A two-sided SPRT control chart for process mean

ABSTRACT

A two-sided sequential probability ratio test (SPRT) control chart for monitoring the mean of a normal process is proposed in this paper. Its mechanism is based on the SPRT for the mean of a normal distribution that is extended for a two-sided alternative. The exact statistical performance measures of this chart are obtained using a Markov chain approach. An approach to design the chart such that it has a specified in-control performance and the optimal out-of-control performance for detecting a mean shift of a particular size is provided. The statistical performance of this chart is numerically compared with that of various competing charts in the existing literature. It is found that the proposed chart outperforms all these charts for detecting a mean shift of any size. An example to illustrate the mechanism of the chart is provided.

KEYWORDS:

• Parametric control chart
• statistical process control
• sequential probability ratio test
• Markov chain

Acknowledgments

The authors are grateful to the reviewer for his/her critical comments and suggestions that have greatly improved the content of the paper.

Disclosure statement

No potential conflict of interest was reported by the author(s).

Data availability statement

The data used in the example was taken from Montgomery [25].

Additional information

Funding

Shashibhushan B. Mahadik's work was supported in part by Shivaji University, Kolhapur through Research Strengthening Scheme (SU/C&U.D.Section/2/13/9). Dadasaheb G. Godase's work was supported by Department of Science and Technology through INSPIRE fellowship [IF160684].