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Journal of Applied Statistics logoLink to Journal of Applied Statistics
. 2020 Jul 11;48(12):2178–2204. doi: 10.1080/02664763.2020.1787356

Monitoring coefficient of variation using one-sided run rules control charts in the presence of measurement errors

Phuong Hanh Tran a,CONTACT, Cédric Heuchenne a, Huu Du Nguyen b, Hélène Marie c,d
PMCID: PMC9041691  PMID: 35706609

ABSTRACT

We investigate, in this paper, the effect of the measurement error (ME) on the performance of Run Rules control charts monitoring the coefficient of variation (CV) squared. The previous Run Rules CV chart in the literature is improved slightly by monitoring the CV squared using two one-sided Run Rules charts instead of monitoring the CV itself using a two-sided chart. The numerical results show that this improvement gives better performance in detecting process shifts. Moreover, we will show through simulation that the precision and accuracy errors do have a negative effect on the performance of the proposed Run Rules charts. We also find out that taking multiple measurements per item is not an effective way to reduce these negative effects. The proposed Run Rules control charts can be applied in the anomaly detection area.

Keywords: Run rules chart, Markov chain, coefficient of variation, measurement errors, anomaly detection

1. Introduction

Among important statistical characteristics of a variable, the coefficient of variation (CV) is widely used to evaluate the stability or concentration of the random variable around the mean. It is defined as the ratio between the standard deviation to the mean, γ=σ/μ. In many industrial processes, keeping the value of this coefficient of a characteristic of interest within the permissible range means assuring the quality of products. A number of examples have been illustrated in the literature for the applications of the CV in industry. Castagliola et al. [5] presented an example where the quality of interest is the pressure test drop time from a sintering process manufacturing mechanical parts. In this example, the presence of a constant proportionality between the standard deviation of the pressure drop time and its mean was confirmed. The CV was then monitored to detect changes in the process variability. Ye et al. [22] showed that it is useful to monitor the CV in detecting the presence of chatter, a severe form of self-excited vibration in the machining process which leads to many machining problems. More examples about the need of using the CV as a measure of interest has been discussed in [10]. Because of its wide range of applications, monitoring the CV has been a major objective in many studies in statistical process control, see, for example, Castagliola et al. [3], Zhang et al. [26], Castagliola et al. [4], Yeong et al. [23], Tran and Tran [20], Khaw et al. [8], Noor-ul Amin et al. [13] and Noor-ul Amin and Riaz [12].

Along with the development of the advanced control charts monitoring the CV with improved performance, recent researches are paying attention to the effect of the measurement error on the CV control chart. This makes these researches become more in touch reality since the measurement error is often present in practice. A Shewhart control chart monitoring the CV under the presence of measurement error (ME) was suggested by Yeong et al. [24]. Tran et al. [19] improved the linear covariate error model for the CV in [24] and then proposed the EWMA CV control chart with ME. Also, researchers studied the effect of ME on the variable sampling interval control chart [11], the cumulative sum control chart monitoring the CV [18], and the hotelling T2 control chart [25]. Very recently, Shongwe et al. [14] proposed a combined mixed-s-skip sampling strategy to reduce the effect of autocorrelation on the X-bar in the presence of measurement errors.

One of the reasons leads to the introduction of many advanced control charts monitoring the CV is to overcome a drawback of the Shewhart CV chart which is only sensitive to the large shifts. However, the Shewhart chart is still popularly used thanks to its simplicity in implementation. From this point of view, the Run Rules charts are advantageous: they are easy to implement (compared to, for example, the EWMA control chart or the CUSUM control chart, even these charts may bring better performance) and they can improve remarkably the performance of the Shewhart chart in detecting small or moderate process shifts. The aim of this paper is to investigate the performance of Run Rules CV control chart under the presence of ME. In fact, the Run Rules chart monitoring the CV has been studied in [2]. However, the ME has not been considered. Moreover, in this study, the authors only focused on the two-sided charts (the one-sided chart has been mentioned, but quite sketchily without explanation for the design) with the CV monitored directly. We improve this design by monitoring the CV squared and presenting the design of the two one-sided Run Rules charts in detail.

The paper proposes new advanced control charts that can be applied for anomaly detection. This issue has scored a blooming in science community recently. It has been seen a connection between control chart and anomaly detection to improve the quality of credit card management [21] or process in various areas [27], and to track the behaviour of emergency department [7]. Anomaly detection is defined as a notion of finding instances in data that are difference in compare with expected behavior. Approaches based on anomaly detection perspective have contributed to increased efficiency in the decision making process.

This paper consists of eight sections and is organized as follows. Followed by the introduction in Section 1, Section 2 presents a brief review of the distribution of the sample coefficient of variation. The design and the implementation of two one-sided Run Rules control charts monitoring the CV squared (denoted as RR r,sγ2 charts) are presented in Section 3. Section 4 is for the performance of these charts. A linear covariate error model for the CV is reintroduced in Section 5. The design of control charts in the presence of measurement errors and the effect of the measurement error on the RR r,sγ2 charts are displayed in Section 6. Section 7 is devoted to an illustrative example. Some concluding remarks are given in Section 8 to conclude.

2. A brief review of distribution of the sample coefficient of variation

In this section, the distribution of the CV is briefly presented. The CV of a random variable X, say γ, is defined as the ratio of the standard deviation σ=σ(X) to the mean μ=E(X); i.e.

γ=σμ.

Suppose that a sample of size n of normal i.i.d. random variables {X1,,Xn} is collected. Let X¯ and S be the sample mean and the sample standard deviation of these variables, i.e.

X¯=1ni=1nXi

and

S=1n1i=1n(XiX¯)2.

Then, the sample coefficient of variation γˆ of these variables is defined as

γˆ=SX¯.

The probability distribution of the sample CV γˆ has been studied in the literature by many authors. However, the exact distribution of γˆ has a complicated form. The approximate distribution is then widely used as an alternative. The approximation of Fγˆ(x|n,γ), the c.d.f (cumulative distribution function) of γˆ, which is suggested by Castagliola et al. [5]:

Fγˆ(x|n,γ)1Ftnxn1,nγ, (1)

where Ft(.|n1,n/γ) is the c.d.f. of the noncentral t distribution with n−1 degrees of freedom and noncentrality parameter. This approximation is only sufficiently precise when γ<0.5. This condition is in general satisfied in our case as it is very frequent that the CV takes small values to ensure the stability of a process. More details on this problem have been discussed in [19].

For the case of the sample CV squared ( γˆ2), Castagliola et al. [5] showed that n/γˆ2 follows a noncentral F distribution with (1,n1) degrees of freedom and noncentrality parameter n/γ2. Then, they deduced the c.d.f Fγˆ2(x|n,γ) of γˆ2 as

Fγˆ2(x|n,γ)=1FFnx1,n1,nγ2, (2)

where FF.|1,n1,n/γ2 is the c.d.f of the noncentral F distribution. The corresponding density function of γˆ2 is then

fγˆ2(x|n,γ)=nx2fFnx1,n1,nγ2, (3)

where fF.|1,n1,n/γ2 is the density function of the noncentral F distribution.

Figure 1 presents the density distribution of γ2 for n = 5 and some different values of γ.

Figure 1.

Figure 1.

The approximate density function of the γˆ2 for n = 5.

