A CUSUM control chart for monitoring the variance when parameters are estimated

CUSUM control chart has been widely used for monitoring the process variance. It is usually used assuming that the nominal process variance is known. However, several researchers have shown that the ability of control charts to signal when a process is out of control is seriously affected unless pro...

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Bibliographic Details
Published inJournal of statistical planning and inference Vol. 141; no. 4; pp. 1463 - 1478
Main Authors Castagliola, Philippe, Maravelakis, Petros E.
Format Journal Article
LanguageEnglish
Published Kidlington Elsevier B.V 01.04.2011
Elsevier
Subjects
Applications
ARL
Control charts
CUSUM
Exact sciences and technology
General topics
Integral equations
Linear inference, regression
Markov chain
Mathematical analysis
Mathematics
Probability and statistics
Reliability, life testing, quality control
Sciences and techniques of general use
SDRL
Statistics
Variance
Markov chain
CUSUM
Integral equations
Control charts
ARL
SDRL
Variance
Control chart
Covariance analysis
Process control
Statistical decision
Stochastic method
Variance analysis
Industry
Statistical method
Statistical regression
Engineering
CUSUM method
Signal processing
Integral equation
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Summary:CUSUM control chart has been widely used for monitoring the process variance. It is usually used assuming that the nominal process variance is known. However, several researchers have shown that the ability of control charts to signal when a process is out of control is seriously affected unless process parameters are estimated from a large in-control Phase I data set. In this paper we derive the run length properties of a CUSUM chart for monitoring dispersion with estimated process variance and we evaluate the performance of this chart by comparing it with the same chart but with assumed known process parameters.
ISSN:0378-3758
1873-1171
DOI:10.1016/j.jspi.2010.10.013