About the Authors |
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xiii | |
Preface |
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xv | |
About the companion website |
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xix | |
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1 Background/Review of Statistical Concepts |
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1 | (22) |
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1 | (1) |
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1 | (2) |
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1.2 Random Variables and Their Distributions |
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3 | (9) |
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12 | (4) |
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1.4 Statistical Inference |
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16 | (6) |
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22 | (1) |
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2 Basics of Statistical Process Control |
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23 | (40) |
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23 | (1) |
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23 | (40) |
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2.1.1 Types of Variability |
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23 | (2) |
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25 | (4) |
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2.1.3 Construction of Control Charts |
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29 | (1) |
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2.1.4 Variables and Attributes Control Charts |
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30 | (1) |
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2.1.5 Sample Size or Subgroup Size |
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31 | (1) |
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2.1.6 Rational Subgrouping |
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31 | (3) |
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2.1.7 Nonparametric or Distribution-free |
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34 | (2) |
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2.1.8 Monitoring Process Location and/or Process Scale |
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36 | (1) |
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37 | (1) |
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2.1.10 Control Charts and Hypothesis Testing |
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37 | (2) |
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2.1.11 General Steps in Designing a Control Chart |
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39 | (1) |
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2.1.12 Measures of Control Chart Performance |
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39 | (2) |
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2.1.12.1 False Alarm Probability {FAP) |
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41 | (2) |
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2.1.12.2 False Alarm Rate (FAR) |
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43 | (1) |
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2.1.12.3 The Average Run-length (ARL) |
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43 | (1) |
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2.1.12.4 Standard Deviation of Run-length (SDRL) |
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44 | (1) |
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2.1.12.5 Percentiles of Run-length |
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44 | (4) |
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2.1.12.6 Average Number of Samples to Signal (ANSS) |
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48 | (1) |
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2.1.12.7 Average Number of Observations to Signal (ANOS) |
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48 | (1) |
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2.1.12.8 Average Time to Signal (ATS) |
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48 | (1) |
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2.1.12.9 Number of Individual Items Inspected (I) |
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49 | (1) |
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2.1.13 Operating Characteristic Curves (OC-curves) |
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50 | (1) |
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2.1.14 Design of Control Charts |
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51 | (1) |
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2.1.14.1 Sample Size, Sampling Frequency, and Variable Sample Sizes |
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51 | (3) |
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2.1.14.2 Variable Control Limits |
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54 | (2) |
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2.1.14.3 Standardized Control Limits |
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56 | (1) |
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57 | (2) |
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2.1.16 Choice of Control Limits |
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59 | (1) |
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59 | (1) |
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2.1.16.2 Probability Limits |
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60 | (3) |
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3 Parametric Univariate Variables Control Charts |
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63 | (124) |
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63 | (1) |
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64 | (1) |
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3.2 Parametric Variables Control Charts in Case K |
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64 | (13) |
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3.2.1 Shewhart Control Charts |
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65 | (2) |
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3.2.2 CUSUM Control Charts |
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67 | (5) |
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3.2.3 EWMA Control Charts |
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72 | (5) |
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3.3 Types of Parametric Variables Charts in Case K: Illustrative Examples |
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77 | (13) |
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3.3.1 Shewhart Control Charts |
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77 | (1) |
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3.3.1.1 Shewhart Control Charts for Monitoring Process Mean |
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77 | (2) |
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3.3.1.2 Shewhart Control Charts for Monitoring Process Variation |
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79 | (5) |
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3.3.2 CUSUM Control Charts |
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84 | (3) |
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3.3.3 EWMA Control Charts |
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87 | (3) |
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3.4 Shewhart, EWMA, and CUSUM Charts: Which to Use When |
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90 | (1) |
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3.5 Control Chart Enhancements |
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91 | (19) |
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91 | (4) |
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3.5.2 Runs-type Signaling Rules |
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95 | (2) |
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3.5.2.1 Signaling Indicators |
