6 Control Charts for Variables 6.1 Distribution of the Sample Range • To generate R-charts and s-charts it is necessary to work with the sampling distributions of the sample range R and the sample standard deviation s. A brief summary of these distributions when sampling from a normal distribution will be given. • The range R of a random sample X1 , X2 , . . . , Xn is R = X(n) − X(1) where X(n) and X(1) are, respectively, the largest and smallest order statistics in a sample of size n. • When taking a sample of size n from a N (0, 1) distribution, the pdf of R is: Z ∞ [Φ(x + r) − Φ(x)]n−2 φ(x)φ(x + r)dx r>0 g(r; n) = n(n − 1) −∞ and the CDF of R is: Z ∞ [Φ(x + r) − Φ(x)]n−1 φ(x)dx G(r; n) = n Z−∞ ∞ = n [Φ(x + r) − Φ(x)]n−1 + [Φ(x − r) + Φ(x) − 1]n−1 φ(x)dx r > 0 0 • If the sample was taken from a N (0, σ 2 ) distribution, then the relative range W = R/σ has pdf g(r; n). • The moments of the range R can be derived from either the pdf above or from the moments of minimum and maximum order statistics X(1) and X(n) . The following tables contain the first two moments of X(1) , X(n) , and R for n = 2, 3, 4, 5 from a N (0, 1) distribution. n 2 Exact values of E(X(1) ), E(X(n) ) and E(R) 3 4 5 3 3 2a 6a 5 − √ − √ 1+ 1+ − √ π π 2 π 2 π 4 π E(X(1) ) 1 −√ π E(X(n) ) 1 √ π 3 √ 2 π 3 √ 2 π 2a 1+ π 3 √ π 3 √ π E(R) 2 √ π 2a 1+ π 5 √ 6a 1+ π 5 √ 6a 1+ π 4 π 2 π where a = arcsin(1/3) ≈ 0.3398369094. 2 ), E(X 2 ) and E(R2 ) Exact values of E(X(1) (n) n 2 3√ 4√ √5 √ 3 3 5 3 5b 3 2 E(X(1) ) 1 1+ 1+ 1+ + 2π π 4π 2π 2 √ √ √ √ 3 3 5 3 5b 3 2 1+ 1+ + E(X(n) ) 1 1+ 2π π 4π 2π 2 √ √ √ √ 6+3 3 5 3 5b 3 60c 3 3 2 E(R ) 2 2+ 2+ 2+ + + 2 π π 2π π2 π √ where b = arcsin(1.4) ≈ .2526802552 and c = arcsin(1/ 6) ≈ 0.42053434. 45 6.2 Distribution of the Sample Standard Deviation • The sample standard deviation S of a random sample X1 , X2 , . . . , Xn is v u n u 1 X 2 t S = Xi − X . n − 1 i=1 • When taking a sample of size n from a N (µ, σ 2 ) distribution, the pdf of S is: g(s; n) = sν−1 ν ν/2 exp(−νs2 /2σ 2 ) 2(ν−2)/2 σ ν Γ(ν/2) s>0 where ν = n − 1 ≥ 1. • The first four moments of S are: r E(S) = σ Γ( n2 ) 2 n − 1 Γ( n−1 ) 2 nσ 2 E(S) E(S ) = n−1 4 3 • From Jensen’s inequality: E(S 2 ) = σ 2 E(S ) = n+1 n−1 σ4 E(S) = E[(S 2 )1/2 ] < [E(S 2 )]1/2 = σ. So E(S) < σ. • If we define r S ∗ = ) n − 1 Γ( n−1 2 S 2 Γ( n2 ) then E(S ∗ ) = σ. • Therefore, we can use the sample standard deviation to get an unbiased estimate of σ is we just multiply by the reciprocal of the biasing factor. • The same is true if we consider the range R. That is, if multiply by the reciprocal of the appropriate biasing factor then we can get another unbiased estimate of σ. Multipliers for constructing variables control charts • The following table will be used throughout this section. It contains multipliers for constructing variables control charts including x, R, s, and individual (IMR) charts. • We begin with x and R charts. • The x-chart is used to check if the mean of a process characteristic is on aim. • Because the variability of the process may cause the process mean to appear off aim, it is also necessary to check that the process variability is not too large. • Therefore, the x-chart will be accompanied by either an R-chart or an s-chart, both of which assess the stability of the variability of a process. 46 6 Control Charts for Variables 53 47 6.3 x and R-charts • Suppose the goal is to control the mean of some quality characteristic. Let random variable X correspond to the quality characteristic from a unit sampled from an in-control process. • Suppose it is known that X ∼ N (µ, σ 2 ) when the process is running If a sample in 2control. σ of n independent units is taken from this population, then X ∼ N µ, . n • Suppose m samples of size n are collected. For each sample, we can calculate the: Means x1 , x2 , . . . , xm Ranges R1 , R2 , . . . , Rm 6.3.1 and x = the mean of the m sample means and R = the mean of the m sample ranges For Known µ and σ • The µx + 3σx control limits for the x-chart when µ and σ are known are: 3 A= √ n UCL = µx + 3σx = Centerline = µx = µ (3) LCL = µx − 3σx = • To construct an R-chart, information about the relationship between the sample range R and the standard deviation σ from a normal distribution is needed. • Suppose Xi ∼ N (µ, σ 2 ) for i = 1, 2, . . . , n. Let x1 , x2 , . . . , xn be a random sample (realization) of size n. • The range R = xmax − xmin . • The relative range W = Rσ is a random variable with µW = d2 and σW = d3 . Values of d2 and d3 for various sample sizes are given in the table. • Motivation: Note that we can rewrite R as R = W σ. Substitution yields: µR = E(W σ) = σE(W ) = σd2 where the value of d2 = E(W ) depends on n. 2 σR2 = Var(W σ) = σ 2 Var(W ) = σ 2 σW . Thus, σR = σ σW = σd3 where the value of d3 depends on n. • Using these values, the µR ± 3σR control limits for the R-chart are: UCL = µR + 3σR = Centerline = µR = d2 σ LCL = µR − 3σR = D2 = d2 + 3d3 (4) D1 = d2 − 3d3 where D1 and D2 are constants that depend on sample size n and can be found in the table. 