Estimation of the Change Point of a Normal Process Mean in SPC Applications

Abstract

Knowing when a process has changed would simplify the search for and the identification of the special cause. In this paper, we compare the maximum likelihood estimator of the process change point (that is, when the process changed) to built-in change point estimators from CUSUM and EWMA control charts. We conclude that it is better to use the maximum likelihood change point estimator when a CUSUM or EWMA control chart signals a change in the process mean. We also present an approach based on the likelihood function for estimating a confidence region for the process change point. We study the performance of this estimator when it is used with the Shewhart X̄ control chart, the CUSUM control chart, and the EWMA control chart. The results show that the estimator provides process engineers with an accurate and useful estimate of the time of the process change.