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97 | (13) |
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3.6 Run-length Distribution in the Specified Parameter Case (Case K) |
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110 | (21) |
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3.6.1 Methods of Calculating the Run-length Distribution |
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110 | (1) |
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3.6.1.1 The Exact Approach (for Shewhart and some Shewhart-type Charts) |
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110 | (1) |
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3.6.1.2 The Markov Chain Approach |
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111 | (17) |
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3.6.1.3 The Integral Equation Approach |
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128 | (1) |
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3.6.1.4 The Computer Simulations (the Monte Carlo) Approach |
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128 | (3) |
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3.7 Parameter Estimation Problem and Its Effects on the Control Chart Performance |
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131 | (2) |
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3.8 Parametric Variables Control Charts in Case U |
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133 | (5) |
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3.8.1 Shewhart Control Charts in Case U |
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133 | (1) |
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3.8.1.1 Shewhart Control Charts for the Mean in Case U |
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133 | (1) |
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3.8.1.2 Shewhart Control Charts for the Standard Deviation in Case U |
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134 | (3) |
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3.8.2 CUSUM Chart for the Mean in Case U |
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137 | (1) |
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3.8.3 EWMA Chart for the Mean in Case U |
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137 | (1) |
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3.9 Types of Parametric Control Charts in Case U: Illustrative Examples |
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138 | (15) |
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3.9.1 Charts for the Mean |
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138 | (3) |
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3.9.2 Charts for the Standard Deviation |
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141 | (3) |
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3.9.2.1 Using the Estimator Sp |
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144 | (9) |
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3.10 Run-length Distribution in the unknown Parameter Case (Case U) |
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153 | (19) |
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3.10.1 Methods of Calculating the Run-length Distribution and Its Properties: The Conditioning/Unconditioning Method |
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153 | (1) |
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3.10.1.1 The Shewhart Chart for the Mean in Case U |
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153 | (16) |
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3.10.1.2 The Shewhart Chart for the Variance in Case U |
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169 | (1) |
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3.10.1.3 The CUSUM Chart for the Mean in Case U |
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170 | (1) |
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3.10.1.4 The EWMA Chart for the Mean in Case U |
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171 | (1) |
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3.11 Control Chart Enhancements |
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172 | (2) |
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3.11.1 Run-length Calculation for Runs-type Signaling Rules in Case U |
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172 | (2) |
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3.12 Phase I Control Charts |
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174 | (2) |
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174 | (2) |
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3.13 Size of Phase I Data |
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176 | (1) |
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3.14 Robustness of Parametric Control Charts |
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177 | (1) |
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Appendix 3.1 Some Derivations for the EWMA Control Chart |
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178 | (2) |
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Appendix 3.2 Markov Chains |
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180 | (4) |
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Appendix 3.3 Some Derivations for the Shewhart Dispersion Charts |
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184 | (3) |
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4 Nonparametric (Distribution-free) Univariate Variables Control Charts |
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187 | (138) |
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187 | (1) |
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187 | (2) |
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4.2 Distribution-free Variables Control Charts in Case K |
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189 | (30) |
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4.2.1 Shewhart Control Charts |
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189 | (1) |
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4.2.1.1 Shewhart Control Charts Based on Signs |
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189 | (7) |
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4.2.1.2 Shewhart Control Charts Based on Signed-ranks |
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196 | (6) |
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4.2.2 CUSUM Control Charts |
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202 | (1) |
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4.2.2.1 CUSUM Control Charts Based on Signs |
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202 | (1) |
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4.2.2.2 A CUSUM Sign Control Chart with Runs-type Signaling Rules |
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203 | (1) |
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4.2.2.3 Methods of Calculating the Run-length Distribution |
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203 | (2) |
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4.2.2.4 CUSUM Control Charts Based on Signed-ranks |
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205 | (3) |
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4.2.3 EWMA Control Charts |
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208 | (1) |
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4.2.3.1 EWMA Control Charts Based on Signs |
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208 | (2) |
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4.2.3.2 EWMA Control Charts Based on Signs with Runs-type Signaling Rules |
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210 | (1) |
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4.2.3.3 Methods of Calculating the Run-length Distribution |
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210 | (4) |
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4.2.3.4 EWMA Control Charts Based on Signed-ranks |
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214 | (2) |
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4.2.3.5 An EWMA-SR control chart with runs-type signaling rules |