48 EXAMPLE 1: The following data represents m = 100 samples of size n = 4. The target is µ = 100. Assume σ = 2. The data can be found in the file xchart.dat. Samples 1 to 50 99.98 97.37 103.93 100.58 100.80 100.21 100.56 98.24 100.62 100.86 100.23 98.63 95.74 97.56 97.99 101.14 98.23 101.10 99.41 97.91 100.43 102.45 99.59 101.00 97.41 102.27 105.07 99.78 99.65 98.89 99.35 105.51 103.96 101.06 96.77 98.71 100.08 96.82 98.85 100.78 98.97 96.82 99.17 103.47 97.11 98.29 101.70 99.36 97.42 102.09 102.05 100.78 97.15 101.07 99.65 101.27 101.65 100.44 99.12 97.49 99.42 98.48 102.26 98.71 98.60 101.37 98.98 97.78 100.52 99.94 98.67 98.51 98.72 98.95 98.71 103.36 100.53 101.18 99.22 102.56 100.12 102.54 99.51 99.01 98.26 101.92 100.94 101.23 96.96 95.06 102.39 98.59 98.03 99.01 98.83 99.22 100.23 98.50 103.90 103.48 102.85 99.81 101.42 102.44 99.67 100.89 99.76 99.68 102.63 97.96 97.39 100.52 96.94 97.94 100.74 102.11 100.07 100.49 100.54 98.49 103.33 100.98 99.97 100.50 102.33 101.09 94.98 94.72 98.74 95.99 98.23 97.53 96.46 96.65 104.07 103.32 102.26 99.70 97.67 98.03 98.27 101.03 102.47 98.46 103.04 97.34 99.71 98.39 102.95 98.80 96.41 95.91 104.04 103.47 100.92 100.32 96.73 99.38 99.34 97.45 98.96 100.76 98.15 100.27 97.26 101.02 100.27 99.54 103.82 99.93 104.04 99.17 103.39 97.88 99.18 98.39 103.40 98.53 95.35 100.35 102.22 100.36 97.85 102.41 99.72 100.00 103.65 100.67 98.87 99.29 98.71 98.66 100.56 98.67 100.23 102.87 *92.69*101.20 (49) 98.27 99.51 Samples 51 to 100 98.73 99.03 99.80 101.33 100.86 98.53 102.10 99.72 97.17 99.63 102.49 99.33 103.09 101.78 99.22 98.16 101.02 100.23 103.35 101.35 100.34 98.72 100.52 99.08 100.03 99.43 99.04 99.03 100.25 100.14 103.67 100.67 99.24 101.35 103.45 98.20 99.01 100.83 100.47 99.24 98.76 100.15 99.72 101.58 99.00 98.96 99.01 99.67 95.65 99.22 49 103.48 99.77 99.50 98.56 97.13 98.90 100.14 99.75 101.43 100.62 98.77 100.17 99.96 99.27 100.48 99.80 97.61 98.86 100.99 98.96 98.10 100.65 101.59 100.29 100.38 105.95 102.26 103.68 98.28 100.44 100.34 98.10 103.31 97.08 96.63 98.63 100.01 99.73 97.71 101.09 99.65 98.44 97.35 99.86 97.75 97.62 98.41 99.29 99.31 100.71 100.13 96.95 98.30 99.94 99.86 100.43 101.64 101.58 102.45 102.76 101.29 100.17 100.65 101.58 100.83 99.76 98.09 102.01 101.28 103.74 101.88 102.30 99.22 98.73 103.30 102.47 99.48 98.38 102.65 99.67 *93.55*103.26 96.61 100.49 101.10 100.29 101.71 99.79 100.39 100.55 101.35 105.69 99.71 101.34 98.49 99.88 101.33 95.25 98.84 100.29 98.22 99.43 101.22 97.69 100.77 103.22 98.98 99.91 101.73 100.71 101.07 99.65 98.80 102.21 98.20 102.74 97.73 98.95 98.35 97.53 100.43 101.22 100.49 102.37 99.41 103.00 98.70 101.29 100.32 100.39 99.36 102.50 100.42 100.52 100.10 102.09 100.15 102.84 101.31 98.38 99.12 (91) 102.56 97.37 96.84 98.59 100.54 97.76 100.85 101.46 98.72 50 4 97.000000 4 97.000000 4 97.000000 4 97.000000 4 97.000000 4 97.000000 4 97.000000 4 97.000000 4 97.000000 4 97.000000 4 97.000000 4 97.000000 4 97.000000 4 97.000000 4 97.000000 4 97.000000 4 97.000000 4 97.000000 4 97.000000 4 97.000000 4 97.000000 4 97.000000 4 97.000000 4 97.000000 4 97.000000 4 97.000000 4 97.000000 4 97.000000 4 97.000000 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 98.74500 100.55000 103.27750 99.48750 99.46750 99.51250 99.67250 100.47250 99.60000 98.38750 100.47250 101.56750 97.58000 99.56750 97.83000 96.49250 100.35500 99.39500 100.99000 99.34500 100.07500 100.38250 99.27250 99.84750 100.26000 100.27250 100.41000 100.50250 101.17250 Lower Subgroup Limit Mean 1 Subgroup Sample sample Size 103.00000 103.00000 103.00000 103.00000 103.00000 103.00000 103.00000 103.00000 103.00000 103.00000 103.00000 103.00000 103.00000 103.00000 103.00000 103.00000 103.00000 103.00000 103.00000 103.00000 103.00000 103.00000 103.00000 103.00000 103.00000 103.00000 103.00000 103.00000 103.00000 1 5 1 3 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 2.920000 1.400000 4.540000 7.450000 5.540000 2.610000 5.700000 4.010000 2.760000 2.270000 2.850000 6.290000 2.520000 3.840000 2.750000 3.990000 6.590000 2.020000 3.910000 3.370000 1.500000 3.870000 4.710000 3.880000 4.670000 1.390000 6.780000 5.070000 3.040000 9.3963507 9.3963507 9.3963507 9.3963507 9.3963507 9.3963507 9.3963507 9.3963507 9.3963507 9.3963507 9.3963507 9.3963507 9.3963507 9.3963507 9.3963507 9.3963507 9.3963507 9.3963507 9.3963507 9.3963507 9.3963507 9.3963507 9.3963507 9.3963507 9.3963507 9.3963507 9.3963507 9.3963507 9.3963507 Special Upper Tests Limit Signaled 3 Sigma Limits with n=4 for Range Special Upper Tests Lower Subgroup Limit Signaled Limit Range 3 Sigma Limits with n=4 for Mean Means and Ranges Chart Summary for response The SHEWHART Procedure XBAR AND RANGE CHARTS (KNOWN MU AND SIGMA) 4 97.000000 4 97.000000 4 97.000000 4 97.000000 4 97.000000 4 97.000000 4 97.000000 