Inference on Cpk for autocorrelated data in the presence of random measurement errors

Michele Scagliarini

Journal of Applied Statistics, 2010, vol. 37, issue 1, 147-158

Abstract: The present paper examines the properties of the Cpk estimator when observations are autocorrelated and affected by measurement errors. The underlying reason for this choice of subject matter is that in industrial applications, process data are often autocorrelated, especially when sampling frequency is not particularly low, and even with the most advanced measuring instruments, gauge imprecision needs to be taken into consideration. In the case of a first-order stationary autoregressive process, we compare the statistical properties of the estimator in the error case with those of the estimator in the error-free case. Results indicate that the presence of gauge measurement errors leads the estimator to behave differently depending on the entity of error variability.

Keywords: process capability indices; gauge measurement errors; autocorrelation; estimator; process specifications (search for similar items in EconPapers)
Date: 2010
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Citations: View citations in EconPapers (1)

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DOI: 10.1080/02664760902914482

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