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An Improved Estimator of σ in Quality Control

Published online by Cambridge University Press:  27 July 2009

Cyrus Derman  and
Sheldon Ross
Cyrus Derman
Affiliation:
Department of Industrial Engineering and Operations Research, Columbia University, New York, New York 10027
Sheldon Ross
Affiliation:
Department of Industrial Engineering and Operations Research, University of California, Berkeley, Berkeley. California 94720
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Abstract

We present a new estimator for the standard deviation parameter in the standard quality control model. We argue that it has a smaller mean square error than the usual estimator when the data are normal and that, unlike the usual estimator, it remains consistent even when the data are not normal.

Type
Research Article
Information
Probability in the Engineering and Informational Sciences , Volume 9 , Issue 3 , July 1995 , pp. 411 - 415
Copyright
Copyright © Cambridge University Press 1995

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References

1.Ross, S.M. (1987). Introduction to probability and statistics for engineers and scientists. New York: John Wiley.Google Scholar