IEM 4103 Quality Control & Reliability Analysis

IEM 5103 Breakthrough Quality & Reliability

Control Charts for Variables

Instructor: Dr. Chenang Liu

Email: Chenang.Liu@okstate.edu
 Outline

 Introduction
 Control Chart for X-bar & R
 Control Chart for X-bar & S
 Control Chart for Individual Measurements
 Textbook: Chapter 6

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 5.1 Introduction

 Need for control of both mean and variation

 The number of nonconforming products is dependent on both mean shift and
larger variation (Figure from Textbook)

Nominal mean and variance Larger mean and nominal variance Nominal mean and larger variance

 Mean is monitored by X-bar chart

 Variation is monitored by either R chart or S chart
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 Review: Basic model of control charts

 Let 𝑤 be a sample statistic that measures some quality characteristic of

interest, and suppose that the mean of 𝑤 is 𝜇𝑤 and the standard deviation of
𝑤 is 𝜎𝑤 . Then the centerline, the upper control limit, and the lower control
limit become
UCL = 𝜇𝑤 + 𝑘𝜎𝑤
Center line = 𝜇𝑤
LCL = 𝜇𝑤 − 𝑘𝜎𝑤
 where 𝑘 is the "distance" of the control limits from the center line, expressed
in standard deviation units

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 5.2 Control Chart for X-bar & R

 Statistical Basis
 Development and Use
 Phase 1
 Phase 2
 Interpretation
 Common patterns

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 Control chart for X-bar – known 𝜇, 𝜎

 Statistical basis
 Suppose that a quality characteristic sample {𝑥𝑖 , 𝑖 = 1, ⋯ , 𝑛} of size 𝑛 is normally
distributed with 𝑥𝑖 ~𝑁(𝜇, 𝜎 2 ), and then the average of this sample is
𝑥1 + 𝑥2 + ⋯ + 𝑥𝑛 𝜎2
𝑥ҧ = ~𝑁(𝜇, )
𝑛 𝑛
𝜎2
 If both 𝜇 and 𝜎 are known, then 𝑥ҧ ~𝑁(𝜇, 𝑛 )

 The X-bar chart is defined by

𝜎
 UCL = 𝜇 + 𝑍𝛼/2 𝑛 To employ the three-sigma limits, replace 𝑍𝛼/2 by 3
 CL = 𝜇
𝜎 If a sample mean falls outside of these limits, it is an indication
 LCL = 𝜇 − 𝑍𝛼/2 that the process mean is no longer equal to 𝜇
𝑛
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 Control chart for X-bar – unknown 𝜇, 𝜎

 In practice, we usually will not know 𝜇, 𝜎. Therefore, they must be estimated

from preliminary samples or subgroups taken when the process in control.
 Estimation: Suppose that 𝑚 (at least 20 to 25) samples are available,
σ𝑚
𝑖=1 𝑥ҧ 𝑖 σ𝑚𝑖=1 𝑅𝑖
𝜇ො = 𝑥Ӗ = , ത
𝑅=
𝑚 𝑚
where 𝑅𝑖 = max {𝑥𝑖 } − min {𝑥𝑖 } , i.e., the range of samples.
 The X-bar chart is defined by
 UCL = 𝑥Ӗ + 𝐴2 𝑅ത
The constant 𝐴2 is tabulated for various sample
 CL = 𝑥Ӗ
sizes in the textbook Appendix Table VI.
 LCL = 𝑥Ӗ − 𝐴2 𝑅ത
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 Appendix Table VI

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 Control chart for R – known 𝜇, 𝜎

 Range of sample {𝑥𝑖 } : 𝑅𝑖 = max {𝑥𝑖 } − min {𝑥𝑖 }

 If 𝜎 is known, let us denote,
𝜇𝑅 = 𝑑2 𝜎, 𝜎𝑅 = 𝑑3 𝜎
 R chart is defined by,
 UCL = 𝜇𝑅 + 𝑘𝜎𝑅 = 𝑑2 𝜎 + 𝑘𝑑3 𝜎
 CL = 𝜇𝑅 = 𝑑2 𝜎 UCL = 𝐷2 𝜎
CL = 𝑑2 𝜎
 LCL = 𝜇𝑅 − 𝑘𝜎𝑅 = 𝑑2 𝜎 − 𝑘𝑑3 𝜎
LCL = 𝐷1 𝜎
 Let 𝑘 = 3, 𝐷1 = 𝑑2 − 3𝑑3 , 𝐷2 = 𝑑2 + 3𝑑3
 Find the value of 𝐷1 , 𝐷2 in the textbook Appendix Table VI.
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 Control chart for R – unknown 𝜇, 𝜎

