STATISTICAL FOUNDATIONS OF CONTROL CHARTS

Control charts are defined by the center line, upper control limit, and lower control limit. These values are related to the expected value and variance of the statistics plotted on the charts. In Chapter 13, the upper and lower control limits were specified through the use of certain constants given in Appendix B. This section shows how these factors are developed and discusses the statistical basis for the rules used to interpret control charts.

Variables Control Charts

When a process is in control, the distribution of individual measurements for variables data is assumed to have a mean m and a variance s2. If a sample of size n is chox sen, the sampling distribution of x will also have a mean m, but will have a variance s2 5 s2 /n. If the original distribution of individuals is normal, the sampling distrix x bution of averages will also be normal. If not, the central limit theorem states that the sampling distribution of averages will be approximately normal for large sample sizes. Because control chart samples are usually small (n 5 4 or 5), the central limit theorem does not always apply. However, normality is usually assumed in developing variables control charts. Under this assumption, 100 1 1 2 a 2 percent of the sample means fall between m 2 za/2sx and m 1 za/2sx; these values become the lower and upper control limits. A value of za/2 5 3 gives a six-standard deviation range with a/2 5 0.0014. Thus, only about 0.3 percent of the sample observations will be expected to fall outside these limits. If the process is in control, the likelihood that a sample will fall outside the control limits is extremely small. On the other hand, if the true mean has shifted, this probability will be much larger. This reasoning is the theoretical basis for assigning three-sigma control limits. The value of za/2 can, of course, be chosen arbitrarily. In the United States, the value of 3 is commonly accepted. In England, however, za/2 is selected by first setting the probability of a Type I errorusually chosen as a/2 5 0.001. Thus, z0.001 5 3.09 is commonly used to establish control limits. Such limits are called probability limits. R-Chart The range is used as a substitute for the standard deviation primarily because of its simplicity. As noted in Chapter 13, the factor d2 in Appendix B is used to relate the range to the actual process standard deviation. The factor d2 is determined as follows. Consider an experiment in which samples of size n are drawn from a normal distribution having a known standard deviation sx. If the range R of each sample is computed, the distribution of the statistic R/sx can be determined. The expected value of this statistic is the factor d2, that is E 1 R/sx 2 5 d2 or, because R is a random variable and sx is known, E 1 R 2 /sx 5 d2 This experiment can be performed for each n, and corresponding values of d2 can be computed.

83205_00_Bonus_p000-000_pp.indd 2

11/9/09 9:00:15 PM

Table 13A.1 Rule Probabilities for x Charts When the Process Is in Control
x is normal Probability (sensitivity) x is slightly skewed x is seriously skewed

Rule Description 1 2 x is more than 3sx above mx x is more than 3sx below mx Of three consecutive values of x, two are above mx 1 2sx Of three consecutive values of x, two are below mx 2 2sx Two consecutive values of x are above mx 1 2sx Two consecutive values of x are below mx 2 2sx Of five consecutive values of x, four are above mx 1 1sx Of five consecutive values of x, four are below mx 2 1sx Four consecutive values of x are above mx 1 1sx Four consecutive values of x are below mx 2 1sx Seven consecutive values of x are above mx Seven consecutive values of x are below mx Eight consecutive values of x are above mx Eight consecutive values of x are below mx Six consecutive values of x are in a monotone increasing pattern Six consecutive values of x are in a monotone Decreasing pattern 6 Of 10 consecutive values of x, a subset of eight (reading from left to right) are in a monotone increasing pattern Of 10 consecutive values of x, a subset of eight (reading from left to right) are in a monotone decreasing pattern 7 Of two consecutive values of x, one is more than 4sx larger than the other

Sample size is irrelevant 0.135% 0.135% 0.153% 0.153% 0.052% 0.052% 0.277% 0.277% 0.063% 0.063% 0.781% 0.781% 0.391% 0.391% 0.139%

Sample size 5 0.254% 0.021% 0.237% 0.076% 0.080% 0.026% 0.284% 0.284% 0.065% 0.065% 0.631% 0.961% 0.306% 0.495% 0.139% 10 0.209% 0.046% 0.212% 0.098% 0.072% 0.033% 0.281% 0.284% 0.064% 0.065% 0.680% 0.896% 0.333% 0.457% 0.139% 25 0.191% 0.080% 0.190% 0.119% 0.064% 0.040% 0.280% 0.278% 0.064% 0.064% 0.705% 0.865% 0.347% 0.439% 0.139%

Sample size 5 0.488% 0.000% 0.342% 0.020% 0.117% 0.007% 0.273% 0.268% 0.063% 0.061% 0.494% 1.202% 0.231% 0.639% 0.139% 10 0.380% 0.008% 0.281% 0.048% 0.096% 0.016% 0.274% 0.273% 0.063% 0.063% 0.568% 1.060% 0.271% 0.554% 0.139% 25 0.281% 0.035% 0.235% 0.082% 0.080% 0.028% 0.277% 0.276% 0.063% 0.063% 0.636% 0.953% 0.309% 0.491% 0.139%

2a

3a

4a

0.139%

0.139%

0.139%

0.139%

0.139%

0.139%

0.139%

0.069%

0.069%

0.069%

0.069%

0.069%

0.069%

0.069%

0.069%

0.069%

0.069%

0.069%

0.069%

0.069%

0.069%

0.234%

0.229%

0.230%

0.232%

0.282%

0.261%

0.243%

Source: Robert Hoyer and Wayne C. Ellis. A Graphical Exploration of SPC, Part 2, Quality Progress 29, no. 6 (June 1996), 5764. 1996. American Society for Quality. Reprinted with permission.