4 97.000000 4 97.000000 4 97.000000 4 97.000000 4 97.000000 4 97.000000 4 97.000000 4 97.000000 4 97.000000 4 97.000000 4 97.000000 4 97.000000 4 97.000000 4 97.000000 4 97.000000 4 97.000000 4 97.000000 4 97.000000 4 97.000000 4 97.000000 4 97.000000 4 97.000000 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50 51 52 53 54 55 56 57 58 99.97750 100.07750 100.17250 100.92000 99.72750 99.26250 99.13000 100.05000 100.83750 98.80250 100.24000 100.29000 98.72000 98.52500 101.70000 99.23000 98.91750 100.98500 97.88500 99.43500 98.90500 100.57250 100.96000 99.69500 99.97000 100.43750 101.61750 99.79750 99.56000 Lower Subgroup Limit Mean 30 Subgroup Sample sample Size 103.00000 103.00000 103.00000 103.00000 103.00000 103.00000 103.00000 103.00000 103.00000 103.00000 103.00000 103.00000 103.00000 103.00000 103.00000 103.00000 103.00000 103.00000 103.00000 103.00000 103.00000 103.00000 103.00000 103.00000 103.00000 103.00000 103.00000 103.00000 103.00000 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0.760000 3.120000 4.690000 0.810000 3.640000 4.090000 0.940000 5.260000 5.210000 11.210000 4.370000 3.030000 0.930000 2.180000 4.640000 1.970000 5.590000 3.420000 5.720000 6.440000 4.410000 5.510000 5.330000 7.050000 2.050000 6.700000 7.360000 1.800000 5.110000 9.3963507 9.3963507 9.3963507 9.3963507 9.3963507 9.3963507 9.3963507 9.3963507 9.3963507 9.3963507 9.3963507 9.3963507 9.3963507 9.3963507 9.3963507 9.3963507 9.3963507 9.3963507 9.3963507 9.3963507 9.3963507 9.3963507 9.3963507 9.3963507 9.3963507 9.3963507 9.3963507 9.3963507 9.3963507 1 Special Upper Tests Limit Signaled 3 Sigma Limits with n=4 for Range Special Upper Tests Lower Subgroup Limit Signaled Limit Range 3 Sigma Limits with n=4 for Mean Means and Ranges Chart Summary for response The SHEWHART Procedure XBAR AND RANGE CHARTS (KNOWN MU AND SIGMA) 51 4 97.000000 4 97.000000 4 97.000000 4 97.000000 4 97.000000 4 97.000000 4 97.000000 4 97.000000 4 97.000000 4 97.000000 4 97.000000 4 97.000000 4 97.000000 4 97.000000 4 97.000000 4 97.000000 4 97.000000 4 97.000000 4 97.000000 4 97.000000 4 97.000000 4 97.000000 4 97.000000 4 97.000000 4 97.000000 4 97.000000 4 97.000000 4 97.000000 4 97.000000 60 61 62 63 64 65 66 67 68 69 70 71 72 73 74 75 76 77 78 79 80 81 82 83 84 85 86 87 99.27750 101.11750 102.14250 100.49250 100.06250 101.35000 101.12250 101.43500 100.94750 100.15250 98.99500 99.87750 99.86500 99.78750 99.09500 99.28750 99.71500 99.42000 100.36000 98.61000 99.78500 99.83500 99.03500 102.48250 102.05500 100.21500 100.57750 100.07250 98.84250 Lower Subgroup Limit Mean 59 Subgroup Sample sample Size 103.00000 103.00000 103.00000 103.00000 103.00000 103.00000 103.00000 103.00000 103.00000 103.00000 103.00000 103.00000 103.00000 103.00000 103.00000 103.00000 103.00000 103.00000 103.00000 103.00000 103.00000 103.00000 103.00000 103.00000 103.00000 103.00000 103.00000 103.00000 103.00000 2 5 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 1.420000 4.100000 3.640000 3.920000 1.590000 1.850000 4.310000 2.620000 1.390000 2.260000 1.640000 6.050000 1.400000 3.960000 2.900000 3.870000 1.990000 3.820000 5.000000 3.600000 6.230000 4.640000 2.240000 1.900000 7.150000 2.260000 4.390000 2.030000 4.560000 Special Upper Tests Lower Subgroup Limit Signaled Limit Range 9.3963507 9.3963507 9.3963507 9.3963507 9.3963507 9.3963507 9.3963507 9.3963507 9.3963507 9.3963507 9.3963507 9.3963507 9.3963507 9.3963507 9.3963507 9.3963507 9.3963507 9.3963507 9.3963507 9.3963507 9.3963507 9.3963507 9.3963507 9.3963507 9.3963507 9.3963507 9.3963507 9.3963507 9.3963507 Special Upper Tests Limit Signaled 100 99 98 97 96 95 94 93 92 91 90 89 88 4 97.000000 4 97.000000 4 97.000000 4 97.000000 4 97.000000 4 97.000000 4 97.000000 4 97.000000 4 97.000000 4 97.000000 4 97.000000 4 97.000000 99.26750 98.42250 99.72250 99.45500 101.63500 99.63250 99.98000 99.62000 99.95250 98.67250 99.98500 99.91000 102.36000 Lower Subgroup Limit Mean 4 97.000000 Subgroup Sample sample Size 103.00000 103.00000 103.00000 103.00000 103.00000 103.00000 103.00000 103.00000 103.00000 103.00000 103.00000 103.00000 103.00000 4 0 0 0 0 0 0 0 0 0 0 0 0 0 1.570000 6.210000 2.360000 3.580000 6.730000 1.960000 4.870000 3.730000 5.950000 9.710000 4.270000 2.930000 2.470000 9.3963507 9.3963507 9.3963507 9.3963507 9.3963507 9.3963507 9.3963507 9.3963507 9.3963507 9.3963507 9.3963507 9.3963507 9.3963507 1 Special Upper Tests Limit Signaled 3 Sigma Limits with n=4 for Range Special Upper Tests Lower Subgroup Limit Signaled Limit Range 3 Sigma Limits with n=4 for Mean Means and Ranges Chart Summary for response Means and Ranges Chart Summary for response 3 Sigma Limits with n=4 for Range The SHEWHART Procedure The SHEWHART Procedure 3 Sigma Limits with n=4 for Mean XBAR AND RANGE CHARTS (KNOWN MU AND SIGMA) XBAR AND RANGE CHARTS (KNOWN MU AND SIGMA) XBAR AND RANGE CHARTS (KNOWN MU AND SIGMA) The SHEWHART Procedure 52 SAS Code for x