Abstract
Standard practice in statistical process control (SPC) is to run two individual charts, one for the process mean and another one for the process variance. The resulting scheme is known as a simultaneous scheme and it provides a way to satisfy Shewhart’s dictum that proper process control implies monitoring both location and dispersion.When we use a simultaneous scheme, the quality characteristic is deemed to be out-of-control whenever a signal is triggered by either individual chart. As a consequence, the misidentification of the parameter that has changed can occur, meaning that a shift in the process mean can be misinterpreted as a shift in the process variance and vice versa. These two events are known as misleading signals (MS) and can occur quite frequently.We discuss (necessary and) sufficient conditions to achieve values of probabilities of misleading signals (PMS) smaller than or equal to 0.5, explore, for instance, alternative simultaneous Shewhart-type schemes and check if they lead to PMS which are smaller than the ones of the popular \((\bar{X},\,S^{2})\) simultaneous scheme.
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Notes
- 1.
Since the PMS of Type IV has the same value for \(\delta = -c\) as for δ = c, only positive values of δ are plotted or tabulated.
- 2.
Even if those values refer to a simultaneous scheme used to monitor both decreases and increases in the process mean or variance.
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Acknowledgements
The first author gratefully acknowledges the financial support received from CEMAT (Centro de Matemática e Aplicações) to attend the XIth International Workshop on Intelligent Statistical Quality Control, Sydney, Australia, August 20–23, 2013.
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Appendix
Appendix
In this section we present the necessary results to compute the probabilities in the denominator and numerator of the PMS of types III and IV:
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\(P_{\delta,\theta }\left (T^{(i)} \in [\mathrm{LCL}_{\mu }^{(i)},\mathrm{UCL}_{\mu }^{(i)}],\,U^{(i)} \in [0,\mathrm{UCL}_{\sigma }^{(i)}]\right )\) equals
$$\displaystyle{\begin{array}{ll} \left [\varPhi \left (\frac{\gamma _{\mu }^{(1)}} {\theta } -\frac{\delta }{\theta }\right ) -\varPhi \left (-\frac{\gamma _{\mu }^{(1)}} {\theta } -\frac{\delta }{\theta }\right )\right ] \times F_{\chi _{(n-1)}^{2}}\left (\frac{\gamma _{\sigma }^{(1)}} {\theta ^{2}} \right ), &i = 1 \\ \int _{0}^{\frac{\gamma _{\sigma }^{(2)}} {\theta ^{2}} }\left [\varPhi \left ( \frac{\gamma _{\mu }^{(2)}} {\sqrt{n-1}}\sqrt{x} -\frac{\delta }{\theta }\right ) -\varPhi \left (- \frac{\gamma _{\mu }^{(2)}} {\sqrt{n-1}}\sqrt{x} -\frac{\delta }{\theta }\right )\right ] \times f_{\chi _{(n-1)}^{2}}(x)\,\mathit{dx},&i = 2 \\ \int _{ -\frac{\gamma _{\mu }^{(3)}} {\theta } -\frac{\delta }{\theta }}^{\frac{\gamma _{\mu }^{(3)}} {\theta } -\frac{\delta }{\theta } }\phi (z) \times F_{\chi _{(n)}^{2}}\left (\max \left \{0,\gamma _{\sigma }^{(3)}/\theta ^{2} - (z +\delta /\theta )^{2}\right \}\right )\,dz, &i = 3; \end{array} }$$ -
\(P_{\delta,\theta }\left (T^{(i)}\not\in [\mathrm{LCL}_{\mu }^{(i)},\mathrm{UCL}_{\mu }^{(i)}],\,U^{(i)} \in [0,\mathrm{UCL}_{\sigma }^{(i)}]\right )\) is given by