 Recall the equation,

σ𝑚
𝑖=1 𝑅𝑖
ത
𝑅= , 𝜇𝑅 = 𝑑2 𝜎, 𝜎𝑅 = 𝑑3 𝜎
𝑚
ത to estimate 𝝈,
 Thus, 𝜇ො𝑅 = 𝑅,
𝑅ത
𝜎ො =
𝑑2
 R chart is defined by,
ത 2 + 𝑘𝑑3 )/𝑑2
 UCL = 𝜇𝑅 + 𝑘𝜎𝑅 = 𝑑2 𝜎 + 𝑘𝑑3 𝜎 = 𝑅(𝑑 UCL = 𝐷4 𝑅ത
CL = 𝑅ത
 CL = 𝜇𝑅 = 𝑑2 𝜎 = 𝑅ത
LCL = 𝐷3 𝑅ത
ത 2 − 𝑘𝑑3 )/𝑑2
 LCL = 𝜇𝑅 − 𝑘𝜎𝑅 = 𝑑2 𝜎 − 𝑘𝑑3 𝜎 = 𝑅(𝑑
3𝑑3 3𝑑3
 Let 𝑘 = 3, 𝐷4 = 1 +
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, 𝐷3 = 1 −
10 𝑑2 𝑑2
 Phase I Application of 𝑥ҧ and R Charts

 The control limits established using the preliminary data are called trail control
limits. which are used to check whether the preliminary data are in control.
 If all points plot inside the control limits and no systematic behavior is evident,
we conclude that the process was in control in the past, and the trial control
limits are suitable for controlling current or future production.
 Why?: If control limits for current or future production are to be meaningful,
they must be based on data from a process that is in control.
 Note: It is highly desirable to have 20–25 samples or subgroups of size 𝑛
(typically 𝑛 is between 3 and 5) to compute the trial control limits.

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 Revise trial control limits

 Exam each of the out-of-control points and look for an assignable cause.
 If an assignable cause is found, the point is discarded and the trial control limits
are recalculated, using only the remaining points.
 Then these remaining points are reexamined for control.
 Note: the points that were in control initially may now be out of control, since the
new trial control limits will generally be tighter than the old ones.
 This process is continued until all points plot in control, at which point the trial
control limits are adopted for current use.

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 Example

 Flow Width Measurements (microns) for the Hard-Bake Process

 Raw data and its statistics (Textbook example 6.1)

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 Example (cont’d)

 X-bar chart
 Center line?
 Control limits (use the 3-sigma limits)?
 R chart
 Center line?
 Control limits (use the 3-sigma limits)?

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 Example (cont’d)

 Phase I: Trial control limit

There is no indication of an out-of-

control condition is observed and
both the x-bar and R charts exhibit
control
• This process is in-control at the
stated levels
• Adopt the trial control limits for
phase II, where monitoring of
future production is of interest.

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 Estimating process capability

 Get process specification limits (USL, LSL)

ҧ 4 (for 𝑆 chart)
ത 2 (for 𝑅 chart) or 𝜎ො = 𝑆/𝑐
 Estimate 𝜎 based on 𝜎ො = 𝑅/𝑑
 Estimate the fraction of nonconforming products 𝑝
LSL − 𝑥Ӗ USL − 𝑥Ӗ
𝑝Ƹ = 𝑃 𝑥 < LSL + 𝑃 𝑥 > USL = Φ +1−Φ
𝜎ො 𝜎ො
 Process capability ratio (PCR) 𝐶𝑝

𝑈𝑆𝐿 − 𝐿𝑆𝐿 𝑈𝑆𝐿 − 𝐿𝑆𝐿

𝐶𝑝 = , 𝐶መ𝑝 =
6𝜎 6𝜎ො
 Think: what does this ratio mean?
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 Estimating process capability (cont’d)

 Interpretation of PCR 𝐶𝑝
 𝐶𝑝 > 1: the process uses up much less than 100% of the tolerance band; relatively
few nonconforming units will be produced
 𝐶𝑝 = 1: the process uses up all the tolerance band; for a normal distribution, this
would imply about 0.27% nonconforming units
 𝐶𝑝 < 1: the process uses up more than 100% of the tolerance band; more
nonconforming units will be produced
 Interpret in another way:
1
𝑃= 100%
𝐶𝑝
 which is the percentage of the specification band that the process uses up
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 CL, SL, NTL and process capability

 There is NO mathematical or statistical relationship between the control limits

(CL) and specification limits (SL).