and R charts for Example 1 assuming µ = 100 and σ = 2: DM ’LOG; CLEAR; OUT; CLEAR;’; * ODS LISTING; * This is used if you want tables as text output; * ODS PRINTER PDF file=’c:\courses\st528\sas\xrchart.pdf’; OPTIONS NODATE NONUMBER LS=120 PS=120; DATA in; INFILE ’c:\courses\st528\sas\xchart.dat’; DO sample =1 TO 100; DO unit = 1 TO 4; INPUT response @@; OUTPUT; END; END; TITLE ’XBAR AND RANGE CHARTS (KNOWN MU AND SIGMA)’; SYMBOL1 V=DOT WIDTH=.5; PROC SHEWHART DATA=in ; XRCHART response*sample=’1’ / NPANELPOS=100 ZONES ZONELABELS MU0=100 XSYMBOL=MU0 SIGMA0=2 RSYMBOL=R0 TESTS = 1 TO 8 LTESTS = 2 TESTS2 = 1 TABLETESTS ALLN SPLIT = ’/’; LABEL RESPONSE = ’AVERAGE RESPONSE/RANGE’; RUN; SAS Code for x and s charts for Example 1 assuming µ = 100 and σ = 2: DM ’LOG; CLEAR; OUT; CLEAR;’; * ODS LISTING; * This is used if you want tables as text output; * ODS PRINTER PDF file=’C:\COURSES\ST528\SAS\xschart.pdf’; OPTIONS NODATE NONUMBER; DATA IN; INFILE ’c:\courses\st528\sas\xchart.dat’; DO sample =1 TO 100; DO unit = 1 TO 4; INPUT response @@; OUTPUT; END; END; TITLE ’XBAR AND S CHARTS (KNOWN MU AND SIGMA)’; SYMBOL1 V=DOT WIDTH=1; PROC SHEWHART DATA=IN ; XSCHART response*sample=’1’ / NPANELPOS=100 ZONES ZONELABELS MU0=100 XSYMBOL=MU0 SIGMA0=2 SSYMBOL=S0 TESTS = 1 TO 8 LTESTS = 2 TESTS2 = 1 TABLETESTS ALLN SPLIT = ’/’; LABEL response = ’AVERAGE RESPONSE/STANDARD DEVIATION’; RUN; 53 6.3.2 For Unknown µ and σ • For new processes, µ and σ are typically not known at startup. Thus, a set of m preliminary samples must be collected in order to compute estimates of µ and σ. – xi and Ri should be computed for each of the preliminary samples. Pm xi – The estimator of the unknown mean µ is µ b = x = i=1 . m Pm Ri – The estimator of σ is σ b = dR2 , where R = i=1 . m • Motivation for estimating σ based on sample ranges: – Earlier we showed that µR = σd2 . This implies σ = µR /d2 . σ b R – Replacing µR with µ bR = R, we get σ b = R/d2 . Then σ bx = √ = √ n d2 n • Substitution of the estimators into equations (3) and (4) for the unknown parameters yields the following trial control limits for the x-chart: σ b UCL = µ b + 3√ = n Centerline = µ b = x σ b = LCL = µ b − 3√ n A2 = 3 √ d2 n (5) • Motivation for estimating σR based on sample ranges: – Earlier we showed that σR = σd3 . Replace σ with σ b = R/d2 . – Then σ bR = σ bd3 = Rd3 . We then substitute µ bR and σ bR into µ bR ± 3b σR . d2 • The trial control limits for the R-chart are: b + 3b UCL = R σR = D4 = 1 + 3 d3 d2 b = R Centerline = R (6) b − 3b LCL = R σR = D3 = 1 − 3 d3 d2 where D3 and D4 are constants dependent on sample size with values given in the table. • Because the x chart is dependent upon the variability of the process being in control, it is good practice to first check if the preliminary values of Ri indicate in-control process variability. • The trial limits for R must be used to test whether or not the process was in control when the preliminary samples were taken. When testing with the R-chart, it is common to use Rule 1 only to determine if the process variability is out-of-control. – If this test on the range indicates no out of control signals, adopt the trial control limits as valid control limits for future process control testing. 54 – – –– If any range points indicate an out-of-control process, an investigation for assignable causes should carried out. in-control samples are collected. These can be be revised as more If causeindicate can be an found, delete theprocess, point and thefor trial control If an anyassignable range points out-of-control an recompute investigation assignable limits. causes should be carried out. –– If be found, one two things can be done. If no an assignable assignable cause cause can is found, delete theofpoint and recompute the trial control limits. point can be can deleted and new – If(i)noThe assignable cause be found, onelimits of twocomputed. things can Continue be done. with the preceding limits and are found. (i) test The until pointacceptable can be deleted new limits computed. Continue with the preceding (ii) Retain theacceptable point alonglimits withare thefound. trial control limits. Future points can be plotted to test until if they inalong control. If the so, accept the limits as Future valid. points can be plotted to (ii) see Retain theplot point with trial control limits. see if trial they limits plot inare control. If so, as valid. • If the R-chart accepted as adopt valid, the thenlimits perform the same test on the x-chart, subsettrial of the rules proposed If both x andthe R control limits x-chart, • using If theany R-chart limits are adoptedearlier. as valid, then the perform same test on are theaccepted as valid, proceed with process control analysis. using any subset of the rules proposed earlier. If both the x and R control limits are adopted as valid, proceed process control analysis. process control testing can proceed. • Once