Arjun

9.1 a)
i xi xi - (µ0 +K) Ci+ N+ (µ0 - K) - xiCi- N- LCL UCL
0 0 0 0 0
1 1045 -17.5 0 0 -7.5 0 0 0 125
2 1055 -7.5 0 0 -17.5 0 0 0 125
3 1037 -25.5 0 0 0.5 0.5 1 0 125
4 1064 1.5 1.5 1 -26.5 0 0 0 125
5 1095 32.5 34 2 -57.5 0 0 0 125
6 1008 -54.5 0 0 29.5 29.5 1 0 125
7 1050 -12.5 0 0 -12.5 17 2 0 125
8 1087 24.5 24.5 1 -49.5 0 0 0 125
9 1125 62.5 87 2 -87.5 0 0 0 125
10 1146 83.5 170.5 3 -108.5 0 0 0 125
11 1139 76.5 247 4 -101.5 0 0 0 125
12 1169 106.5 353.5 5 -131.5 0 0 0 125
13 1151 88.5 442 6 -113.5 0 0 0 125
14 1128 65.5 507.5 7 -90.5 0 0 0 125
15 1238 175.5 683 8 -200.5 0 0 0 125
16 1125 62.5 745.5 9 -87.5 0 0 0 125
17 1163 100.5 846 10 -125.5 0 0 0 125
18 1188 125.5 971.5 11 -150.5 0 0 0 125
19 1146 83.5 1055 12 -108.5 0 0 0 125
20 1167 104.5 1159.5 13 -129.5 0 0 0 125

µ0 1050
sigma 25
delta 1
µ1 1075
K 12.5
UCL 125

The process is out of control on upper side after observation 7 because N+ starts to increase at 8th observation and does not r
Ci+ > 125 at observation 10
Estimated shifted mean 1119.333

9.1 b)
We can estimate the process standard deviation from the average moving range of the observation

MR bar 38.84211
d2 1.128
sigma cap 34.43449

The estimation sigma = 25 is much smaller than that obtained from the data.
 9.2

i xi yi yi - k Ci+ N+ (-yi - k) Ci- N-

0 0 0 0 0
1 1045 -0.2 -0.7 0 0 -0.3 0 0
2 1055 0.2 -0.3 0 0 -0.7 0 0
3 1037 -0.52 -1.02 0 0 0.02 0.02 1
4 1064 0.56 0.06 0.06 1 -1.06 0 0
5 1095 1.8 1.3 1.36 2 -2.3 0 0
6 1008 -1.68 -2.18 0 0 1.18 1.18 1
7 1050 0 -0.5 0 0 -0.5 0.68 2
8 1087 1.48 0.98 0.98 1 -1.98 0 0
9 1125 3 2.5 3.48 2 -3.5 0 0
10 1146 3.84 3.34 6.82 3 -4.34 0 0
11 1139 3.56 3.06 9.88 4 -4.06 0 0
12 1169 4.76 4.26 14.14 5 -5.26 0 0
13 1151 4.04 3.54 17.68 6 -4.54 0 0
14 1128 3.12 2.62 20.3 7 -3.62 0 0
15 1238 7.52 7.02 27.32 8 -8.02 0 0
16 1125 3 2.5 29.82 9 -3.5 0 0
17 1163 4.52 4.02 33.84 10 -5.02 0 0
18 1188 5.52 5.02 38.86 11 -6.02 0 0
19 1146 3.84 3.34 42.2 12 -4.34 0 0
20 1167 4.68 4.18 46.38 13 -5.18 0 0

k 0.5

We obtain the same result as 9.1 a).

The process is out of control on upper side after observation 7.
 CUSUM
1400

1200

1000

800

600

400

200

0
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20

Column D UCL

8th observation and does not reset to 0.

Arjun

9.4 a)
i xi xi - (µ0 +K) Ci+ N+ (µ0 - K) - xiCi- N-
0 0 0 0 0
1 8 -0.045 0 0 -0.005 0 0
2 8.01 -0.035 0 0 -0.015 0 0
3 8.02 -0.025 0 0 -0.025 0 0
4 8.01 -0.035 0 0 -0.015 0 0
5 8 -0.045 0 0 -0.005 0 0
6 8.01 -0.035 0 0 -0.015 0 0
7 8.06 0.015 0.015 1 -0.065 0 0
8 8.07 0.025 0.04 2 -0.075 0 0
9 8.01 -0.035 0.005 3 -0.015 0 0
10 8.04 -0.005 0 4 -0.045 0 0
11 8.02 -0.025 0 0 -0.025 0 0
12 8.01 -0.035 0 0 -0.015 0 0
13 8.05 0.005 0.005 1 -0.055 0 0
14 8.04 -0.005 0 2 -0.045 0 0
15 8.03 -0.015 0 0 -0.035 0 0
16 8.05 0.005 0.005 1 -0.055 0 0
17 8.06 0.015 0.02 2 -0.065 0 0
18 8.04 -0.005 0.015 3 -0.045 0 0
19 8.05 0.005 0.02 4 -0.055 0 0
20 8.06 0.015 0.035 5 -0.065 0 0
21 8.04 -0.005 0.03 6 -0.045 0 0
22 8.02 -0.025 0.005 7 -0.025 0 0
23 8.03 -0.015 0 0 -0.035 0 0
24 8.05 0.005 0.005 1 -0.055 0 0

