A Study on Optimal Subgroup Size in Estimating Variance of Small Autocorrelated Samples

소표본 자기상관 자료의 분산 추정을 위한 최적 부분군 크기에 대한 연구

  • 이종선 (인하대학교 자연과학대학 통계학과) ;
  • 이재준 (인하대학교 자연과학대학 통계학과) ;
  • 배순희 (인하대학교 자연과학대학 통계학과)
  • Published : 2007.06.30

Abstract

In statistical process control, it is assumed that the process data are independent. However, most of chemical processes such as semi-conduct processes do not satisfy the assumption because of presence of autocorrelation between process data. It causes abnormal out of control signal in the process control and misleading estimation in process capability. In this study, we adopted Shore's method to solve the problem and propose an optimal subgroup size to estimate the variance correctly for AR(1) processes. Especially, we focus on finding an actual subgroup size for small samples based on simulation study.

Keywords

References

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