valid controlwith limits have been computed, • Once valid control have been computed, for process control can proceed. – Samples shouldlimits be collected from the sametesting process. –– Compute the values xi same and Rprocess. Collect samples fromofthe i for each sample as the data becomes available. –– Plot the most current of x andasRthe on data the control charts. xi and Ri forvalues each sample becomes available. Compute –– Use subset of thevalues rules of discussed in control this paper to determine if the process is xi and Rearlier charts. Plotathese current i on the in control. – running Use a subset of the rules for the x-chart discussed earlier to determine if the process is running in control. both charts show an out-of-control signal for the same sample, it is suggested to search – If an assignable for a changesignal in variability firstsample, becauseit is bringing thetoprocess – for If both charts showcause an out-of-control for the same suggested search variability under control may return the process to the in-control state on the x-chart. for an assignable cause for a change in variability first because bringing the process variability under control may return the process to the in-control state on the x-chart. EXAMPLE 2: The melt index of an extrusion grad polyethylene compound is to be studied to determine variation in melt this quality and relate to raw material, shift, is and changes EXAMPLE 2: The index ofproperty an extrusion grad it polyethylene compound to other be studied to in the process. Ability process to produce trial control limits is also shift, to be and studied. determine variation in of thisthe quality property and relate it to raw material, otherSamples changes of = process. 4 are selected meltprocess index to values are collected. In limits an initial study, was collected in nthe Abilityand of the produce trial control is also to bedata studied. Samples over 7 days m = 20 samples. The dataiswith the sample and ranges givenyielding in the of size n = yielding 4 are selected and the melt index recorded. Data means was collected overare 7 days following table. The data with the sample means and ranges are given in the following table. m = 20 samples. 55 60 XBAR and RANGE Charts (Unknown MU and SIGMA) The SHEWHART Procedure XBAR and RANGE Charts (Unknown MU and SIGMA) The SHEWHART Procedure Means and Ranges Chart Summary for INDEX 3 Sigma Limits with n=4 for Mean SAMPLE Subgroup Sample Size Lower Subgroup Limit Mean 3 Sigma Limits with n=4 for Range Special Upper Tests Lower Subgroup Limit Signaled Limit Range Special Upper Tests Limit Signaled 1 4 221.37630 223.25000 248.69870 0 13.000000 42.788467 2 4 221.37630 236.25000 248.69870 0 19.000000 42.788467 3 4 221.37630 239.25000 248.69870 0 59.000000 42.788467 4 4 221.37630 236.50000 248.69870 0 39.000000 42.788467 5 4 221.37630 235.75000 248.69870 0 13.000000 42.788467 6 4 221.37630 244.25000 248.69870 0 33.000000 42.788467 7 4 221.37630 240.25000 248.69870 0 5.000000 42.788467 8 4 221.37630 247.75000 248.69870 5 0 31.000000 42.788467 9 4 221.37630 241.50000 248.69870 6 0 19.000000 42.788467 10 4 221.37630 229.00000 248.69870 0 18.000000 42.788467 11 4 221.37630 226.50000 248.69870 0 14.000000 42.788467 12 4 221.37630 233.75000 248.69870 0 16.000000 42.788467 13 4 221.37630 224.25000 248.69870 0 9.000000 42.788467 14 4 221.37630 225.75000 248.69870 0 10.000000 42.788467 15 4 221.37630 229.50000 248.69870 0 16.000000 42.788467 16 4 221.37630 236.25000 248.69870 0 9.000000 42.788467 17 4 221.37630 247.75000 248.69870 0 7.000000 42.788467 18 4 221.37630 239.75000 248.69870 0 17.000000 42.788467 19 4 221.37630 231.50000 248.69870 0 22.000000 42.788467 20 4 221.37630 232.00000 248.69870 0 6.000000 42.788467 56 56 1 XBAR and R Charts (Sample 3 Removed) The SHEWHART Procedure XBAR and R Charts (Samples 3,4,6,8 Removed) The SHEWHART Procedure 57 58 4 222.69807 4 222.69807 4 222.69807 18 19 20 4 222.69807 12 4 222.69807 4 222.69807 11 17 4 222.69807 10 4 222.69807 4 222.69807 9 16 4 222.69807 8 4 222.69807 4 222.69807 7 4 222.69807 4 222.69807 6 15 4 222.69807 5 14 4 222.69807 4 4 222.69807 4 222.69807 13 4 222.69807 2 232.00000 231.50000 239.75000 247.75000 236.25000 229.50000 225.75000 224.25000 233.75000 226.50000 229.00000 241.50000 247.75000 240.25000 244.25000 235.75000 236.50000 236.25000 223.25000 Lower Subgroup Limit Mean 1 Subgroup Sample sample Size 246.93351 246.93351 246.93351 246.93351 246.93351 246.93351 246.93351 246.93351 246.93351 246.93351 246.93351 246.93351 246.93351 246.93351 246.93351 246.93351 246.93351 246.93351 246.93351 1 6 5 6 1 5 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 6.000000 22.000000 17.000000 7.000000 9.000000 16.000000 10.000000 9.000000 16.000000 14.000000 18.000000 19.000000 31.000000 5.000000 33.000000 13.000000 39.000000 19.000000 13.000000 Special Upper Tests Lower Subgroup Limit Signaled Limit Range 37.954121 