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 Phase II Operation of 𝑥ҧ and R Charts

 Once a set of reliable control limits is established, we use the control chart
for monitoring future production. This called phase II control chart usage.
 Once the control chart is established and is being used in on-line process
monitoring, one is often tempted to use the sensitizing rules (or Western
Electric rules) to speed up shift detection.
 Think: what is the disadvantage if we use the sensitizing rules for online
monitoring of a stable process?

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 Example

 Follow the hard bake process example. Twenty additional samples of wafers
from the hard-bake process were collected after the control charts were
established. (Table: Additional samples for Example 6.1)

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 Example (cont’d)

 The sample values of 𝑥ҧ and 𝑅 plotted on the control charts immediately after
each sample was taken.
 The control charts indicate that the process is in control, until the 𝑥-value
ҧ
from the 43rd sample is plotted. Since this point (as well as the 𝑥-value
ҧ from
sample 45) plots above the upper control limit, we would suspect that an
assignable cause has occurred at or before that time.

𝑥ҧ chart 𝑅 chart
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 Exercise

 Control charts for 𝑥ҧ and 𝑅 are maintained for an important quality characteristic.
The sample size is 𝑛 = 7; 𝑥ҧ and 𝑅 are computed for each sample. After 35
samples, we have found that
35 35

෍ 𝑥ҧ𝑖 = 7805 and ෍ 𝑅𝑖 = 1200

𝑖=1 𝑖=1

 (a) Set up 𝑥ҧ and 𝑅 charts. (if 𝑘 = 3)

 (b) Assuming that both charts exhibit in-control, estimate the process mean and
standard deviation.
 (c) If the quality characteristic is normally distributed and if the specifications
are 220 ± 35, can the process meet the specifications? Estimate the process
capability and explain the results.
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 Interpretation of 𝑥ҧ and R Charts

 A control chart can indicate an out-of-control condition even though no single

point plots outside the control limits, if the pattern of the plotted points exhibits
nonrandom or systematic behavior.
 In many cases, the pattern of the plotted points will provide useful diagnostic
information on the process, and this information can be used to make process
modifications that reduce variability (the goal of SPC).
 First check the 𝑅 chart and eliminate the assignable causes from 𝑅 chart, and
then check the 𝑥ҧ chart (In many cases, the nonrandom pattern on the 𝑥ҧ chart will be
eliminated automatically).

 Remember: Never attempt to interpret the 𝑥ҧ chart when the 𝑅 chart indicates
an out-of-control condition.
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 Common patterns: Cyclic

 Possible reasons:
 X-bar chart: systematic environmental changes such as temperature, operator
fatigue, regular rotation of operators and/or machines.
 R chart: maintenance schedules, operator fatigue, or tool wear resulting in excessive
variability.

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 Common patterns: Mixture

 A mixture is indicated when the plotted points tend to fall near or slightly outside
the control limits, with relatively few points near the center line.
 Possible Reasons:
 The operators make process adjustments too often, responding to random variation
in the output rather than systematic causes.
 Output product from several sources is fed into a common stream.

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 Common patterns: Shift in process level

 Possible reasons: the introduction of new workers; changes in methods, raw

materials, or machines; a change in the inspection method or standards; or a
change in either the skill, attentiveness, or motivation of the operators, etc.

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 Common patterns: Trend

 Trend: continuous movement in one direction.

 Possible reasons: gradual wearing out or deterioration of a tool; human
causes, such as operator fatigue or the presence of supervision; seasonal
influences, such as temperature.

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 Common patterns: Stratification

 Stratification: a tendency for the points to cluster artificially around the center line.
 Possible reasons: incorrect calculation of control limits; inappropriate
reasonable sampling group.