$$\displaystyle{\begin{array}{ll} \left \{1 -\left [\varPhi \left (\frac{\gamma _{\mu }^{(1)}} {\theta } -\frac{\delta }{\theta }\right ) -\varPhi \left (-\frac{\gamma _{\mu }^{(1)}} {\theta } -\frac{\delta }{\theta }\right )\right ]\right \} \times F_{\chi _{(n-1)}^{2}}\left (\frac{\gamma _{\sigma }^{(1)}} {\theta ^{2}} \right ), &i = 1 \\ \int _{0}^{\frac{\gamma _{\sigma }^{(2)}} {\theta ^{2}} }\left \{1 -\left [\varPhi \left ( \frac{\gamma _{\mu }^{(2)}} {\sqrt{n-1}}\sqrt{x} -\frac{\delta }{\theta }\right ) -\varPhi \left (- \frac{\gamma _{\mu }^{(2)}} {\sqrt{n-1}}\sqrt{x} -\frac{\delta }{\theta }\right )\right ]\right \} \times f_{\chi _{(n-1)}^{2}}(x)\,\mathit{dx},&i = 2 \\ \int _{-\infty }^{-\frac{\gamma _{\mu }^{(3)}} {\theta } -\frac{\delta }{\theta } }\phi (z) \times F_{\chi _{(n-1)}^{2}}\left (\max \{0,\gamma _{\sigma }^{(3)}/\theta ^{2} - (z -\delta /\theta )^{2}\}\right )\,dz \\ +\int _{ \frac{\gamma _{\mu }^{(3)}} {\theta } -\frac{\delta }{\theta }}^{\infty }\phi (z) \times F_{\chi _{(n)}^{2}}\left (\max \left \{0,\gamma _{\sigma }^{(3)}/\theta ^{2} - (z +\delta /\theta )^{2}\right \}\right )\,dz, &i = 3; \end{array} }$$ -
\(P_{\delta,\theta }\left (T^{(i)} \in [\mathrm{LCL}_{\mu }^{(i)},\mathrm{UCL}_{\mu }^{(i)}],\,U^{(i)}\not\in [0,\mathrm{UCL}_{\sigma }^{(i)}]\right )\) is equal to
$$\displaystyle{\begin{array}{ll} \left [\varPhi \left (\frac{\gamma _{\mu }^{(1)}} {\theta } -\frac{\delta }{\theta }\right ) -\varPhi \left (-\frac{\gamma _{\mu }^{(1)}} {\theta } -\frac{\delta }{\theta }\right )\right ] \times \left [1 - F_{\chi _{(n-1)}^{2}}\left (\frac{\gamma _{\sigma }^{(1)}} {\theta ^{2}} \right )\right ], &i = 1 \\ \int _{\frac{\gamma _{\sigma }^{(2)}} {\theta ^{2}} }^{\infty }\left [\varPhi \left ( \frac{\gamma _{\mu }^{(2)}} {\sqrt{n-1}}\sqrt{x} -\frac{\delta }{\theta }\right ) -\varPhi \left (- \frac{\gamma _{\mu }^{(2)}} {\sqrt{n-1}}\sqrt{x} -\frac{\delta }{\theta }\right )\right ] \times f_{\chi _{(n-1)}^{2}}(x)\,\mathit{dx},&i = 2 \\ \int _{ -\frac{\gamma _{\mu }^{(3)}} {\theta } -\frac{\delta }{\theta }}^{\frac{\gamma _{\mu }^{(3)}} {\theta } -\frac{\delta }{\theta } }\phi (z) \times \left [1 - F_{\chi _{(n)}^{2}}\left (\max \left \{0,\gamma _{\sigma }^{(3)}/\theta ^{2} - (z +\delta /\theta )^{2}\right \}\right )\right ]\,dz, &i = 3. \end{array} }$$
The derivation of \(P_{\delta,\theta }(T^{(i)} \in [\mathrm{LCL}_{\mu }^{(i)},\mathrm{UCL}_{\mu }^{(i)}],\,U^{(i)} \in [0,\mathrm{UCL}_{\sigma }^{(i)}])\) follows closely Walsh (1952). The apparent differences are essentially due to the fact that Walsh (1952) represented the shift in the process mean (resp. standard deviation) by \(a = \sqrt{n}(\mu _{0}-\mu )/\sigma\) (resp. \(b =\sigma _{0}/\sigma\)), i.e., \(\delta = -a/b\) (resp. \(\theta = 1/b\)), and considered a chart for σ with a lower control limit.
The derivation of the remaining probabilities follows in a straightforward manner.
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Morais, M.C., Ramos, P.F., Pacheco, A. (2015). Strategies to Reduce the Probability of a Misleading Signal. In: Knoth, S., Schmid, W. (eds) Frontiers in Statistical Quality Control 11. Frontiers in Statistical Quality Control. Springer, Cham. https://doi.org/10.1007/978-3-319-12355-4_12
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