37.954121 37.954121 37.954121 37.954121 37.954121 37.954121 37.954121 37.954121 37.954121 37.954121 37.954121 37.954121 37.954121 37.954121 37.954121 37.954121 37.954121 37.954121 1 Special Upper Tests Limit Signaled 20 19 18 17 16 15 14 13 12 11 10 9 7 5 2 1 4 223.61305 4 223.61305 4 223.61305 4 223.61305 4 223.61305 4 223.61305 4 223.61305 4 223.61305 4 223.61305 4 223.61305 4 223.61305 4 223.61305 4 223.61305 4 223.61305 4 223.61305 232.00000 231.50000 239.75000 247.75000 236.25000 229.50000 225.75000 224.25000 233.75000 226.50000 229.00000 241.50000 240.25000 235.75000 236.25000 223.25000 Lower Subgroup Limit Mean 4 223.61305 Subgroup Sample sample Size 243.01195 243.01195 243.01195 243.01195 243.01195 243.01195 243.01195 243.01195 243.01195 243.01195 243.01195 243.01195 243.01195 243.01195 243.01195 243.01195 1 6 5 5 1 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 6.000000 22.000000 17.000000 7.000000 9.000000 16.000000 10.000000 9.000000 16.000000 14.000000 18.000000 19.000000 5.000000 13.000000 19.000000 13.000000 Special Upper Tests Lower Subgroup Limit Signaled Limit Range 30.379811 30.379811 30.379811 30.379811 30.379811 30.379811 30.379811 30.379811 30.379811 30.379811 30.379811 30.379811 30.379811 30.379811 30.379811 30.379811 Special Upper Tests Limit Signaled 3 Sigma Limits with n=4 for Range Means and Ranges Chart Summary for index 3 Sigma Limits with n=4 for Mean Means and Ranges Chart Summary for index 3 Sigma Limits with n=4 for Range The SHEWHART Procedure The SHEWHART Procedure 3 Sigma Limits with n=4 for Mean XBAR and R Charts (Samples 3,4,6,8 Removed) XBAR and R Charts (Sample 3 Removed) SAS Code for x and R charts for Example 2 assuming µ and σ are unknown DM ’LOG; CLEAR; OUT; CLEAR;’; * ODS LISTING; * This is used if you want tables as text output; * ODS PRINTER PDF file=’C:\COURSES\ST528\SAS\xrchrt2.pdf’; OPTIONS NODATE NONUMBER LS=120 PS=120; DATA in; INPUT sample day shift @@; DO item = 1 TO 4; INPUT index @@; OUTPUT; END; LINES; 1 1 3 218 224 220 231 2 1 1 228 3 1 4 280 228 228 221 4 2 3 210 5 2 1 243 240 230 230 6 2 4 225 7 3 2 240 238 240 243 8 3 1 244 9 3 4 238 233 252 243 10 4 2 228 11 4 4 218 232 230 226 12 4 3 226 13 5 1 224 221 230 222 14 5 4 230 15 5 3 224 228 226 240 16 6 1 232 17 6 4 243 250 248 250 18 6 3 247 19 7 1 224 228 228 246 20 7 4 236 ; TITLE ’XBAR and RANGE Charts (Unknown MU SYMBOL1 V=DOT WIDTH=1; 236 249 250 248 238 231 220 240 238 230 247 241 258 265 220 236 227 241 244 230 234 246 244 234 230 242 226 232 230 232 and SIGMA)’; PROC SHEWHART DATA=in; XRCHART index*sample=’1’ / NPANELPOS=20 ZONES ZONELABELS TESTS = 1 TO 8 LTESTS = 2 TESTS2 = 1 TABLETEST ALLN SPLIT = ’/’; LABEL RESPONSE = ’MEAN/RANGE’; RUN; SAS Code for x and s charts for Example 2 assuming µ and σ are unknown DM ’LOG; CLEAR; OUT; CLEAR;’; * ODS LISTING; * This is used if you want tables as text output; * ODS PRINTER PDF file=’C:\COURSES\ST528\SAS\xschrt2.pdf’; OPTIONS NODATE NONUMBER; DATA in; INPUT sample day shift @@; DO item = 1 TO 4; INPUT index @@; OUTPUT; END; LINES; (same data set as above) ; TITLE ’XBAR and S Charts (Unknown MU and SIGMA)’; SYMBOL1 V=DOT WIDTH=1; PROC SHEWHART DATA=in; XSCHART index*sample=’1’ / NPANELPOS=20 ZONES ZONELABELS TESTS = 1 TO 8 LTESTS = 2 TESTS2 = 1 TABLETEST ALLN SPLIT = ’/’; LABEL RESPONSE = ’MEAN/STANDARD DEVIATION’; RUN; 59 6.4 x and s-charts • The x and R-charts work well when the sample sizes are constant and relatively small. • For larger sample sizes, say n > 10, the sample range fails to account for much of the information provided by the sample when the n − 2 middle observations are ignored. • Therefore, it is suggested that the x and s-charts be used when the sample size is greater than 10. Note: some references say that if n > 5 or 6 then x- and s-charts should be used. • It is important to note that E(s2 ) = σ 2 but E(s) 6= σ. • Therefore, there exists a value c4 for each sample size n such that µs = E(s) = c4 σ where 12 Γ n2 s 2 . This implies E c4 = = σ. n−1 c4 n−1 Γ 2 • It can also be shown that σs = σ 6.4.1 p 1 − c24 . Values of c4 can be found in the table. For Known µ and σ • The control limits for the x-chart when both µ and σ are known can be computed using the formulas in (3). • Motivation for the UCL and LCL: – Recall that S is not an unbiased estimator of σ. But, for each n, there exists a constant c4 such that µS = E(s) = c4 σ. Therefore, when plotting sample standard deviations, the centerline should be at c4 σ. q 2 2 2 – Because σs = σ (1 − c4 ), we get σs = σ 1 − c24 . This is substituted to find the UCL and LCL for the s chart. • Given a known value of σ and sample size n, the control limits for the s-chart are: UCL = µs + 3σs = Centerline = µs = c4 σ (7) LCL = µs − 3σs = Values of B5 and B6 are given in the table for various values of n. Pn • For each sample (i = 1, . . . , m), compute xi = j=1 n xij sP and si = n j=1 (xij − xi )2 . n−1 The value of si is then plotted against i on the s-chart. Use Rule 1 and the above control limits to determine if the variability of the process characteristic in control. 