3. Design and implementation of the RR r,sγ2 control chart

In the literature, the Run Rules control charts monitoring the CV have been investigated in [2] with two-sided charts. However, since the distribution of γ2 is asymmetric (as can be seen from Equation (2) and also from Figure 1), these two-sided charts lead to the problem of ARL-biased (Average Run Length) performance, i.e. the out-of-control ARL1 values are larger than the in-control values ARL0. This problem was also pointed out in [2]. It is important to note that ARL is defined as the average number of samples before the first out-of-control point is plotted in the control chart with a given specific shift τ [17]. ARL is concerned at the zero-state of the investigated statistical measure of performance. ARL0 and ARL1 are denoted for the value of ARL when a process is in-control and out-of-control, respectively. It is expected that the control chart has the smallest ARL1 value at a specific shift τ and when ARL0 is the same for all the charts. Therefore, we overcome the ARL-biased property by designing simultaneously two one-sided charts to detect both the increase and decrease of the CV squared. In particular, we suggest defining two one-sided Run Rules control charts monitoring the CV squared, involving:

  • a lower-sided r-out-of-s Run Rules control chart (denoted as RR r,sγ2) to detect a decrease in γ with a lower control limit LCL=μ0(γˆ2)kd.σ0(γˆ2) and an upper control limit UCL=+,

  • an upper-sided r-out-of-s Run Rules control chart (denoted as RR r,s+γ2) to detect an increase in γ with a lower control limit UCL+=μ0(γˆ2)+ku.σ0(γˆ2) and a lower control limit LCL+=0,

where kd>0 and ku>0 are the chart parameters of the RR r,sγ2 and RR r,s+γ2 charts, respectively.

The closed forms of μ0(γˆ2) and σ0(γˆ2) have not been presented in the literature. We apply in this study the accurate approximations provided by Breunig [1] for both μ0(γˆ2) and σ0(γˆ2) as follows:

μ0(γˆ2)=γ02(13γ02n), (4)
σ0(γˆ2)=γ042n1+γ024n+20n(n1)+75γ02n2(μ0(γˆ2)γ02)2. (5)

Given the value of the control limit for each chart, an out-of-control signal is given at time i if r-out-of-s consecutive γˆi values are plotted outside the control interval, i.e. γˆi2<LCL in the lower-sided chart and γˆi2>UCL+ in the upper-sided chart. The control charts designed above are called pure Run Rules type chart. In this study, we only consider the 2-out-of-3, 3-out-of-4 and 4-out-of-5 Run Rules charts. The performance of the proposed charts is measured by the ARL which is calculated by using Markov chain as follows.

Firstly, we define the matrix P of the embedded Markov chain. For the two one-sided RR 2,3γ2 control charts, P is defined by

P=Qr0T1=00p1pp001p01pp00001, (6)

where Q is a (3,3) matrix of transient probabilities, r is a (3,1) vector satisfied r=1Q1 with 1=(1,1,1)T and 0=(0,0,0)T, p is the probability that a sample drops into the control interval. The corresponding (3,1) vector q of initial probabilities associated with the transient states is q=(0,0,1)T, i.e. the third state is the initial state.

For the case of RR 3,4γ2 control charts, the transient probability matrix Q(7×7) is given by

Q=00p00000000p00000001ppp00000001pp00000001pp00000001pp. (7)

In this case, the seventh state in the vector q=(0,0,0,0,0,0,1)T is the initial state.

Extended to ‘longer’ (4,5) Run Rules, the (15,15) matrix Q of transient probabilities for the two one-sided RR 4,5γ2 control charts is

Q=1pp00000p00p1p00000000p1p000000001pp00000000000000000000000000000001p0000001pp0000p1p0000p1p00001pp00000000000000000000000000000000000000000000000000000000000000001p0000p1p0000p1p00p000000000000000000000000000000000001pp0000000p1p0000000p1p, (8)

that corresponds to the (15,1) initial probabilites vector q=(0,,0,1)T (i.e. the initial state is the 15th one). These transient probability matrices has been presented in, for example, [15–17].

Let us now suppose that the occurrence of an unexpected condition shifts the in-control CV value γ0 to the out-of-control value γ1=τ×γ0, where τ>0 is the shift size. Values of τ(0,1) correspond to a decrease of the γ0, while values of τ>1 correspond to an increase of γ0. Then, the probability p is defined by

  • for the RR r,sγ2 chart:
    p=P(γˆi2LCL)=1Fγˆ2(LCL|n,γ1), (9)
  • for the RR r,s+γ2 chart:
    p=P(γˆi2UCL+)=Fγˆ2(UCL+|n,γ1), (10)

where Fγˆ2 is defined in (2).

Once the matrix Q and the vector q have been determined, the ARL and the SDRL (standard deviation of run length) are calculated by

ARL=qT(IQ)11, (11)
SDRL=2qT(IQ)2Q1ARL2+ARL. (12)

It is customary that a control chart is considered to be better than its competitors if it gives a smaller value of the ARL1 while the ARL0 is the same. Therefore, the parameters of the RR r,sγ2 control charts should be the solution of the following equations:

  • for the RR r,sγ2 chart:
    ARL(kd,n,p,γ0,τ=1)=ARL0, (13)
  • for the RR r,s+γ2 chart:
    ARL(ku,n,p,γ0,τ=1)=ARL0, (14)

where ARL0 is predefined.

4. Performance of RR r,sγ2 control charts

Assigning the in-control value ARL0 at ARL0=370.4, the parameters kd and ku of the lower-sided and upper-sided RR r,sγ2 charts for some combinations of n{5,15},γ0{0.05,0.1,0.2} are presented in Table 1. Table 2 shows the corresponding ARL1 values of the proposed charts for various situations of the shift size τ. The obtained results show that the two one-sided RR r,sγ2 charts not only overcome the ARL-biased problem (as the ARL1 values are always smaller than the ARL0) but also outperform the two-sided RR-γ charts investigated in [2]. For example, with γ0=0.05,τ=1.10 and n = 5 in the RR 2,3γ2 chart, we have ARL1=95.9 (Table 2 in this study), which is smaller than ARL1=101.6 (Table 2 in [2]).

Table 1. Values of the parameters kd (left side) and ku (right side) of the downward chart and the upward RR r,sγ2 charts for γ0={0.05,0.1,0.2} and n={5,15} when ARL0=370.4.

  γ0=0.05 γ0=0.1 γ0=0.2
Charts n = 5 n = 15 n = 5 n = 15 n = 5 n = 15
RR 2,3γ2 (1.194,2.167) (1.487,2.010) (1.170,2.183) (1.464,2.023) (1.088,2.245) (1.407,2.069)
RR 3,4γ2 (1.023,1.293) (1.159,1.298) (1.003,1.301) (1.143,1.306) (0.930,1.331) (1.098,1.333)
RR 4,5γ2 (0.866,0.801) (0.915,0.872) (0.849,0.808) (0.902,0.878) (0.785,0.832) (0.865,0.899)

Table 2. Values of (ARL1,SDRL1) of RR r,sγ2 charts corresponding to the chart parameters in Table 1 for various situations of τ.

