TY - JOUR ID - 21671 TI - Comparison of estimators of standard deviation, mean moving range and median moving range to estimate process standard deviation using autocorrelated data JO - Advances in Industrial Engineering JA - AIE LA - en SN - AU - Kalantari, Mehdi AU - Fatemi Ghomi, S.M.T. AD - Y1 - 2010 PY - 2010 VL - 44 IS - 1 SP - EP - KW - AR(1) Process KW - Autocorrelation KW - Complete minimal sufficient statistic KW - Independent data KW - Multivariate normal KW - Uniform minimum variance unbiased estimator (UMVUE) KW - X chart DO - N2 - Independence of observations is a fundamental assumption in designing an X chart for individual observations. But unfortunately, the assumption of existence of independent data is not even approximately satisfied. In fact, there is one kind of autocorrelation in the data. This paper demonstrates, through simulating an AR(1) process, that the autocorrelation in the data has deep effect on X chart. Moreover, estimators of standard deviation, mean moving range and median moving range to estimate process standard deviation are introduced. Among the cited estimators, the best of them is considered to estimate process standard deviation using autocorrelated data. Finally, two new estimators are presented to estimate process standard deviation using autocorrelated data. UR - https://aie.ut.ac.ir/article_21671.html L1 - https://aie.ut.ac.ir/article_21671_78ca8ed6890b36e8b5a3596c3ac966a6.pdf ER -