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 Limitations of X-bar & R charts

 𝑋-bar chart (𝑛 = 4,5,6) is not effective to detect a small mean shift (less than
1.5𝜎) on the first sample following the shift.
𝜎
 𝑅 chart is insensitive to small or moderate shifts (i.e., 1 < 2.5)for the sample
𝜎0
size of 𝑛 = 4,5,6. If 𝑛 > 10, an 𝑆 chart should be used instead of an 𝑅 chart.

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 5.3 Control Chart for X-bar & S

 Although 𝑥ҧ and 𝑅 charts are widely used, it is occasionally desirable to

estimate the process standard deviation directly instead of indirectly through
the use of the range 𝑅.
 This leads to control charts for 𝑥ҧ and 𝑆, where 𝑆 is the sample standard
deviation.
 Generally, 𝑥ҧ and 𝑆 charts are preferable to their more familiar counterparts, 𝑥ҧ
and 𝑅 charts, when either,
 The sample size 𝑛 is moderately large – say 𝑛 > 10 or 12.
 The sample size 𝑛 is variable.

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 Construction & Operation

 Setting up and operating control charts for 𝑥ҧ and 𝑠 requires about the same
sequence of steps as those for 𝑥ҧ and 𝑅 charts, except that for each sample
we must calculate the sample average and sample standard deviation (i.e. 𝑠).
 Two cases:
 𝜇, 𝜎 is known
 𝜇, 𝜎 is unknown

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 Control chart for X-bar – known 𝜇, 𝜎

 Statistical basis
 Suppose that a quality characteristic sample {𝑥𝑖 , 𝑖 = 1, ⋯ , 𝑛} of size 𝑛 is normally
distributed with 𝑥𝑖 ~𝑁(𝜇, 𝜎 2 ), and then the average of this sample is
𝑥1 + 𝑥2 + ⋯ + 𝑥𝑛 𝜎2
𝑥ҧ = ~𝑁(𝜇, )
𝑛 𝑛
𝜎2
 If both 𝜇 and 𝜎 are known, then 𝑥ҧ ~𝑁(𝜇, 𝑛 ) Same!
 The X-bar chart is defined by
𝜎
 UCL = 𝜇 + 𝑍𝛼/2 𝑛 To employ the three-sigma limits, replace 𝑍𝛼/2 by 3
 CL = 𝜇
𝜎 If a sample mean falls outside of these limits, it is an indication
 LCL = 𝜇 − 𝑍𝛼/2 that the process mean is no longer equal to 𝜇
𝑛
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 Control chart for S – known 𝜇, 𝜎

 If 𝜎 is known, let us denote,

𝜇𝑆 = 𝑐4 𝜎, 𝜎𝑠 = 𝜎 1 − 𝑐42

 R chart is defined by,

 UCL = 𝜇𝑆 + 𝑘𝜎𝑆 = 𝑐4 𝜎 + 𝑘𝜎 1 − 𝑐42
UCL = 𝐵6 𝜎
 CL = 𝜇𝑆 = 𝑐4 𝜎 CL = 𝑐4 𝜎
 LCL = 𝜇𝑆 − 𝑘𝜎𝑆 = 𝑐4 𝜎 − 𝑘𝜎 1 − 𝑐42 LCL = 𝐵5 𝜎

 Let 𝑘 = 3, 𝐵5 = 𝑐4 − 3 1 − 𝑐42, 𝐵6 = 𝑐4 + 3 1 − 𝑐42

 Find the value of 𝐵5 , 𝐵6 in the textbook Appendix Table VI.

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 Control chart for X-bar – unknown 𝜇, 𝜎

 Need estimation: Suppose that 𝑚 samples are available,

σ𝑚
𝑖=1 𝑥ҧ 𝑖 σ𝑚 𝑛
𝑖=1 σ𝑗=1 𝑥𝑖𝑗 𝜇Ƹ 𝑆 𝑆ҧ
𝜇Ƹ = 𝑥Ӗ = = , 𝜎ො = =
𝑚 𝑚𝑛 𝑐4 𝑐4
where
𝑚
1 σ𝑛𝑗=1(𝑥𝑖𝑗 − 𝑥ҧ𝑖 )2
𝑆ҧ = ෍ 𝑆𝑖 , 𝑆𝑖 =
𝑚 𝑛−1
𝑖=1