    γ0=0.05 γ0=0.1 γ0=0.2
Charts τ n = 5 n = 15 n = 5 n = 15 n = 5 n = 15
RR 2,3γ2 0.5 (8.1,6.6) (2.1,0.3) (8.1,6.5) (2.1,0.3) (8.2,6.7) (2.1,0.3)
RR 3,4γ2   (5.6,3.3) (3.0,0.1) (5.6,3.3) (3.0,0.1) (5.7,3.4) (3.0,0.1)
RR 4,5γ2   (5.4,2.1) (4.0,0.1) (5.4,2.1) (4.0,0.1) (5.4,2.2) (4.0,0.1)
RR 2,3γ2 0.65 (26.9,25.2) (3.8,2.3) (26.6,25.0) (3.8,2.2) (27.1,25.5) (3.9,2.4)
RR 3,4γ2   ((16.2,13.7) (3.8,1.4) (16.2,13.8) (3.8,1.4) (16.6,14.1) (3.9,1.5)
RR 4,5γ2   (12.6,9.5) (4.5,1.0) (12.7,9.6) (4.5,1.0) (13.0,9.9) (4.5,1.0)
RR 2,3γ2 0.8 (87.9,86.1) (17.9,16.2) (87.2,85.4) (17.5,15.9) (88.4,86.6) (18.2,16.5)
RR 3,4γ2   (59.8,57.1) (12.6,10.2) (59.9,57.2) (12.7,10.3) (61.1,58.4) (13.2,10.8)
RR 4,5γ2   (46.8,43.4) (11.1,8.0) (47.0,43.6) (11.2,8.0) (48.1,44.7) (11.6,8.4)
RR 2,3γ2 0.9 (184.4,182.5) (75.4,73.7) (183.7,181.9) (73.9,72.2) (185.2,183.4) (75.7,73.9)
RR 3,4γ2   (149.3,146.5) (55.4,52.7) (149.5,146.7) (55.3,52.6) (151.3,148.5) (57.1,54.5)
RR 4,5γ2   (128.7,125.1) (46.5,43.1) (129.1,125.4) (46.7,43.3) (130.9,127.3) (48.3,44.9)
RR 2,3+γ2 1.10 (95.9,94.1) (45.8,44.1) (96.5,94.7) (46.4,44.6) (98.7,96.9) (48.5,46.8)
RR 3,4+γ2   (94.2,91.5) (42.3,39.7) (94.8,92.0) (42.8,40.1) (97.0,94.2) (44.7,42.1)
RR 4,5+γ2   (94.9,91.4) (41.3,37.9) (95.4,91.9) (41.7,38.3) (97.6,94.0) (43.6,40.2)
RR 2,3+γ2 1.25 (25.8,24.2) (8.7,7.1) (26.1,24.4) (8.8,7.2) (27.2,25.6) (9.4,7.8)
RR 3,4+γ2   (26.3,23.8) (8.9,6.5) (26.5,24.0) (9.0,6.6) (27.6,25.1) (9.5,7.1)
RR 4,5+γ2   (27.5,24.2) (9.5,6.4) (27.8,24.5) (9.6,6.5) (28.9,25.5) (10.1,7.0)
RR 2,3+γ2 1.5 (8.1,6.6) (3.1,1.5) (8.2,6.7) (3.1,1.6) (8.6,7.1) (3.3,1.7)
RR 3,4+γ2   (9.1,6.7) (3.9,1.4) (9.2,6.8) (3.9,1.5) (9.6,7.2) (4.0,1.6)
RR 4,5+γ2   (10.2,7.1) (4.8,1.4) (10.3,7.2) (4.8,1.4) (10.7,7.6) (4.9,1.6)
RR 2,3+γ2 2.0 (3.4,1.9) (2.1,0.3) (3.4,1.9) (2.1,0.3) (3.6,2.1) (2.1,0.4)
RR 3,4+γ2   (4.3,2.0) (3.1,0.3) (4.4,2.0) (3.1,0.3) (4.6,2.2) (3.1,0.3)
RR 4,5+γ2   (5.3,2.1) (4.0,0.2) (5.4,2.1) (4.0,0.2) (5.6,2.3) (4.1,0.3)

5. Linear covariate error model for the coefficient of variation

The previous design for the RR r,sγ2 control charts is based on a latent assumption that the values in the collected sample are measured exactly without the measurement error. This assumption, however, is usually not reached in practice and it is difficult to avoid the measurement error. In this section, we suppose a linear covariate error model to the measurement error, which is suggested by Linna and Woodall [9].

Suppose that the quality characteristic X of n consecutive items at step ith is (Xi,1,Xi,2,,Xi,n), where Xi,jN(μ0+aσ0,b2σ02), where μ0 and σ0 are the in-control mean and standard deviation of X, a and b represent the standardized mean and the standardized deviation shifts, respectively. The process has shifted if the process mean μ0 and/or the process standard deviation σ0 have changed ( a0 and/or b1). Due to the measurement error, we only observe the values (Xi,j,1,,Xi,j,m) of a set of m measurement operations instead the true values Xi,j. According to the linear covariate error model, we assume Xi,j,k=A+BXi,j+εi,j,k, where A and B are two known constants and εi,j,k is a normal random error term with parameters (0,ΣM) and independent of Xi,j. Note that A is the constant bias component and B represents the parameter modeling the linearity error. The bias and linearity errors are monitored and possibly eliminated by means of a gauge calibration, see the AIAG manual [6] for further details.

Let X¯i,j denote the mean of m observed quantities of the same item j at the ith sampling. It is straightforward to show that

X¯i,jN(μ,σ2)=NA+B(μ0+aσ0),B2b2σ02+σM2m.

Tran et al. [19] showed that the CV of the quantity X¯i,j is

γ=σμ=B2b2+η2mθ+B(1+aγ0)×γ0, (15)

where γ0=σ0/μ0,η=σM/σ0 and θ=A/μ0 are the in-control value of CV, the precision and the accuracy error ratios, respectively. The sample coefficient of variation γˆi is defined by γˆi=Si/X¯¯i where X¯¯i and Si are the sample mean and standard deviation of X¯1,j,,X¯n,j X¯1,j,,X¯n,j, i.e.

X¯¯i=1nj=1nX¯i,jandSi=1n1j=1n(X¯i,jX¯¯i)2.

The c.d.f of γˆ2 can be obtained from (2) by simply replacing γ by γ, i.e. the c.d.f Fγˆ2(x|n,γ) of γˆ2 is given by

Fγˆ2(x|n,γ)=1FFnx1,n1,nγ2. (16)

6. Implementation and the performance of the RR r,sγ2 charts with measurement errors

Under the presence of measurement errors, the values μ0(γˆ2) and σ0(γˆ2) are calculated as in (4) and (5), where γ0 is replaced by γ0, which is defined from (15) with a = 0 and b = 1:

γ0=B2+η2mθ+B×γ0. (17)

Suppose that the in-control value γ0 is shifted to the out-of-control value γ1 with the size τ, we can represent τ according to a and b as τ=b/(1+aγ0). Therefore, the out-of-control CV of the observed quantity X¯i,j can be expressed by

γ1=B2b2+η2mθ+Bbτ×γ0. (18)

In the implementation of RR r,sγ2 control charts, the control limits, UCL+=μ0(γˆ2)+ku.σ0(γˆ2) and LCL=μ0(γˆ2)kd.σ0(γˆ2), are also found by solving the chart parameters kd and ku as the solution of the following equations:

  • for the RR r,sγ2 chart:
    ARL(kd,n,p,γ0,θ,η,m,B,b)=ARL0, (19)
  • for the RR r,s+γ2 chart:
    ARL(ku,n,p,γ0,θ,η,m,B,b)=ARL0. (20)

The ARL in (19) and (20) should be calculated with the transition probability matrix Q where the transition probability p is defined from (9) and (10) but with the c.d.f Fγˆ2(x|n,γ) of γˆ2 in (16) instead of c.d.f Fγˆ2 in (2).

To investigate the performance of the RR r,sγ2 charts under the appearance of the measurement error, we consider several possible values of the parameters: n{5,15}, γ0{0.05,0.1,0.2}, η{0,0.1,0.2,0.3,0.5,1}, θ{0,0.01,0.02,0.03,0.04,0.05}, m{1,3,5,7,10} and B{0.8,0.9,1,1.1,1.2}. The value of B is considered within the range [0.8,1.2] according to the guidelines for measurement system acceptability presented in manual of AIA Group [6] for measurement system analysis. Without loss of generality, we assume in the remaining that b = 1. The in-control value CV is also set at ARL0=370.4.

The control limits of the proposed charts for some specific values of these parameters have been presented in Table 3. The other values of the control limits for other situations of these parameters are not presented here but are available upon request from authors.

Table 3. Values of LCL (first row) and UCL (second row) for the RR r,sγ2 control charts in the presence of measurement errors, for different values of η, θ, n, γ0, B = 1 and m = 1.

