A CUSUM control chart for monitoring the variance when parameters are estimated |
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Authors: | Philippe Castagliola Petros E Maravelakis |
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Institution: | 1. Université de Nantes and IRCCyN UMR CNRS 6597, Nantes, France;2. Department of Statistics and Actuarial-Financial Mathematics, University of the Aegean, Karlovassi 83200, Samos, Greece |
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Abstract: | CUSUM control chart has been widely used for monitoring the process variance. It is usually used assuming that the nominal process variance is known. However, several researchers have shown that the ability of control charts to signal when a process is out of control is seriously affected unless process parameters are estimated from a large in-control Phase I data set. In this paper we derive the run length properties of a CUSUM chart for monitoring dispersion with estimated process variance and we evaluate the performance of this chart by comparing it with the same chart but with assumed known process parameters. |
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