60 61 4 97.000000 4 97.000000 4 97.000000 4 97.000000 4 97.000000 4 97.000000 4 97.000000 4 97.000000 4 97.000000 4 97.000000 4 97.000000 4 97.000000 4 97.000000 4 97.000000 4 97.000000 4 97.000000 4 97.000000 4 97.000000 4 97.000000 4 97.000000 4 97.000000 4 97.000000 4 97.000000 4 97.000000 4 97.000000 4 97.000000 4 97.000000 4 97.000000 4 97.000000 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 98.74500 100.55000 103.27750 99.48750 99.46750 99.51250 99.67250 100.47250 99.60000 98.38750 100.47250 101.56750 97.58000 99.56750 97.83000 96.49250 100.35500 99.39500 100.99000 99.34500 100.07500 100.38250 99.27250 99.84750 100.26000 100.27250 100.41000 100.50250 101.17250 Lower Subgroup Limit Mean 1 Subgroup Sample sample Size 103.00000 103.00000 103.00000 103.00000 103.00000 103.00000 103.00000 103.00000 103.00000 103.00000 103.00000 103.00000 103.00000 103.00000 103.00000 103.00000 103.00000 103.00000 103.00000 103.00000 103.00000 103.00000 103.00000 103.00000 103.00000 103.00000 103.00000 103.00000 103.00000 1 5 1 3 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 1.3550031 0.6270566 1.9476717 3.8733308 2.4069673 1.1296128 2.4286262 2.2950726 1.3376098 1.0457653 1.2810250 2.8223793 1.2249898 1.9716385 1.2691467 1.9567213 3.1287964 0.9956740 1.6850519 1.6222721 0.6785524 1.6026722 2.2004753 1.6976921 1.9638907 0.6693965 2.8163807 2.1973677 1.5124456 4.1754987 4.1754987 4.1754987 4.1754987 4.1754987 4.1754987 4.1754987 4.1754987 4.1754987 4.1754987 4.1754987 4.1754987 4.1754987 4.1754987 4.1754987 4.1754987 4.1754987 4.1754987 4.1754987 4.1754987 4.1754987 4.1754987 4.1754987 4.1754987 4.1754987 4.1754987 4.1754987 4.1754987 4.1754987 Special Upper Tests Limit Signaled 3 Sigma Limits with n=4 for Std Dev Special Upper Tests Lower Subgroup Limit Signaled Limit Std Dev 3 Sigma Limits with n=4 for Mean Means and Standard Deviations Chart Summary for response The SHEWHART Procedure XBAR AND S CHARTS (KNOWN MU AND SIGMA) 58 57 56 55 54 53 52 51 50 49 48 47 46 45 44 43 42 41 40 39 38 37 36 35 34 33 32 31 30 4 97.000000 4 97.000000 4 97.000000 4 97.000000 4 97.000000 4 97.000000 4 97.000000 4 97.000000 4 97.000000 4 97.000000 4 97.000000 4 97.000000 4 97.000000 4 97.000000 4 97.000000 4 97.000000 4 97.000000 4 97.000000 4 97.000000 4 97.000000 4 97.000000 4 97.000000 4 97.000000 4 97.000000 4 97.000000 4 97.000000 4 97.000000 4 97.000000 99.97750 100.07750 100.17250 100.92000 99.72750 99.26250 99.13000 100.05000 100.83750 98.80250 100.24000 100.29000 98.72000 98.52500 101.70000 99.23000 98.91750 100.98500 97.88500 99.43500 98.90500 100.57250 100.96000 99.69500 99.97000 100.43750 101.61750 99.79750 99.56000 Lower Subgroup Limit Mean 4 97.000000 Subgroup Sample sample Size 103.00000 103.00000 103.00000 103.00000 103.00000 103.00000 103.00000 103.00000 103.00000 103.00000 103.00000 103.00000 103.00000 103.00000 103.00000 103.00000 103.00000 103.00000 103.00000 103.00000 103.00000 103.00000 103.00000 103.00000 103.00000 103.00000 103.00000 103.00000 103.00000 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0.3439356 1.4095951 2.1565462 0.3541186 1.5154840 1.7126661 0.4327432 2.3758928 2.3738769 4.8650617 1.8902381 1.2502000 0.3823611 0.9660055 2.2533235 0.8711295 2.4388436 1.6278923 3.1018328 2.7693621 1.8342755 2.2778261 2.4949683 3.0378556 0.8915530 2.8109355 3.1539327 0.8025117 2.1563395 4.1754987 4.1754987 4.1754987 4.1754987 4.1754987 4.1754987 4.1754987 4.1754987 4.1754987 4.1754987 4.1754987 4.1754987 4.1754987 4.1754987 4.1754987 4.1754987 4.1754987 4.1754987 4.1754987 4.1754987 4.1754987 4.1754987 4.1754987 4.1754987 4.1754987 4.1754987 4.1754987 4.1754987 4.1754987 1 Special Upper Tests Limit Signaled 3 Sigma Limits with n=4 for Std Dev Special Upper Tests Lower Subgroup Limit Signaled Limit Std Dev 3 Sigma Limits with n=4 for Mean Means and Standard Deviations Chart Summary for response The SHEWHART Procedure XBAR AND S CHARTS (KNOWN MU AND SIGMA) XBAR AND S CHARTS (KNOWN MU AND SIGMA) The SHEWHART Procedure 62 4 97.000000 4 97.000000 4 97.000000 4 97.000000 4 97.000000 4 97.000000 78 79 80 81 82 83 103.00000 103.00000 103.00000 103.00000 103.00000 103.00000 103.00000 103.00000 103.00000 103.00000 103.00000 103.00000 103.00000 103.00000 103.00000 103.00000 103.00000 103.00000 103.00000 103.00000 103.00000 5 103.00000 Procedure 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0.7035328 0.8808708 1.8736306 1.3607473 0.7659145 0.9515733 0.6988324 2.4889271 0.6471218 1.7620892 1.6290386 1.6470453 0.9186403 2.0824665 2.1212889 1.4900559 2.9149557 2.1992347 1.0449083 0.8268968 3.1434005 0.9997833 1.8297063 0.9454584 2.0537993 100.49250 103.00000 4 97.000000 3 Sigma Limits with n=4 for 102.14250 103.00000 Mean 4 97.000000 1.7137556 4.1754987 4.1754987 4.1754987 