 The X-bar chart is defined by (if 𝑘 = 3)

𝑆ҧΤ𝑐4
 UCL = 𝑥Ӗ + 𝑘 = 𝑥Ӗ + 𝐴3 𝑆ҧ
𝑛
The constant 𝐴3 is tabulated for various sample
 CL = 𝑥Ӗ sizes in the textbook Appendix Table VI.
𝑆ҧΤ𝑐4
2/16/2021  LCL = 𝑥Ӗ − 𝑘 = 𝑥Ӗ − 𝐴3 𝑆ҧ
𝑛
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 Control chart for S – unknown 𝜇, 𝜎

 Recall the estimation,

𝑚
𝜇ො𝑆 𝑆ҧ 1 σ𝑛𝑗=1(𝑥𝑖𝑗 − 𝑥ҧ𝑖 )2
𝜎ො = ҧ
= , 𝑆 = ෍ 𝑆𝑖 , 𝑆𝑖 =
𝑐4 𝑐4 𝑚 𝑛−1
𝑖=1

 R chart is defined by,

 UCL = 𝜇𝑆 + 𝑘𝜎𝑆 = 𝑐4 𝜎ො + 𝑘𝜎ො 1 − 𝑐42 = (1 + 𝑘 1 − 𝑐42 /𝑐4 )𝑆ҧ UCL = 𝐵4 𝑆ҧ
 CL = 𝜇𝑆 = 𝑐4 𝜎 = 𝑆ҧ CL = 𝑆ҧ
LCL = 𝐵3 𝑆ҧ
 LCL = 𝜇𝑆 − 𝑘𝜎𝑆 = 𝑐4 𝜎ො − 𝑘𝜎ො 1 − 𝑐42 = (1 − 𝑘 1 − 𝑐42 /𝑐4 )𝑆ҧ

3 1−𝑐42 3 1−𝑐42
 Let 𝑘 = 3, 𝐵4 = 1 + , 𝐵3 = 1 −
𝑐4 𝑐4
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 Example

 The table presents the inside diameter measurements of forged automobile

engine piston rings. Each sample or subgroup consists of five piston rings.
We have calculated the sample average and sample standard deviation for
each of the 25 samples. (from textbook)

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 Example (cont’d)

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 Example (cont’d)

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 Comparison of R Chart and S Chart

 R Chart
 Simple for hand calculation
 Good for small sample size
 Lose information between 𝑥min and 𝑥max
 Not used for variable sample size

 S Chart
 When the sample size is large (𝑛 > 10)
 Used for variable sample size
 Computational complexity can be simplified by using computer

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 5.4 Control Chart for Individual Measurements

 There are many situations in which the sample size used for process monitoring
is 𝑛 = 1; that is, the sample consists of an individual unit.
 For example,
 Automated inspection and measurement technology is used, and every unit
manufactured is analyzed so there is no basis for rational subgrouping.
 Repeat measurements on the process differ only because of laboratory or analysis
error, as in many chemical process.
 Multiple measurements are taken on the same unit of product, such as measuring
oxide thickness at several different locations on a wafer in semiconductor
manufacturing.

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 Control chart for individual units

 In such situations, the control chart for individual units is useful.

 The cumulative sum and exponentially weighted moving-average control charts
discussed in the following lecture will be a better alternative in phase II or when the
magnitude of the shift in process mean that is of interest is small.

 In many applications of the individuals control chart, we use the moving range
of two successive observations as the basis of estimating the process
variability. The moving range is defined as
𝑀𝑅𝑖 = |𝑥𝑖 − 𝑥𝑖−1 |
 It is also possible to establish a moving range control chart. The procedure is
illustrated in the following example.

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 Example: Loan Processing Costs

 The mortgage loan processing unit of a bank monitors the costs of processing
loan applications. The quantity tracked is the average weekly processing cost,
obtained by dividing total weekly costs by the number of loans processed during
the week. The processing costs for the most recent 20 weeks are shown in the
Table below. Set up individual and moving range control charts for these data.

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 Example (cont’d)

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 Example (cont’d)

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 Thank you!

Any Questions?

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 Appendix

 Equation development for

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 Appendix (cont’d)

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 Appendix (cont’d)

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 Appendix (cont’d)

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 Appendix (cont’d)

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