A rational sequential probability ratio test control chart for monitoring process shifts in mean and variance

Abstract

The sequential probability ratio test (SPRT) chart is a very effective tool for monitoring manufacturing processes. This paper proposes a rational SPRT chart to monitor both process mean and variance. This SPRT chart determines the sampling interval d based on the rational subgroup concept according to the process conditions and administrative considerations. Since the rational subgrouping is widely adopted in the design and implementation of control charts, the studies of the rational SPRT have a practical significance. The rational SPRT chart is designed optimally in order to minimize the index average extra quadratic loss for the best overall performance. A systematic performance study has also been conducted. From an overall viewpoint, the rational SPRT chart is more effective than the cumulative sum chart by more than 63%. Furthermore, this article provides a design table, which contains the optimal values of the parameters of the rational SPRT charts for different specifications. This will greatly facilitate the potential users to select an appropriate SPRT chart for their applications. The users can also justify the application of the rational SPRT chart according to the achievable enhancement in detection effectiveness.

Keywords:

• extra quadratic loss
• quality control
• statistical process control
• control charts
• sequential probability ratio test