THE EXACT RUN LENGTH DISTRIBUTION AND DESIGN OF THE S2 CHART WHEN THE IN-CONTROL VARIANCE IS ESTIMATED

When monitoring the process variability, it is a common practice that a Phase I data set is used to estimate the unknown in-control process standard deviation σ0 or variance to set up the control limits, then monitoring proceeds. Once the process is considered to be in-control, the estimated control limits are assumed as fixed. This practice ignores the effect of estimating the unknown in-control process variance . In this paper, we derive the exact run length distribution of the S2 control chart when the in-control process variance is estimated and find that m = 200 or more Phase I samples are needed to neglect the effect of using estimated control limits. New control limits when m is small are also derived.