      RR 2,3γ2 RR 3,4γ2 RR 3,4γ2
η θ γ0 n = 10 n = 15 n = 10 n = 15 n = 10 n = 15
0.1 0.01 0.05 0.0004 0.0011 0.0007 0.0014 0.0009 0.0016
      0.0063 0.0044 0.0047 0.0037 0.0039 0.0033
    0.10 0.0015 0.0043 0.0027 0.0055 0.0038 0.0065
      0.0254 0.0175 0.0191 0.0148 0.0156 0.0132
      0.0582 0.0399 0.0435 0.0336 0.0354 0.0299
    0.20 0.0059 0.0172 0.0107 0.0220 0.0151 0.0257
      0.1061 0.0718 0.0786 0.0602 0.0636 0.0534
0.28 0.05 0.05 0.0004 0.0011 0.0007 0.0014 0.0009 0.0016
      0.0062 0.0043 0.0047 0.0036 0.0038 0.0033
    0.10 0.0015 0.0043 0.0027 0.0055 0.0037 0.0064
      0.0251 0.0173 0.0189 0.0146 0.0154 0.0130
      0.0575 0.0394 0.0430 0.0332 0.0350 0.0295
    0.20 0.0059 0.0170 0.0106 0.0218 0.0149 0.0254
      0.1047 0.0709 0.0776 0.0595 0.0629 0.0528

Tables 47 show the corresponding values of the ARL1 under different effects of the parameters η,θ,m and B of the linear covariate model. Some simple conclusions can be drawn from these tables as follows:

  • The increase of the precision error ratio η leads to an increase of the ARL1. However, this increase in the ARL1 following the change of η is not significant, especially when η0.3. For example, for the RR 2,3γ2 chart with n=5,γ0=0.05,B=1,m=1,θ=0.05 and τ=0.8, we have ARL1=93.12 when η=0.0 and ARL1=93.20 when η=0.3 (Table 4). That means the precision error ratio does not affect much the performance of the proposed charts.

  • The accuracy error θ has a negative impact on the RR r,sγ2 charts' performance: the larger the accuracy error θ is, the larger the value ARL1 is, i.e. the lower of the control chart is in detecting the out-of-control condition. For example, in the RR 3,4γ2 chart with n=5,γ0=0.1,B=1,m=1,η=0.28 and τ=1.3, we have ARL1=26.56 when θ=0.0 and ARL1=29.19 when θ=0.5 (Table 5).

  • Given the value of other parameters, the variation of B significantly affects the performance of the RR r,sγ2 charts. For instance, in Table 6 with the RR 4,5γ2 control chart and n=5,m=1,γ0=0.2,η=0.28,θ=0.05,τ=0.7 we have ARL1=14.43 when B = 0.8 and ARL1=13.93 when B = 1.2.

  • In many situations, taking multiple measurements per item in each sample is an alternative to compensate for the effect of the measurement error. However, the obtained results in this study show that this is not an effective way to reduce the impact of measurement errors on the proposed control charts performance. This is because, according to the results of the numerical analysis, the ARL1 decreases trivially or is almost unchanged when m increases from m = 1 to m = 10. For example, with n=5,B=1,γ0=0.05,η=0.28,θ=0.05,τ=0.8 in the RR 2,3+γ2, we have ARL1=9.07 for both m = 1 and m = 10 (Table 7). Hence, in order to reduce the impact of ME on the proposed control charts performance, we can improve the measurement system to reduce the values of θ and η.

  • In general, the RR r,sγ2 control charts give better performance in detecting the small process shifts compared to the VSI- γ2 control chart investigated in [11], under the same condition of measurement errors. For example, with the same values of n=5,γ0=0.05,η=0.28,θ=0.05,τ=0.8, we have ARL1=46.80 for the RR 4,5γ2 (Table 5 in this study), which is smaller than ARL1=61.99 for the VSI γ2 control chart with (hS,hL)=0.1,4.0 (Table 10 in [11]).

Table 4. The ARL values of the RR r,sγ2 control charts in the presence of measurement errors for γ0=0.05 (left side), γ0=0.1 (middle) and γ0=0.2 (right side), and for different values of η, θ=0.05, τ, n, B = 1, m = 1.

Charts τ η=0 η=0.1 η=0.2 η=0.3 η=0.5 η=1
n = 5
RR 2,3γ2 0.5 (8.92,8.85,8.98) (8.94,8.85,8.99) (8.92,8.84,8.99) (8.92,8.86,9.01) (8.90,8.84,9.06) (8.87,8.87,9.24)
  0.7 (29.38,29.11,29.54) (29.45,29.14,29.58) (29.35,29.06,29.57) (29.40,29.13,29.65) (29.29,29.09,29.80) (29.19,29.18,30.42)
  0.8 (93.12,92.52,93.41) (93.28,92.44,93.58) (93.15,92.24,93.38) (93.20,92.54,93.68) (92.90,92.39,93.98) (92.74,92.60,95.22)
  1.3 (28.57,28.83,29.93) (28.57,28.84,29.94) (28.57,28.85,29.99) (28.58,28.87,30.06) (28.59,28.92,30.30) (28.66,29.19,31.45)
  1.5 (9.07,9.17,9.62) (9.07,9.17,9.62) (9.07,9.18,9.64) (9.07,9.19,9.67) (9.07,9.21,9.77) (9.10,9.32,10.24)
  2.0 (3.70,3.74,3.92) (3.70,3.74,3.92) (3.70,3.74,3.92) (3.70,3.75,3.94) (3.70,3.76,3.98) (3.71,3.80,4.16)
RR 3,4γ2 0.5 (6.01,6.02,6.11) (6.02,6.02,6.12) (6.02,6.02,6.12) (6.01,6.02,6.13) (6.01,6.02,6.15) (6.01,6.05,6.26)
  0.7 (17.69,17.71,18.09) (17.71,17.71,18.11) (17.71,17.71,18.11) (17.70,17.73,18.15) (17.71,17.73,18.25) (17.68,17.82,18.68)
  0.8 (64.10,64.21,65.33) (64.20,64.19,65.35) (64.22,64.17,65.37) (64.13,64.24,65.47) (64.22,64.25,65.78) (64.07,64.48,67.06)
  1.3 (28.92,29.17,30.21) (28.92,29.17,30.22) (28.92,29.18,30.26) (28.93,29.20,30.34) (28.93,29.25,30.56) (29.00,29.51,31.63)
  1.5 (10.01,10.12,10.55) (10.01,10.12,10.55) (10.01,10.12,10.57) (10.02,10.13,10.60) (10.02,10.15,10.69) (10.05,10.26,11.14)
  2.0 (4.67,4.71,4.89) (4.67,4.71,4.89) (4.67,4.72,4.90) (4.67,4.72,4.91) (4.68,4.73,4.95) (4.69,4.77,5.13)
RR 4,5γ2 0.5 (5.64,5.65,5.71) (5.64,5.65,5.71) (5.64,5.65,5.72) (5.64,5.65,5.72) (5.64,5.65,5.74) (5.64,5.67,5.81)
  0.7 (13.75,13.79,14.09) (13.76,13.80,14.10) (13.76,13.81,14.12) (13.75,13.81,14.13) (13.76,13.81,14.20) (13.76,13.89,14.52)
  0.8 (50.44,50.60,51.63) (50.49,50.63,51.67) (50.51,50.66,51.74) (50.45,50.66,51.78) (50.46,50.67,52.03) (50.48,50.96,53.14)
  1.3 (30.17,30.42,31.45) (30.18,30.43,31.46) (30.19,30.43,31.51) (30.18,30.45,31.57) (30.20,30.51,31.80) (30.25,30.76,32.85)
  1.5 (11.17,11.27,11.70) (11.17,11.27,11.71) (11.17,11.27,11.73) (11.17,11.28,11.76) (11.17,11.30,11.85) (11.20,11.41,12.30)
  2.0 (5.68,5.72,5.90) (5.68,5.72,5.90) (5.68,5.72,5.91) (5.68,5.72,5.92) (5.68,5.73,5.96) (5.69,5.78,6.14)
n = 15
RR 2,3γ2 0.5 (2.12,2.12,2.13) (2.12,2.12,2.13) (2.12,2.12,2.13) (2.12,2.12,2.13) (2.12,2.12,2.14) (2.12,2.12,2.15)
  0.7 (4.12,4.08,4.18) (4.12,4.08,4.18) (4.12,4.08,4.18) (4.11,4.08,4.19) (4.11,4.08,4.22) (4.09,4.10,4.35)
  0.8 (19.86,19.42,19.97) (19.83,19.43,20.02) (19.83,19.45,20.02) (19.80,19.45,20.06) (19.73,19.43,20.20) (19.56,19.55,21.01)
  1.3 (9.68,9.81,10.41) (9.68,9.82,10.41) (9.68,9.82,10.44) (9.68,9.83,10.48) (9.69,9.86,10.61) (9.72,10.01,11.22)
  1.5 (3.32,3.36,3.52) (3.32,3.36,3.52) (3.32,3.36,3.53) (3.32,3.36,3.54) (3.32,3.37,3.58) (3.33,3.41,3.75)
  2.0 (2.13,2.14,2.17) (2.13,2.14,2.17) (2.13,2.14,2.18) (2.13,2.14,2.18) (2.13,2.14,2.19) (2.13,2.15,2.23)
RR 3,4γ2 0.5 (3.02,3.02,3.03) (3.02,3.02,3.03) (3.02,3.02,3.03) (3.02,3.02,3.03) (3.02,3.02,3.03) (3.02,3.03,3.03)
  0.7 (4.02,4.02,4.09) (4.02,4.02,4.09) (4.01,4.02,4.10) (4.01,4.02,4.10) (4.01,4.03,4.12) (4.01,4.04,4.20)
  0.8 (13.91,13.92,14.41) (13.92,13.91,14.42) (13.90,13.91,14.44) (13.90,13.92,14.48) (13.89,13.95,14.59) (13.87,14.06,15.13)
  1.3 (9.77,9.89,10.42) (9.77,9.90,10.42) (9.78,9.90,10.44) (9.78,9.91,10.48) (9.78,9.94,10.59) (9.81,10.07,11.13)
  1.5 (4.10,4.13,4.28) (4.10,4.13,4.28) (4.10,4.14,4.29) (4.10,4.14,4.30) (4.10,4.14,4.33) (4.11,4.18,4.48)
  2.0 (3.09,3.10,3.12) (3.09,3.10,3.13) (3.09,3.10,3.13) (3.09,3.10,3.13) (3.09,3.10,3.14) (3.09,3.11,3.17)
RR 4,5γ2 0.5 (4.01,4.01,4.01) (4.01,4.01,4.01) (4.01,4.01,4.01) (4.01,4.01,4.01) (4.01,4.01,4.01) (4.01,4.01,4.01)
  0.7 (4.58,4.59,4.64) (4.58,4.59,4.64) (4.58,4.59,4.64) (4.58,4.59,4.65) (4.58,4.59,4.66) (4.58,4.60,4.71)
  0.8 (12.09,12.14,12.55) (12.09,12.14,12.56) (12.09,12.14,12.58) (12.09,12.15,12.61) (12.09,12.17,12.70) (12.09,12.27,13.15)
  1.3 (10.37,10.48,10.97) (10.37,10.48,10.98) (10.37,10.49,11.00) (10.37,10.49,11.03) (10.38,10.52,11.14) (10.40,10.64,11.64)
  1.5 (4.97,5.00,5.13) (4.97,5.00,5.13) (4.97,5.00,5.14) (4.97,5.00,5.15) (4.97,5.01,5.18) (4.98,5.04,5.32)
  2.0 (4.07,4.08,4.10) (4.07,4.08,4.10) (4.07,4.08,4.10) (4.07,4.08,4.10) (4.07,4.08,4.11) (4.07,4.08,4.13)