4.1754987 4.1754987 4.1754987 4.1754987 4.1754987 4.1754987 4.1754987 4.1754987 4.1754987 4.1754987 4.1754987 4.1754987 4.1754987 4.1754987 4.1754987 4.1754987 4.1754987 4.1754987 4.1754987 4.1754987 4.1754987 4.1754987 4.1754987 3 Sigma Limits with n=4 for 0 1.7490259 Std Dev 4.1754987 0 Means and Standard Deviations Chart Summary for response 100.06250 101.35000 103.00000 The SHEWHART 101.12250 101.43500 100.94750 100.15250 98.99500 99.87750 99.86500 99.78750 99.09500 99.28750 99.71500 99.42000 100.36000 98.61000 99.78500 99.83500 99.03500 102.48250 102.05500 100.21500 100.57750 103.00000 103.00000 Special Upper Tests Limit Signaled 4 97.000000 4 97.000000 4 97.000000 4 97.000000 4 97.000000 4 97.000000 4 97.000000 4 97.000000 4 97.000000 4 97.000000 4 97.000000 4 97.000000 4 97.000000 88 89 90 91 92 93 94 95 96 97 98 99 100 99.26750 98.42250 99.72250 99.45500 101.63500 99.63250 99.98000 99.62000 99.95250 98.67250 99.98500 99.91000 102.36000 103.00000 103.00000 103.00000 103.00000 103.00000 103.00000 103.00000 103.00000 103.00000 103.00000 103.00000 103.00000 103.00000 4 0 0 0 0 0 0 0 0 0 0 0 0 0 0.7142070 3.4366396 0.9691706 1.4932403 2.8797511 0.9836115 2.2692583 1.6033091 2.4697689 3.9788221 1.8558466 1.2648320 1.0750194 4.1754987 4.1754987 4.1754987 4.1754987 4.1754987 4.1754987 4.1754987 4.1754987 4.1754987 4.1754987 4.1754987 4.1754987 4.1754987 86 Subgroup4 97.000000 101.11750 103.00000 Special 2 0 1.9525432 4.1754987 Special Sample4 97.000000 Lower Subgroup Upper Tests Lower0 Subgroup Upper Tests 87 99.27750 103.00000 0.6153251 4.1754987 sample Size Limit Mean Limit Signaled Limit Std Dev Limit Signaled 85 84 4 97.000000 77 98.84250 100.07250 Special Upper Tests Lower Subgroup Limit Signaled Limit Std Dev 3 Sigma Limits with n=4 for Std Dev XBAR AND S CHARTS (KNOWN MU AND SIGMA) 4 97.000000 4 97.000000 70 76 4 97.000000 69 4 97.000000 4 97.000000 68 75 4 97.000000 67 4 97.000000 4 97.000000 66 74 4 97.000000 65 4 97.000000 4 97.000000 64 73 4 97.000000 63 4 97.000000 4 97.000000 62 72 4 97.000000 61 4 97.000000 4 97.000000 71 4 97.000000 Lower Subgroup Limit Mean 60 Subgroup Sample Size 59 sample 3 Sigma Limits with n=4 for Mean Means and Standard Deviations Chart Summary for response The SHEWHART Procedure XBAR AND S CHARTS (KNOWN MU AND SIGMA) 6.4.2 For Unknown µ and σ • When both µ and σ are unknown, estimates of these parameters must be computed based on m preliminary samples. Let: Pm xi x = i=1 be the mean of the sample means and m Pm si s = i=1 be the mean of the sample standard deviations. m • Therefore, the estimator of µ is x. • Because E(s) = E(si ) for each i, we have E(s) = c4 σ. It follows that E s Thus, an unbiased estimator of σ is σ b= and, σ bs = σ b c4 s c4 = σ. q q s 2 1 − c4 = 1 − c24 . c4 • The trial control limits for the x-chart are: σ b = UCL = µ b + 3√ n Centerline = µ b=x (8) σ b = LCL = µ b − 3√ n • The trial control limits for the s-chart are: UCL = µ bs + 3b σs = Centerline = µ bs = s (9) LCL = µ bs + 3b σs = where B3 and B4 can be found in the table. • These trial control limits must be tested in the same fashion as the trial control limits for the x- and R-charts were tested. • That is, plot the si values on the s-chart analogously to the way the Ri values are plotted on the R-chart. • Once acceptable control limits have been found for both charts, proceed with process control analysis. 63 XBAR and S Charts (Unknown MU and SIGMA) The SHEWHART Procedure XBAR and S Charts (Unknown MU and SIGMA) The SHEWHART Procedure Means and Standard Deviations Chart Summary for index 3 Sigma Limits with n=4 for Mean sample Subgroup Sample Size Lower Subgroup Limit Mean 3 Sigma Limits with n=4 for Std Dev Special Upper Tests Lower Subgroup Limit Signaled Limit Std Dev Special Upper Tests Limit Signaled 1 4 221.43037 223.25000 248.64463 0 5.737305 18.938856 2 4 221.43037 236.25000 248.64463 0 7.932003 18.938856 3 4 221.43037 239.25000 248.64463 0 27.366342 18.938856 4 4 221.43037 236.50000 248.64463 0 17.972201 18.938856 5 4 221.43037 235.75000 248.64463 0 6.751543 18.938856 6 4 221.43037 244.25000 248.64463 0 14.056434 18.938856 7 4 221.43037 240.25000 248.64463 0 2.061553 18.938856 8 4 221.43037 247.75000 248.64463 5 0 12.919623 18.938856 9 4 221.43037 241.50000 248.64463 6 0 8.103497 18.938856 10 4 221.43037 229.00000 248.64463 0 7.393691 18.938856 11 4 221.43037 226.50000 248.64463 0 6.191392 18.938856 12 4 221.43037 233.75000 248.64463 0 6.849574 18.938856 13 4 221.43037 224.25000 248.64463 0 4.031129 18.938856 14 4 221.43037 225.75000 248.64463 0 4.193249 18.938856 15 4 221.43037 229.50000 248.64463 0 7.187953 18.938856 16 4 221.43037 236.25000 248.64463 0 4.924429 18.938856 17 4 221.43037 247.75000 248.64463 0 3.304038 18.938856 18 4 221.43037 239.75000 248.64463 0 7.500000 18.938856 19 4 221.43037 231.50000 248.64463 0 9.848858 18.938856 20 4 221.43037 232.00000 248.64463 0 2.828427 18.938856 56 64 1