On the α-risks for shewhart control charts

The performance of the usual Shewhart control charts for monitoring process means and variation can be greatly affected by nonnormal data or subgroups that are correlated. Define the α_k-risk for a Shewhart chart to be the probability that at least one “out-of-control” subgroup occurs in k subgroups when the control limits are calculated from the k subgroups. Simulation results show that the α_k-risks can be quite large even for a process with normally distributed, independent subgroups. When the data are nonnormal, it is shown that the α_k-risk increases dramatically. A method is also developed for simulating an “in-control” process with correlated subgroups from an autoregressive model. Simulations with this model indicate marked changes in the α_k-risks for the Shewhart charts utilizing this type of correlated process data. Therefore, in practice a process should be investigated thoroughly regarding whether or not it is generating normal, independent data before out-of-control points on the control charts are interpreted to be due to some real assignable cause.