • David H. Olwell
Part of the Statistics for Engineering and Physical Science book series (ISS)

Abstract

Up to now, we have not said much about the estimation of the in-control parameters, except to point out that large samples are necessary to estimate them adequately. To get some feeling for this, we try to quantify the impact of uncertainty in the parameter estimates in the case of a normal CUSUM. Suppose that the process stream is N (μ, σ2). To calibrate the CUSUM, we take a sample ofsize m and compute its mean X and standard deviation s, and substitute X for μ and s for σ. This means that our figure for the true mean is in error by the amount μ — X, and the figure for the true standard deviation is in error by the ratio σ /s.

Keywords

Doyle Cali Havoc 

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Copyright information

© Springer Science+Business Media New York 1998

Authors and Affiliations

  • Douglas M. Hawkins
    • 1
  • David H. Olwell
    • 2
  1. 1.Department of Applied SciencesUniversity of MinnesotaSt. PaulUSA
  2. 2.Department of Mathematical SciencesU.S. Military AcademyWest PointUSA

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