Statistical Seminars

Title: "Control Charts with Estimated Parameters"

Speaker: Philippe Castagliola, University of Nantes

Date: 26 January 2012

Time: 13:00-14:00

Room: 607, 6th floor, Evelpidon building


When monitoring a process using control charts, it is a common practice that a Phase I data set is used to estimate both the unknown in-control process mean 0 and the in-control process standard-deviation 0. Once the process is considered to be in-control, these estimated control limits are assumed as fixed. This common practice totally ignores the effect of estimating 0 and 0 and the strong impact in terms of Run Length properties (pdf, cdf, ARL, SDRL,...). In this presentation, we will focus on two S2 type control charts (Shewhart, EWMA) with estimated parameters. We will also demonstrate that the Run Length properties of these charts are different when the parameters are known and when they are estimated and we will suggest new control chart parameters which depend on the number m of Phase I samples. As an alternative, we will investigate the t and EWMA t charts that do not require any Phase I estimation for 0.


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