Abstract
A control chart for detecting shifts in the variance of a process is developed for the case where the nominal value of the variance is unknown. As our approach does not require that the in-control variance be known a priori, it avoids the need for a lengthy Phase I data-gathering step before charting can begin. The method is a variance-change-point model, based on the likelihood ratio test for a change in variance with the conventional Bartlett correction, adapted for repeated sequential use. The chart may be used alone in settings where one wishes to monitor one-degree-of-freedom chi-squared variates for departure from control; or it may be used together with a parallel change-point methodology for the mean to monitor process data for shifts in mean and/or variance. In both the solo use and as the scale portion of a combined scheme for monitoring changes in mean and/or variance, the approach has good performance across the range of possible shifts.
Additional information
Notes on contributors
Douglas M. Hawkins
Dr. Hawkins is Professor, School of Statistics, University of Minnesota, and an ASQ Fellow.
K. D. Zamba
Dr. Zamba is a Visiting Assistant Professor, College of Public Health, Department of Biostatistics, The University of Iowa.