Table 7. The ARL values of the RR r,sγ2 control charts in the presence of measurement errors for γ0=0.05 (left side), γ0=0.1 (middle) and γ0=0.2 (right side), and for different values of m, τ, n, η=0.28, θ=0.05, B = 1.

Charts τ m = 1 m = 3 m = 5 m = 7 m = 10
n = 5
RR 2,3γ2 0.5 (8.93,8.85,9.01) (8.92,8.84,8.99) (8.93,8.84,8.99) (8.94,8.85,8.99) (8.93,8.84,8.99)
  0.7 (29.42,29.13,29.64) (29.39,29.06,29.56) (29.41,29.09,29.56) (29.42,29.11,29.58) (29.39,29.07,29.58)
  0.8 (93.24,92.53,93.63) (93.00,92.20,93.47) (93.22,92.44,93.43) (93.20,92.50,93.57) (93.12,92.23,93.52)
  1.3 (28.58,28.86,30.04) (28.57,28.84,29.96) (28.57,28.84,29.95) (28.57,28.83,29.95) (28.57,28.83,29.94)
  1.5 (9.07,9.18,9.66) (9.07,9.18,9.63) (9.07,9.17,9.62) (9.07,9.17,9.62) (9.07,9.17,9.62)
  2.0 (3.70,3.75,3.93) (3.70,3.74,3.92) (3.70,3.74,3.92) (3.70,3.74,3.92) (3.70,3.74,3.92)
RR 3,4γ2 0.5 (6.01,6.02,6.12) (6.02,6.02,6.12) (6.01,6.01,6.12) (6.02,6.02,6.12) (6.01,6.02,6.12)
  0.7 (17.70,17.72,18.14) (17.72,17.70,18.11) (17.70,17.69,18.11) (17.71,17.71,18.10) (17.69,17.71,18.11)
  0.8 (64.20,64.24,65.45) (64.26,64.15,65.33) (64.18,64.15,65.36) (64.18,64.21,65.35) (64.15,64.15,65.39)
  1.3 (28.92,29.19,30.31) (28.92,29.17,30.25) (28.92,29.17,30.23) (28.92,29.17,30.22) (28.92,29.17,30.22)
  1.5 (10.02,10.13,10.59) (10.01,10.12,10.56) (10.01,10.12,10.55) (10.01,10.12,10.55) (10.01,10.12,10.55)
  2.0 (4.67,4.72,4.91) (4.67,4.72,4.89) (4.67,4.71,4.89) (4.67,4.71,4.89) (4.67,4.71,4.89)
RR 4,5γ2 0.5 (5.64,5.65,5.72) (5.64,5.65,5.71) (5.64,5.65,5.71) (5.64,5.65,5.71) (5.64,5.65,5.71)
  0.7 (13.76,13.80,14.13) (13.76,13.80,14.10) (13.75,13.80,14.10) (13.76,13.79,14.10) (13.75,13.79,14.10)
  0.8 (50.47,50.63,51.74) (50.50,50.65,51.67) (50.46,50.62,51.68) (50.48,50.58,51.67) (50.47,50.60,51.67)
  1.3 (30.19,30.44,31.56) (30.18,30.43,31.49) (30.18,30.43,31.47) (30.18,30.42,31.46) (30.17,30.42,31.46)
  1.5 (11.17,11.28,11.75) (11.17,11.27,11.72) (11.17,11.27,11.71) (11.17,11.27,11.71) (11.17,11.27,11.71)
  2.0 (5.68,5.72,5.91) (5.68,5.72,5.90) (5.68,5.72,5.90) (5.68,5.72,5.90) (5.68,5.72,5.90)
n = 15
RR 2,3γ2 0.5 (2.12,2.12,2.13) (2.12,2.12,2.13) (2.12,2.12,2.13) (2.12,2.12,2.13) (2.12,2.12,2.13)
  0.7 (4.12,4.08,4.19) (4.12,4.08,4.18) (4.12,4.08,4.18) (4.12,4.08,4.18) (4.12,4.08,4.18)
  0.8 (19.82,19.40,20.05) (19.83,19.41,19.99) (19.86,19.45,20.00) (19.85,19.45,20.00) (19.84,19.43,19.98)
  1.3 (9.68,9.83,10.47) (9.68,9.82,10.43) (9.68,9.82,10.42) (9.68,9.82,10.42) (9.68,9.82,10.41)
  1.5 (3.32,3.36,3.54) (3.32,3.36,3.53) (3.32,3.36,3.52) (3.32,3.36,3.52) (3.32,3.36,3.52)
  2.0 (2.13,2.14,2.18) (2.13,2.14,2.17) (2.13,2.14,2.17) (2.13,2.14,2.17) (2.13,2.14,2.17)
RR 3,4γ2 0.5 (3.02,3.02,3.03) (3.02,3.02,3.03) (3.02,3.02,3.03) (3.02,3.02,3.03) (3.02,3.02,3.03)
  0.7 (4.02,4.02,4.10) (4.02,4.02,4.10) (4.01,4.02,4.09) (4.02,4.02,4.09) (4.01,4.02,4.09)
  0.8 (13.91,13.92,14.46) (13.90,13.92,14.44) (13.90,13.91,14.42) (13.92,13.90,14.42) (13.91,13.90,14.42)
  1.3 (9.78,9.91,10.47) (9.78,9.90,10.44) (9.78,9.90,10.43) (9.78,9.90,10.42) (9.78,9.90,10.42)
  1.5 (4.10,4.14,4.29) (4.10,4.13,4.28) (4.10,4.13,4.28) (4.10,4.13,4.28) (4.10,4.13,4.28)
  2.0 (3.09,3.10,3.13) (3.09,3.10,3.13) (3.09,3.10,3.13) (3.09,3.10,3.13) (3.09,3.10,3.13)
RR 4,5γ2 0.5 (4.01,4.01,4.01) (4.01,4.01,4.01) (4.01,4.01,4.01) (4.01,4.01,4.01) (4.01,4.01,4.01)
  0.7 (4.58,4.59,4.64) (4.58,4.59,4.64) (4.58,4.59,4.64) (4.58,4.59,4.64) (4.58,4.59,4.64)
  0.8 (12.09,12.14,12.60) (12.09,12.14,12.57) (12.09,12.14,12.57) (12.09,12.14,12.56) (12.09,12.14,12.56)
  1.3 (10.37,10.49,11.02) (10.37,10.48,10.99) (10.37,10.48,10.98) (10.37,10.48,10.98) (10.37,10.48,10.98)
  1.5 (4.97,5.00,5.15) (4.97,5.00,5.14) (4.97,5.00,5.14) (4.97,5.00,5.13) (4.97,5.00,5.13)
  2.0 (4.07,4.08,4.10) (4.07,4.08,4.10) (4.07,4.08,4.10) (4.07,4.08,4.10) (4.07,4.08,4.10)