83205_00_Bonus_p000-000_pp.indd 3

11/9/09 9:00:16 PM

Figure 13A.1 Area Under the Normal Curve Within One Standard Deviation of the Mean

68%

Three-sigma limits on the parameter p are therefore given by UCLp 5 p 1 3!p 1 1 2 p 2 /n LCLp 5 p 1 3!p 1 1 2 p 2 /n The critical assumptions in using a p-chart are the constant probability of a defective and the independence of the trials. If these assumptions cannot be assured, the p-chart is not appropriate.

Basis for Control Chart Interpretation Rules

Chapter 13 presented several rules for analyzing and interpreting control charts. For example, a point outside the control limits indicates the possibility that the process is out of control. Under the normality assumption, a 0.9973 probability exists that any sample value will fall within three-sigma limits. Thus a sample value has only a 1 20.9973 5 0.0027 probability of exceeding these limits. Unless the process mean, range, or fraction nonconforming has shifted, a point is highly unlikely to fall outside the control limits. The chance remains, however remote, that the process is still under control even though a sample point falls outside the control limits. A person would typically conclude that the process is out of control. This situation represents the probability of a Type I error. A second rule for interpreting control charts discussed in Chapter 13 was that about two-thirds of the points should fall within the middle one-third of the region between the control limits. This rule follows from the normality assumption that about 68 percent of a normal distribution falls within one standard deviation on either side of the mean (see Figure 13A.1). Therefore, if the process is in control and all samples are chosen from a common population, this assumption should be true. If, however, the value of the population parameter has shifted, the distribution of sample statistics will also change. In such a case, an assignable cause needs to be found. Another significant indication of an out-of-control situation is the presence of patterns in the control chart over time. If the process is in control, the distribution of sample values should be randomly distributed above and below the center line. A disproportionate number of points either above or below the center line should be suspect. For example, the probability that a point will fall either above or below the center line is 0.5. The probability of obtaining k successive points on one side of the center line is (0.5)k Thus, the probability that eight consecutive points will fall on one side of the center line is only (0.5)8=0.0039. The probability that 10 of 11 consecutive points will fall on one side of the center line can be computed using the binomial formula:

83205_00_Bonus_p000-000_pp.indd 4

11/9/09 9:00:17 PM

The expected value of R is estimated by the sample range R. Thus R/d2 is an estimate of the process standard deviation sx. To establish control limits for an Rchart, an estimate of the standard deviation of the random variable R, namely sR, is needed. From the distribution of the statistic R/sx, the ratio sR /sx can be computed for each n, resulting in another constant d3. sR 5 d3sx When R/d2 is substituted into the equation as an estimate for sx, d3 R/d2 then becomes the estimate for sR. The control limits for the R-chart are based on three standard deviations about the estimate of the mean. Thus, UCLR 5 R 1 3d3R/d2 5 1 1 1 3d3 /d2 2 R 5 D4R LCLR 5 R 1 3d3R/d2 5 1 1 1 3d3 /d2 2 R 5 D3R For convenience, the constants 1 1 3d3 /d2 and 1 2 3d3 /d2 are computed as D4 and D3, respectively. The control limits for the R-chart are therefore based on the distribution of the process standard deviation, adjusted to correspond to the range. x-Chart The statistic x is an estimate of the population mean m. Because R/d2 is an estimate of sx, an estimate of the sample standard deviation is sx 5 R d2 !n

Three-sigma limits on x are then given by x6 3R d2 !n

Letting A2 5 3/d2 !n provides the control limits presented in Chapter 13: UCLx 5 x 1 A2R LCLx 5 x 2 A2R

Fraction Nonconforming Control Charts

The theory underlying the p-chart is based on the binomial distribution, because attributes data assume only one of two values: conforming or nonconforming. If p represents the probability of producing a nonconforming item and a sample of n items is selected, the binomial distribution n f 1 x 2 5 a bpx 1 1 2 p 2 n2xx 5 0, 1, 2, . . . , n x gives the probability of finding x nonconforming items in the sample. The sample statistic p is an estimate of the population parameter p. An estimate of the standard deviation sp is given by sp 5 "p 1 1 2 p 2 /n f 1 10 2 5 a 11 b 1 0.5 2 10 1 0.5 2 1 5 0.00537 10

83205_00_Bonus_p000-000_pp.indd 5

11/9/09 9:00:18 PM

If the process is in control, either of these events is highly unlikely. Table l3A.l shows the probabilities associated with seven common rules used for interpreting control charts for normal, slightly skewed, and seriously skewed process outputs. Note that, even for the skewed distributions, almost all of the conditions have probabilities less than 0.01 when the process is in control. Close analysis of this table suggests the following: Unless the process is susceptible to small shifts in its center or has low capability, Rule 4a should be used instead of Rule 4. The probabilities of the extreme zone rules (1, 2, and 2a) are unusually small for patterns below the center line when the process output is skewed to the right. Observing a pattern below the center line is nearly impossible unless the process is out of control. When a pattern is consistent with either Rule 5 or Rule 6, it is almost guaranteed that a trend exists. When the distribution of process output is seriously skewed to the right, it is not unusual to observe a point above the upper control limit when the process is in control. Understanding such issues can help to minimize errors in interpretation.

83205_00_Bonus_p000-000_pp.indd 6

11/9/09 9:00:19 PM