A median run length-based double-sampling X¯$$ \overline{X} $$ chart with estimated parameters for minimizing the average sample size

The existing control charts with estimated parameters have been widely studied from the perspective of the average run length (ARL). However, when parameters are estimated, the shape and the skewness of the run length distribution change with the magnitude of the mean shift, the number of phase I samples and sample sizes. Therefore, in this paper, we argue that the median run length (MRL) and the average sample size (ASS) have several advantages over the traditional ARL to effectively evaluate the performance of the double-sampling (DS) X¯$$ \overline{X} $$ chart with estimated parameters. Precisely, by correctly accounting for parameter estimation and using the expectation by conditioning approach, we establish a theoretical method for the run length of the DS X¯$$ \overline{X} $$ chart in phase II process monitoring. Also, the MRL-based DS X¯$$ \overline{X} $$ chart with estimated parameters is optimally designed using an optimization algorithm, aiming at minimizing the in-control ASS by subjecting to both the desired in-control and out-of-control MRLs. Most importantly, the proposed optimal MRL-based chart with estimated parameters not only employs a smaller sample size on average, when the process is in-control, but also has a lower false-alarm rate and provides a clearer interpretation to practitioners. The proposed optimal chart with estimated parameters is illustrated with some real data from a tape-and-reel packing process used in a manufacturing company.

[1]  Pei-Hsi Lee,et al.  Non-normality and combined double sampling and variable sampling interval control charts , 2010 .

[2]  Fah Fatt Gan,et al.  An optimal design of ewma control charts based on median run length , 1993 .

[3]  Giovanna Capizzi,et al.  Combined Shewhart–EWMA control charts with estimated parameters , 2010 .

[4]  Maria E. Calzada,et al.  Joint Monitoring of the Mean and Variance of Combined Control Charts with Estimated Parameters , 2007, Commun. Stat. Simul. Comput..

[5]  Philippe Castagliola,et al.  A synthetic double sampling control chart for the process mean , 2010 .

[6]  Charles W. Champ,et al.  The Run Length Distribution of the CUSUM with Estimated Parameters , 2004 .

[7]  Thomas P. Ryan,et al.  Statistical methods for quality improvement , 1989 .

[8]  Jean-Jacques Daudin,et al.  Double sampling X charts , 1992 .

[9]  Yi-Chia Chang,et al.  A Design of s Control Charts with a Combined Double Sampling and Variable Sampling Interval Scheme , 2012 .

[10]  Philippe Castagliola,et al.  Optimal design of the synthetic chart for the process mean based on median run length , 2012 .

[11]  Pei-Hsi Lee,et al.  An economic design of combined double sampling and variable sampling interval X¯ control chart , 2012 .

[12]  Philippe Castagliola,et al.  The synthetic [Xbar] chart with estimated parameters , 2011 .

[13]  Pei-Hsi Lee,et al.  An economic design of double sampling X charts for correlated data using genetic algorithms , 2009, Expert Syst. Appl..

[14]  David He,et al.  An improved double sampling s chart , 2003 .

[15]  Zhang Wu,et al.  The Revised m-of-k Runs Rule Based on Median Run Length , 2012, Commun. Stat. Simul. Comput..

[16]  Giovanni Celano,et al.  The variable sample size t control chart for monitoring short production runs , 2012 .

[17]  Zhonghua Li,et al.  A new adaptive control chart for monitoring process mean and variability , 2012 .

[18]  Antonio Fernando Branco Costa,et al.  X̄ charts with variable sample size , 1994 .

[19]  Charles W. Champ,et al.  Effects of Parameter Estimation on Control Chart Properties: A Literature Review , 2006 .

[20]  Reza Baradaran Kazemzadeh,et al.  An EWMA t chart with variable sampling intervals for monitoring the process mean , 2013 .

[21]  Afb Costa (X)OVER-BAR CHARTS WITH VARIABLE SAMPLE-SIZE , 1994 .

[22]  P. Maravelakis,et al.  A CUSUM control chart for monitoring the variance when parameters are estimated , 2011 .

[23]  John A. Nelder,et al.  A Simplex Method for Function Minimization , 1965, Comput. J..

[24]  Dan Trietsch,et al.  The Rate of False Signals in Ū Control Charts with Estimated Limits , 2007 .

[25]  Murat Caner Testik,et al.  Conditional and marginal performance of the Poisson CUSUM control chart with parameter estimation , 2007 .

[26]  Philippe Castagliola,et al.  Computational Statistics and Data Analysis an Ewma Chart for Monitoring the Process Standard Deviation When Parameters Are Estimated , 2022 .

[27]  Chun Chieh Tseng,et al.  The effectiveness study of Double Sampling s charts application on destructive testing process , 2010 .

[28]  Andrew C. Palm,et al.  Tables of Run Length Percentiles for Determining the Sensitivity of Shewhart Control Charts for Averages with Supplementary Runs Rules , 1990 .

[29]  David He,et al.  Construction of double sampling s‐control charts for agile manufacturing , 2002 .

[30]  Vasyl Golosnoy,et al.  EWMA Control Charts for Monitoring Optimal Portfolio Weights , 2007 .

[31]  Douglas C. Montgomery,et al.  Statistical quality control : a modern introduction , 2009 .

[32]  David He,et al.  Design of double- and triple-sampling X-bar control charts using genetic algorithms , 2002 .

[33]  Antonio Fernando Branco Costa,et al.  Variable parameter and double sampling charts in the presence of correlation: The Markov chain approach , 2011 .

[34]  Ying Zhang,et al.  The Variable Sample Size X¯ Chart with Estimated Parameters , 2012, Qual. Reliab. Eng. Int..

[35]  J. Daudin,et al.  Double Sampling Charts , 1992 .

[36]  Subhabrata Chakraborti,et al.  Run Length Distribution and Percentiles: The Shewhart Chart with Unknown Parameters , 2007 .