Table 5. The ARL values of the RR r,sγ2 control charts in the presence of measurement errors for γ0=0.05 (left side), γ0=0.1 (middle) and γ0=0.2 (right side), and for different values of θ, η=0.28, τ, n, B = 1, m = 1.

Charts τ θ=0 θ=0.01 θ=0.02 θ=0.03 θ=0.04 θ=0.05
n = 5
RR 2,3γ2 0.5 (8.11,8.06,8.22) (8.28,8.21,8.38) (8.43,8.35,8.53) (8.59,8.52,8.69) (8.75,8.69,8.84) (8.93,8.85,9.01)
  0.7 (26.88,26.65,27.19) (27.38,27.15,27.71) (27.87,27.55,28.15) (28.36,28.10,28.66) (28.87,28.62,29.12) (29.42,29.13,29.64)
  0.8 (87.72,87.23,88.36) (88.96,88.30,89.56) (89.94,89.12,90.51) (90.85,90.33,91.69) (91.95,91.30,92.44) (93.24,92.53,93.63)
  1.3 (25.84,26.13,27.35) (26.38,26.67,27.88) (26.93,27.21,28.42) (27.47,27.76,28.96) (28.02,28.31,29.50) (28.58,28.86,30.04)
  1.5 (8.09,8.20,8.68) (8.28,8.39,8.87) (8.47,8.59,9.07) (8.67,8.78,9.26) (8.87,8.98,9.46) (9.07,9.18,9.66)
  2.0 (3.38,3.42,3.61) (3.44,3.48,3.67) (3.50,3.55,3.73) (3.57,3.61,3.80) (3.63,3.68,3.87) (3.70,3.75,3.93)
RR 3,4γ2 0.5 (5.60,5.61,5.71) (5.68,5.69,5.80) (5.76,5.77,5.88) (5.84,5.85,5.96) (5.93,5.93,6.04) (6.01,6.02,6.12)
  0.7 (16.15,16.20,16.62) (16.47,16.50,16.93) (16.76,16.78,17.24) (17.07,17.10,17.53) (17.38,17.40,17.84) (17.70,17.72,18.14)
  0.8 (59.75,59.92,61.22) (60.70,60.79,62.12) (61.56,61.53,63.02) (62.38,62.49,63.79) (63.26,63.35,64.67) (64.20,64.24,65.45)
  1.3 (26.28,26.56,27.72) (26.80,27.08,28.23) (27.33,27.60,28.75) (27.86,28.13,29.27) (28.39,28.66,29.79) (28.92,29.19,30.31)
  1.5 (9.05,9.16,9.63) (9.24,9.35,9.82) (9.43,9.54,10.01) (9.62,9.73,10.20) (9.82,9.93,10.39) (10.02,10.13,10.59)
  2.0 (4.35,4.39,4.58) (4.41,4.46,4.64) (4.48,4.52,4.70) (4.54,4.58,4.77) (4.61,4.65,4.84) (4.67,4.72,4.91)
RR 4,5γ2 0.5 (5.37,5.39,5.46) (5.43,5.44,5.51) (5.48,5.49,5.56) (5.53,5.54,5.61) (5.58,5.59,5.67) (5.64,5.65,5.72)
  0.7 (12.65,12.70,13.04) (12.87,12.92,13.25) (13.09,13.14,13.47) (13.31,13.35,13.68) (13.53,13.58,13.90) (13.76,13.80,14.13)
  0.8 (46.80,47.00,48.23) (47.56,47.75,48.90) (48.26,48.47,49.65) (49.00,49.14,50.35) (49.70,49.91,51.07) (50.47,50.63,51.74)
  1.3 (27.55,27.82,28.97) (28.07,28.34,29.48) (28.60,28.86,29.99) (29.13,29.39,30.51) (29.65,29.92,31.04) (30.19,30.44,31.56)
  1.5 (10.18,10.30,10.77) (10.38,10.49,10.96) (10.57,10.68,11.15) (10.77,10.88,11.35) (10.97,11.08,11.55) (11.17,11.28,11.75)
  2.0 (5.34,5.39,5.58) (5.41,5.45,5.64) (5.47,5.52,5.71) (5.54,5.58,5.77) (5.61,5.65,5.84) (5.68,5.72,5.91)
n = 15
RR 2,3γ2 0.5 (2.09,2.09,2.10) (2.09,2.09,2.10) (2.10,2.10,2.11) (2.11,2.11,2.12) (2.11,2.11,2.13) (2.12,2.12,2.13)
  0.7 (3.79,3.76,3.87) (3.85,3.82,3.94) (3.92,3.89,4.00) (3.98,3.95,4.06) (4.04,4.02,4.12) (4.12,4.08,4.19)
  0.8 (17.85,17.59,18.24) (18.22,17.94,18.60) (18.65,18.32,18.96) (19.00,18.68,19.31) (19.39,19.08,19.68) (19.82,19.40,20.05)
  1.3 (8.66,8.81,9.44) (8.86,9.01,9.64) (9.06,9.21,9.84) (9.26,9.41,10.05) (9.47,9.62,10.26) (9.68,9.83,10.47)
  1.5 (3.07,3.11,3.28) (3.12,3.16,3.33) (3.17,3.21,3.38) (3.22,3.26,3.43) (3.27,3.31,3.48) (3.32,3.36,3.54)
  2.0 (2.08,2.09,2.13) (2.09,2.10,2.14) (2.10,2.11,2.15) (2.11,2.12,2.16) (2.12,2.13,2.17) (2.13,2.14,2.18)
RR 3,4γ2 0.5 (3.01,3.02,3.02) (3.02,3.02,3.02) (3.02,3.02,3.02) (3.02,3.02,3.02) (3.02,3.02,3.03) (3.02,3.02,3.03)
  0.7 (3.83,3.84,3.91) (3.87,3.87,3.95) (3.90,3.91,3.99) (3.94,3.95,4.02) (3.98,3.98,4.06) (4.02,4.02,4.10)
  0.8 (12.64,12.68,13.22) (12.89,12.92,13.47) (13.14,13.16,13.71) (13.38,13.41,13.97) (13.64,13.67,14.22) (13.91,13.92,14.46)
  1.3 (8.87,9.00,9.56) (9.04,9.18,9.74) (9.22,9.36,9.92) (9.41,9.54,10.10) (9.59,9.72,10.28) (9.78,9.91,10.47)
  1.5 (3.88,3.91,4.06) (3.92,3.96,4.11) (3.97,4.00,4.15) (4.01,4.04,4.20) (4.06,4.09,4.25) (4.10,4.14,4.29)
  2.0 (3.06,3.06,3.09) (3.07,3.07,3.10) (3.07,3.08,3.10) (3.08,3.08,3.11) (3.09,3.09,3.12) (3.09,3.10,3.13)
RR 4,5γ2 0.5 (4.00,4.00,4.00) (4.00,4.00,4.01) (4.00,4.00,4.01) (4.01,4.01,4.01) (4.01,4.01,4.01) (4.01,4.01,4.01)
  0.7 (4.46,4.47,4.52) (4.48,4.49,4.54) (4.51,4.51,4.57) (4.53,4.54,4.59) (4.55,4.56,4.62) (4.58,4.59,4.64)
  0.8 (11.10,11.17,11.62) (11.29,11.36,11.82) (11.48,11.55,12.01) (11.69,11.75,12.21) (11.89,11.94,12.40) (12.09,12.14,12.60)
  1.3 (9.50,9.63,10.15) (9.67,9.79,10.32) (9.84,9.97,10.49) (10.02,10.14,10.67) (10.19,10.31,10.85) (10.37,10.49,11.02)
  1.5 (4.77,4.80,4.93) (4.81,4.84,4.97) (4.85,4.88,5.02) (4.89,4.92,5.06) (4.93,4.96,5.10) (4.97,5.00,5.15)
  2.0 (4.05,4.05,4.07) (4.05,4.05,4.07) (4.06,4.06,4.08) (4.06,4.06,4.09) (4.07,4.07,4.09) (4.07,4.08,4.10)

