Computation of the Performance of Shewhart Control Charts

Abstract The perfonnance of a control chart in statistical process control is often quantified in terms of the Average Run length (ARL). The ARL enables a comparison to be undertaken between various monitoring strategies. These are often detennined through Monte Carlo simulation studies. Monte Carlo simulations are time consuming and if too few runs are perfonned then the results will be inaccurate. An alternative approach is proposed based on analytical computation. The analytical results are compared with those of the Monte Carlo simulations for three case studies.