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http://dx.doi.org/10.5351/KJAS.2020.33.2.161

Performance of the combined ${\bar{X}}-S^2$ chart according to determining individual control limits  

Hong, Hwi Ju (Department of Applied Statistics, Chung-Ang University)
Lee, Jaeheon (Department of Applied Statistics, Chung-Ang University)
Publication Information
The Korean Journal of Applied Statistics / v.33, no.2, 2020 , pp. 161-170 More about this Journal
Abstract
The combined ${\bar{X}}-S^2$ chart is a traditional control chart for simultaneously detecting mean and variance. Control limits for the combined ${\bar{X}}-S^2$ chart are determined so that each chart has the same individual false alarm rate while maintaining the required false alarm rate for the combined chart. In this paper, we provide flexibility to allow the two charts to have different individual false alarm rates as well as evaluate the effect of flexibility. The individual false alarm rate of the ${\bar{X}}$ chart is taken to be γ times the individual false alarm rate of the S2 chart. To evaluate the effect of selecting the value of γ, we use the out-of-control average run length and relative mean index as the performance measure for the combined ${\bar{X}}-S^2$ chart.
Keywords
average run length; control chart; control limit; false alarm rate; ${\bar{X}}-S^2$ chart;
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