Using Sequential Sampling in a GLR Control Chart to Improve Detection of Changes in the Process Mean and Variance

• Activity Number: 37
• Type: Contributed
• Date/Time: Sunday, August 3, 2014 : 2:00 PM to 3:50 PM
• Sponsor: Quality and Productivity Section
• Author(s): Yiming Peng*+ and Marion R. Reynolds
• Companies: Virginia Tech and Virginia Tech
• Keywords: Average time to signal ; Generalized likelihood ratio ; Statistical process control ; Steady state ; Variable sampling rate

Abstract

In this paper we propose a generalized likelihood ratio control chart based on sequential sampling (the SS GLR chart) for monitoring mean shifts and/or increasing variance shifts in a normal process. Recent research has shown that the fixed sampling rate (FSR) GLR chart is generally as effective at detecting a wide range of shift sizes as other FSR control charts. This article shows the very significant performance improvement of the GLR chart resulting from using sequential sampling. The design methodology and some illustrative examples are provided so that the SS GLR chart can be easily used in applications. The optimal parameter choices are given, and the performance of the SS GLR chart remains very good as long as the parameter choices are not far away from the optimized choices.