Table 6. The ARL values of the RR r,sγ2 control charts in the presence of measurement errors for γ0=0.05 (left side), γ0=0.1 (middle) and γ0=0.2 (right side), and for different values of B, τ, n, η=0.28, θ=0.05, m = 1.

Charts τ B = 0.8 B = 0.9 B = 1.0 B = 1.1 B = 1.2
n = 5
RR 2,3γ2 0.5 (9.13,9.05,9.22) (9.03,8.93,9.11) (8.93,8.85,9.01) (8.84,8.76,8.94) (8.79,8.72,8.87)
  0.7 (30.00,29.74,30.26) (29.73,29.33,29.95) (29.42,29.13,29.64) (29.10,28.82,29.42) (28.99,28.71,29.24)
  0.8 (94.27,93.68,94.95) (93.89,92.84,94.31) (93.24,92.53,93.63) (92.45,91.72,93.28) (92.23,91.63,92.81)
  1.3 (29.28,29.57,30.79) (28.89,29.17,30.37) (28.58,28.86,30.04) (28.33,28.60,29.77) (28.11,28.39,29.55)
  1.5 (9.33,9.44,9.95) (9.18,9.30,9.79) (9.07,9.18,9.66) (8.98,9.09,9.56) (8.90,9.01,9.48)
  2.0 (3.79,3.83,4.03) (3.74,3.78,3.98) (3.70,3.75,3.93) (3.67,3.71,3.90) (3.64,3.69,3.87)
RR 3,4γ2 0.5 (6.12,6.13,6.24) (6.06,6.06,6.18) (6.01,6.02,6.12) (5.98,5.98,6.09) (5.94,5.95,6.05)
  0.7 (18.08,18.11,18.55) (17.89,17.88,18.33) (17.70,17.72,18.14) (17.57,17.58,18.00) (17.44,17.46,17.88)
  0.8 (65.22,65.28,66.56) (64.70,64.64,66.01) (64.20,64.24,65.45) (63.85,63.84,65.08) (63.43,63.53,64.76)
  1.3 (29.60,29.88,31.04) (29.22,29.50,30.63) (28.92,29.19,30.31) (28.68,28.94,30.06) (28.48,28.74,29.84)
  1.5 (10.27,10.38,10.87) (10.13,10.24,10.71) (10.02,10.13,10.59) (9.93,10.03,10.49) (9.85,9.96,10.41)
  2.0 (4.76,4.81,5.00) (4.71,4.76,4.95) (4.67,4.72,4.91) (4.64,4.69,4.87) (4.62,4.66,4.84)
RR 4,5γ2 0.5 (5.71,5.72,5.79) (5.67,5.68,5.75) (5.64,5.65,5.72) (5.61,5.62,5.69) (5.59,5.60,5.67)
  0.7 (14.04,14.08,14.43) (13.88,13.93,14.26) (13.76,13.80,14.13) (13.66,13.70,14.02) (13.57,13.61,13.93)
  0.8 (51.38,51.54,52.76) (50.91,51.07,52.19) (50.47,50.63,51.74) (50.18,50.32,51.43) (49.86,50.02,51.15)
  1.3 (30.85,31.13,32.28) (30.48,30.75,31.88) (30.19,30.44,31.56) (29.94,30.20,31.30) (29.74,30.00,31.09)
  1.5 (11.42,11.54,12.03) (11.28,11.40,11.87) (11.17,11.28,11.75) (11.08,11.19,11.65) (11.00,11.11,11.57)
  2.0 (5.77,5.81,6.01) (5.72,5.76,5.96) (5.68,5.72,5.91) (5.65,5.69,5.88) (5.62,5.66,5.85)
n = 15
RR 2,3γ2 0.5 (2.13,2.13,2.14) (2.13,2.13,2.14) (2.12,2.12,2.13) (2.12,2.12,2.13) (2.12,2.11,2.13)
  0.7 (4.20,4.17,4.29) (4.15,4.12,4.23) (4.12,4.08,4.19) (4.08,4.05,4.16) (4.06,4.02,4.13)
  0.8 (20.29,19.95,20.61) (20.05,19.69,20.26) (19.82,19.40,20.05) (19.64,19.25,19.86) (19.50,19.11,19.73)
  1.3 (9.95,10.11,10.77) (9.80,9.95,10.60) (9.68,9.83,10.47) (9.58,9.73,10.36) (9.50,9.65,10.28)
  1.5 (3.39,3.43,3.62) (3.35,3.39,3.57) (3.32,3.36,3.54) (3.30,3.34,3.51) (3.28,3.31,3.49)
  2.0 (2.14,2.15,2.19) (2.13,2.14,2.18) (2.13,2.14,2.18) (2.12,2.13,2.17) (2.12,2.13,2.17)
RR 3,4γ2 0.5 (3.03,3.03,3.03) (3.03,3.03,3.03) (3.02,3.02,3.03) (3.02,3.02,3.03) (3.02,3.02,3.03)
  0.7 (4.06,4.07,4.15) (4.04,4.04,4.12) (4.02,4.02,4.10) (4.00,4.00,4.08) (3.98,3.99,4.06)
  0.8 (14.22,14.25,14.82) (14.05,14.07,14.62) (13.91,13.92,14.46) (13.78,13.81,14.34) (13.68,13.71,14.23)
  1.3 (10.02,10.15,10.74) (9.88,10.02,10.59) (9.78,9.91,10.47) (9.69,9.82,10.38) (9.62,9.75,10.30)
  1.5 (4.16,4.20,4.36) (4.13,4.16,4.32) (4.10,4.14,4.29) (4.08,4.12,4.27) (4.06,4.10,4.25)
  2.0 (3.10,3.11,3.14) (3.10,3.10,3.13) (3.09,3.10,3.13) (3.09,3.09,3.12) (3.09,3.09,3.12)
RR 4,5γ2 0.5 (4.01,4.01,4.01) (4.01,4.01,4.01) (4.01,4.01,4.01) (4.01,4.01,4.01) (4.01,4.01,4.01)
  0.7 (4.61,4.62,4.68) (4.59,4.60,4.66) (4.58,4.59,4.64) (4.57,4.58,4.63) (4.56,4.57,4.62)
  0.8 (12.34,12.40,12.88) (12.20,12.26,12.72) (12.09,12.14,12.60) (12.00,12.05,12.50) (11.92,11.98,12.42)
  1.3 (10.60,10.72,11.28) (10.47,10.60,11.14) (10.37,10.49,11.02) (10.29,10.41,10.93) (10.22,10.34,10.86)
  1.5 (5.03,5.06,5.21) (5.00,5.03,5.18) (4.97,5.00,5.15) (4.95,4.98,5.12) (4.94,4.97,5.11)
  2.0 (4.08,4.08,4.11) (4.08,4.08,4.11) (4.07,4.08,4.10) (4.07,4.07,4.10) (4.07,4.07,4.09)

In practice, quality practitioners often prefer detecting a range of shifts Ω=[a;b] since it is difficult to guess an exact value for the process shift. In such situations, the statistical performance of the control chart can be evaluated through the EARL (expected average run length) defined as

EARL=ΩARL×fτ(τ)dτ, (21)

where fτ(τ) is the distribution of process shift τ and ARL is defined in (11). Without any information about τ, one can choose the uniform distribution in Ω, i.e fτ(τ)=1/(ba).

