ST 435/535

Statistical Methods for Quality and Productivity Improvement / Statistical Process Control

Control Charts for x̄ and R

Subsequent use of the charts
The next 20 samples are added to the charts with the control limits
derived from the first 25 samples.

First the R chart:

flowUse <- flow[26:45,]
summary(qcc(flowDev, "R", newdata = flowUse))

Process variability looks stable, so continue with the x̄ chart:

summary(qcc(flowDev, "xbar", newdata = flowUse))

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Statistical Methods for Quality and Productivity Improvement / Statistical Process Control

The colored points indicate out-of-control conditions:

Red points are outside the control limits;
Orange points indicate a run of 7 or more points on the same
side of the center line (use qcc.options(run.length = 8) to
choose the more conventional rule).
Red marking takes precedence over orange.

Two-sigma warning limits are sometimes added to a control chart.

The Western Electric rules add two-sigma and one-sigma limits, and
four rules for taking action.

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 ST 435/535
Statistical Methods for Quality and Productivity Improvement / Statistical Process Control

Charts based on standard values

In some situations, the process mean µ and standard deviation σ may
be specified as standard values.

Control limits for the x̄ and R charts are then calculated from µ and
σ instead of x̄¯ and R̄; necessary constants are again tabulated.

This can improve the performance of the charts, but only if the
standard values are actually appropriate for the process.

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 ST 435/535
Statistical Methods for Quality and Productivity Improvement / Statistical Process Control

Interpretation of x̄ and R charts

Possible patterns:
Cyclic pattern;
A mixture, or bimodal distribution;
Shift in process level;
Trend in process level;
“Stratification”: all points close to the center line, usually
because the control lines are too far out.

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 ST 435/535
Statistical Methods for Quality and Productivity Improvement / Statistical Process Control

Effect of nonnormality on x̄ and R charts

The α-risk of a chart is the probability of an out-of-control signal
when the process is in control.

For a normal distribution and known µ and σ, the α-risk of the x̄

chart with three-sigma control limits is 0.0027.

For a normal distribution and control limits constructed from x̄¯ and
R̄ in m = 25 samples of size n = 5, the α-risk is around 0.0048.

For a t-distribution with 10 degrees of freedom, and control limits

constructed from x̄¯ and R̄ in m = 25 samples of size n = 5, the
α-risk is around 0.0068 (0.0118 for df = 5).

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 ST 435/535
Statistical Methods for Quality and Productivity Improvement / Statistical Process Control

Operating Characteristic function

As noted above, the α-risk of a chart is the probability of an
out-of-control signal when the process is in control.

The β-risk is the probability of not detecting a shift the process is not
in control.

The operating characteristic (OC) curve is a graph of β against

the magnitude of the out-of-control change.

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 ST 435/535
Statistical Methods for Quality and Productivity Improvement / Statistical Process Control

x̄ chart
Suppose the process mean shifts by kσ:
In control: X ∼ (µ0 , σ 2 ).
√
Control limits are µ0 ± Lσ/ n (typically L = 3).
Out of control: X ∼ N(µ0 + kσ, σ 2 ).

With samples of size n, when the mean has shifted,

X̄ ∼ N(µ0 + kσ, σ 2 /n), so

β = P(LCL ≤ X̄ ≤ UCL|µ = µ0 + kσ)

= ...
√ √
= Φ(L − k n) − Φ(−L − k n).

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 ST 435/535
Statistical Methods for Quality and Productivity Improvement / Statistical Process Control

In R:
The qcc package provides a function oc.curves() that makes OC
curves for an x̄ chart made by qcc():

oc.curves(qcc(flowDev, type = "xbar", plot = FALSE))

Notes:
The qcc object is used only to extract the values of the
sigma-multiplier L, and the sample size n, which is emphasized
on the graph;
In version 2.6 of the qcc library, oc.curves does not work if you
use the confidence.level option:
oc.curves(qcc(flowDev, type = "xbar", plot = FALSE,
confidence.level = 0.999))

but this does work in version 2.8.

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 ST 435/535
Statistical Methods for Quality and Productivity Improvement / Statistical Process Control

R chart
OC curves for the R chart are constructed similarly, using the
distribution of the range instead of the normal distribution. In version
2.6 of the qcc library, oc.curves() can not make them, but in version
2.8 it can.

It is convenient to modify the control limits on the R chart so that

the α-risk is 0.0027, the same as for a three-sigma x̄ chart, divided
equally between the tails.

In R:
Specify the “confidence level” (1 − α) instead of L:

summary(qcc(flowDev, "R",
confidence.level = pnorm(3) - pnorm(-3)))

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 ST 435/535
Statistical Methods for Quality and Productivity Improvement / Statistical Process Control

In R, with version 2.6 of qcc:

Graph the OC curve for the R chart with modified “three-sigma
limits” and several values of sample size n, as a function of the scale
change λ from 1 to 6:

lambda <- seq(from = 1, to = 6, length = 100)

n <- c(5, 2, 10, 15, 20)
ptail <- pnorm(L, lower.tail = FALSE)
beta <- outer(lambda, n, function(lambda, n)
ptukey(qtukey(1 - ptail, n, Inf) / lambda, n, Inf)
- ptukey(qtukey(ptail, n, Inf) / lambda, n, Inf))
matplot(lambda, beta, type = "l")
legend("topright", legend = paste("n =", n),
lty = 1:5, col = 1:6, inset = 0.05)
title(paste("OC curves for R chart (L =", L, ")"))

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 ST 435/535
Statistical Methods for Quality and Productivity Improvement / Statistical Process Control

In R, install version 2.8 of qcc:

install.packages("githubinstall")
library(githubinstall)
githubinstall("qcc")

If that fails:
install.packages("devtools")
library(devtools)
install_github("luca-scr/qcc")

Then:
library(qcc)
oc.curves(qcc(flowDev, type = "R", plot = FALSE,
confidence.level = pnorm(3) - pnorm(-3)))

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 ST 435/535
Statistical Methods for Quality and Productivity Improvement / Statistical Process Control

Average run length

The average run length (ARL) is the expected number of samples
until the out-of-control flag is raised.

As noted earlier, the in-control ARL is just

1
ARL0 = ,
α
and correspondingly the out-of-control ARL is
1
ARL1 = .
1−β

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Statistical Methods for Quality and Productivity Improvement / Statistical Process Control

The β-risk for the x̄ chart depends on k, the number of standard

deviations of the shift, and n, the sample size.

Corresponding to the OC curve, we can graph ARL1 against k for

various values of n.

ARL curves can similarly be made for the R chart.

Other measures related to ARL:

Average time to signal (ATS) is

ATS = ARL × sampling interval;

Expected number of units sampled (I) is

I = ARL × n.
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 ST 435/535
Statistical Methods for Quality and Productivity Improvement / Statistical Process Control

In R:
The oc.curves() function does not make ARL curves, but it does
return the β values, so the ARL curve can be constructed from them:
flowOc <- oc.curves(qcc(flowDev, type = "xbar", plot = FALSE))
matplot(x = seq(from = 0, to = 5, length = nrow(flowOc)),
y = 1 / (1 - flowOc), type = "l", log = "y")
title("ARL curves for xbar chart")
legend("topright", legend = paste("n =", n),
lty = 1:5, col = 1:6, inset = 0.05)

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