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216 | (1) |
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4.2.3.6 Methods of Calculating the Run-length Distribution |
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216 | (3) |
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4.3 Distribution-free Control Charts in Case K: Illustrative Examples |
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219 | (34) |
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4.3.1 Shewhart Control Charts |
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219 | (10) |
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4.3.2 CUSUM Control Charts |
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229 | (14) |
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4.3.3 EWMA Control Charts |
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243 | (10) |
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4.4 Distribution-free Variables Control Charts in Case U |
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253 | (40) |
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4.4.1 Shewhart Control Charts |
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254 | (1) |
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4.4.1.1 Shewhart Control Charts Based on the Precedence Statistic |
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254 | (21) |
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4.4.1.2 Shewhart Control Charts Based on the Mann-Whitney Test Statistic |
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275 | (6) |
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4.4.2 CUSUM Control Charts |
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281 | (1) |
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4.4.2.1 CUSUM Control Charts Based on the Exceedance Statistic |
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281 | (4) |
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4.4.2.2 CUSUM Control Charts Based on the Wilcoxon Rank-sum Statistic |
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285 | (2) |
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4.4.3 EWMA Control Charts |
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287 | (1) |
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4.4.3.1 EWMA Control Charts Based on the Exceedance Statistic |
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287 | (3) |
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4.4.3.2 EWMA Control Charts Based on the Wilcoxon Rank-sum Statistic |
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290 | (3) |
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4.5 Distribution-free Control Charts in Case U: Illustrative Examples |
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293 | (14) |
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4.5.1 Shewhart Control Charts |
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293 | (2) |
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4.5.2 CUSUM Control Charts |
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295 | (7) |
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4.5.3 EWMA Control Charts |
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302 | (5) |
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4.6 Effects of Parameter Estimation |
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307 | (1) |
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307 | (1) |
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4.8 Control Chart Enhancements |
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308 | (3) |
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4.8.1 Sensitivity and Runs-type Signaling Rules |
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308 | (3) |
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Appendix 4.1 Shewhart Control Charts |
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311 | (1) |
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Appendix 4.1.1 The Shewhart-Prec Control Chart |
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311 | (1) |
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Appendix 4.2 CUSUM Control Charts |
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312 | (1) |
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Appendix 4.2.1 The CUSUM-EX Control Chart |
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312 | (2) |
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Appendix 4.2.2 The CUSUM-rank Control Chart |
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314 | (3) |
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Appendix 4.3 EWMA Control Charts |
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317 | (1) |
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Appendix 4.3.1 The EWMA-SN Control Chart |
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317 | (1) |
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Appendix 4.3.2 The EWMA-SR Control Chart |
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318 | (1) |
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Appendix 4.3.3 The EWMA-EX Control Chart |
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319 | (4) |
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Appendix 4.3.4 The EWMA-rank Control Chart |
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323 | (2) |
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5 Miscellaneous Univariate Distribution-free (Nonparametric) Variables Control Charts |
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325 | (88) |
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325 | (1) |
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325 | (1) |
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5.2 Other Univariate Distribution-free (Nonparametric) Variables Control Charts |
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326 | (43) |
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5.2.1 Phase I Control Charts |
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326 | (1) |
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326 | (5) |
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5.2.1.2 Phase I Control Charts for Location |
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331 | (12) |
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5.2.2 Special Cases of Precedence Charts |
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343 | (1) |
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343 | (3) |
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346 | (2) |
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5.2.3 Control Charts Based on Bootstrapping |
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348 | (3) |
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351 | (2) |
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5.2.4 Change-point Models |
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353 | (4) |
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5.2.5 Some Adaptive Charts |
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357 | (1) |
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357 | (1) |
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5.2.5.2 Variable Sampling Interval (VSI) and Variable Sample Size (VSS) Charts |
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358 | (1) |
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5.2.5.3 Other Adaptive Schemes |
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359 | (1) |
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5.2.5.4 Properties and Performance Measures of Adaptive Charts |
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360 | (2) |
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5.2.5.5 Adaptive Nonparametric Control Charts |
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362 | (7) |
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369 | (12) |
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381 | (32) |
References |
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413 | (12) |
Index |
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425 | |