The chart parameters are now defined as

  • for the RR r,sγ2 chart:
    EARL(LCL,n,p,γ0,θ,η,m,B)=ARL0, (22)
  • for the RR r,s+γ2 chart:
    EARL(UCL+,n,p,γ0,θ,η,m,B)=ARL0. (23)

In the following simulation, we consider a specific range of decreasing shifts ΩD=[0.5,1) and increasing shifts ΩI=(1,2]. Figures 2 and 3 show the change of EARL of the RR- γ2 control charts when η varies in [0,1] and θ varies in [0,0.05] for γ0=0.05 and γ0=0.2, respectively. The slope of the plane which represents the EARL values from right to left and from outside to inside shows that the larger the values of η and θ, the larger the value of EARL. That is to say, these errors have negative effects on the performance of the RR- γ2 charts. For example, in Figure 2 when n = 5, B = m = 1, and γ=0.05, we have EARL = 82.27 for θ=η=0 (corresponding to no measurement errors), but EARL=82.81 for η=0,θ=0.05 (corresponding to the negative effect of accuracy error), EARL = 83.42 for θ=0,η=0.3 (corresponding to the negative effect of precision error), and EARL = 84.49 for θ=0.05,η=0.5 (corresponding to the negative effect of both precision and accuracy error). The effect of B and m on the EARL is displayed in Figures 4–7 for both γ0=0.05 and γ0=0.2. We obtain a similar trend as the case of the specific shift size: When B increases, the EARL decreases and the EARL does not change significantly when m increases. The almost constant EARL line shows that the effect of m on these chart performance is insignificant. That is to say, increasing the value of m does not reduce the negative effect of measurement errors on the charts. In contrast, the plot of the EARL corresponding to n = 15 is always below the plot of the EARL corresponding to n = 5. That means, the sample size has a great impact on the RR r,sγ2 charts' performance regardless of the measurement error.

Figure 2.

Figure 2.

The effect of θ and η on the performance of the RR r,sγ2 control charts in the presence of measurement errors for γ0=0.05.

Figure 3.

Figure 3.

The effect of θ and η on the performance of the RR r,sγ2 control charts in the presence of measurement error for γ0=0.2.

Figure 4.

Figure 4.

The effect of B on the performance of the RR r,sγ2 control charts in the presence of measurement errors for γ0=0.05; n = 5 (-□-) and n = 15 ( ).

Figure 5.

Figure 5.

The effect of B on the performance of the RR r,sγ2 control charts in the presence of measurement error for γ0=0.2; n = 5 (-□-) and n = 15 ( ).

Figure 6.

Figure 6.

The effect of m on the performance of the RR r,sγ2 control charts in the presence of measurement errors for γ0=0.05; n = 5 (-□-) and n = 15 ( ).

Figure 7.

Figure 7.

The effect of m on the performance of the RR r,sγ2 control charts in the presence of measurement error for γ0=0.2; n = 5 (-□-) and n = 15 ( ).

7. Illustrative example

In this section, we present an illustrative example of the implementation of the RR r,sγ2 control charts in the presence of the measurement error. The real industrial data from a sintering process in an Italian company that manufactures sintered mechanical parts, which were introduced in [5], are considered.

The process manufactures parts guarantee a pressure test by dropping time Tpd from 2 bar to 1.5 bar larger than 30 s as a quality characteristic related to the pore shrinkage. Since the presence of a constant proportionality σpd=γpd×μpd between the standard deviation of the pressure drop time and its mean had been demonstrated by the preliminary regression study relating Tpd to the quantity QC of molten copper, the quality practitioners decide to monitor the CV γpd=σpd/μpd to detect changes in the process variability. According to the description in [5], an estimate γˆ0=0.417 is calculated from a Phase I dataset based on a root mean square computation. Phase II data are reproduced in Table 8.

Table 8. Illustrative example of Phase II dataset.

i X¯i Si γˆ γˆ2
1 906.4 476.0 0.525 0.27563
2 805.1 493.9 0.614 0.37700
3 1187.2 1105.9 0.932 0.86862
4 663.4 304.8 0.459 0.21068
5 1012.1 367.4 0.363 0.13177
6 863.2 350.4 0.406 0.16484
7 1561.0 1562.2 1.058 1.11936
8 697.1 253.2 0.363 0.13177
9 1024.6 120.9 0.118 0.01392
10 355.3 235.2 0.662 0.43824
11 485.6 106.5 0.219 0.04796
12 1224.3 915.4 0.748 0.55950
13 1365.0 1051.6 0.770 0.59290
14 704.0 449.7 0.639 0.40832
15 1584.7 1050.8 0.663 0.43957
16 1130.0 680.6 0.602 0.36240
17 824.7 393.5 0.477 0.22753
18 921.2 391.6 0.425 0.18062
19 870.3 730.0 0.839 0.70392
20 1068.3 150.8 0.141 0.01988

According to [19] under the presence of the measurement error, we suppose that the parameters of the linear covariate error model are η=0.28, θ=0.05, B = 1, and m = 1. Based on the process engineer's experience, a specific shift size τ=1.25 was expected to detect from the process. Therefore, we apply the upper-sided RR r,sγ2 control chart to monitor the CV squared. The control limits of the RR 2,3+γ2, RR 3,4+γ2 and RR 4,5γ2 chart are found to be UCL+=0.5567, UCL+=0.3821 and UCL+=0.2972, respectively. The values of γi2 are then plotted in these charts (Figure 8) long with the control limit UCL+. For the purpose of comparison, we also draw the control limit ( UCL+=1.1913) of the original Shewhart control chart with the same parameters.

Figure 8.

Figure 8.

The upward CUSUM- γ2 control chart in the presence of the measurement error corresponding to the Phase II data in Table 8.

As can be seen from the Figure 8, the RR 2,3+γ2, RR 3,4+γ2 and RR 4,5γ2 chart signal the occurrence of the out-of-control condition by two-out-of-three, three-out-of-four, and four-out-of-five (respectively) successive plotting points above the corresponding control limits from the sample #12. Meanwhile, the Shewhart chart fails to detect this out-of-control condition.

8. Concluding remarks

In this paper, the performance of Run Rules control charts is improved slightly by monitoring the CV squared with the two one-sided charts rather than monitoring directly the CV with a two-sided chart as in a previous study in the literature. The effect of measurement errors on the performance of the RR r,sγ2 control charts using a linear covariate error model is also investigated. We have pointed out the negative effect of measurement errors on the proposed charts: the increase of η and θ leads to an increase of EARL. Moreover, the obtained results show that measuring repeatedly is not an efficient method for limiting these unexpected effects. Extension to Run Rules EWMA and Run Rules CUSUM γ2 type charts and the effect of the parameters estimation on their statistical properties are suggested as further important topics of research.

Acknowledgments

The authors would like to thank the anonymous referees for their valuable suggestions that helped to improve the quality of the final manuscript. Research activities of Phuong Hanh Tran have been funded by Vietnam International Education Development – Project 911.

Funding Statement

Research activities of Phuong Hanh Tran have been funded by Vietnam International Education Development [Project 911].

Disclosure statement

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

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