sigma 0.05
µ0 8.02
h 4.77
UCL 0.25
k 0.5
K 0.025

9.4 b)

We can estimate the process standard deviation from the average moving range of the observation

MR bar 0.018696
d2 1.128
sigma cap 0.016574
The estimation sigma = 0.05 is much higher than that obtained from the data.

9.5

i xi xi - (µ0 +K) Ci+ N+ (µ0 - K) - xiCi- N-

0 0 0 0 0
1 8 -0.0325 0 0 0.0075 0.0075 1
2 8.01 -0.0225 0 0 -0.0025 0.005 2
3 8.02 -0.0125 0 0 -0.0125 0 3
4 8.01 -0.0225 0 0 -0.0025 0 0
5 8 -0.0325 0 0 0.0075 0.0075 1
6 8.01 -0.0225 0 0 -0.0025 0.005 2
7 8.06 0.0275 0.0275 1 -0.0525 0 3
8 8.07 0.0375 0.065 2 -0.0625 0 0
9 8.01 -0.0225 0.0425 3 -0.0025 0 0
10 8.04 0.0075 0.05 4 -0.0325 0 0
11 8.02 -0.0125 0.0375 5 -0.0125 0 0
12 8.01 -0.0225 0.015 6 -0.0025 0 0
13 8.05 0.0175 0.0325 7 -0.0425 0 0
14 8.04 0.0075 0.04 8 -0.0325 0 0
15 8.03 -0.0025 0.0375 9 -0.0225 0 0
16 8.05 0.0175 0.055 10 -0.0425 0 0
17 8.06 0.0275 0.0825 11 -0.0525 0 0
18 8.04 0.0075 0.09 12 -0.0325 0 0
19 8.05 0.0175 0.1075 13 -0.0425 0 0
20 8.06 0.0275 0.135 14 -0.0525 0 0
21 8.04 0.0075 0.1425 15 -0.0325 0 0
22 8.02 -0.0125 0.13 16 -0.0125 0 0
23 8.03 -0.0025 0.1275 17 -0.0225 0 0
24 8.05 0.0175 0.145 18 -0.0425 0 0

h 8.01
k 0.25
K 0.0125

For exercise 4
µo=8.02,
σ=0.05,
k=1/2,
h=4.77
b=h+1.1666=4.77+1.166 =5.936
δ*=0
Δ+= δ*-k=0-0.5=-0.5
Δ-=- δ*-k=0-0.5=-0.5
ARL0+=ARL0- =
 742.964

ARLo=1/0.0027=371.48

For exercise 5
µo=8.02,
σ=0.05,
k=0.25,
h=8.01
b=h+1.1666=8.01+1.166 =9.176
δ*=0
Δ+= δ*-k=0-0.25=-0.25
Δ-=- δ*-k=0-0.5=-0.25
ARL0+=ARL0- =
741.6771

ARLo=1/0.0027=371.48

The theoretical performance of these 2 cusum schemes is virtually the same.

Arjun

9.17
lambda 0.1
L 2.7
sigma 25
CL 1050
UCL 1065.49
LCL 1034.51

i xi LCL UCL CL
0
1 1045 1034.51 1065.49 1050
2 1055 1034.51 1065.49 1050
3 1037 1034.51 1065.49 1050
4 1064 1034.51 1065.49 1050
5 1095 1034.51 1065.49 1050
6 1008 1034.51 1065.49 1050
7 1050 1034.51 1065.49 1050
8 1087 1034.51 1065.49 1050
9 1125 1034.51 1065.49 1050
10 1146 1034.51 1065.49 1050
11 1139 1034.51 1065.49 1050
12 1169 1034.51 1065.49 1050
13 1151 1034.51 1065.49 1050
14 1128 1034.51 1065.49 1050
15 1238 1034.51 1065.49 1050
16 1125 1034.51 1065.49 1050
17 1163 1034.51 1065.49 1050
18 1188 1034.51 1065.49 1050
19 1146 1034.51 1065.49 1050
20 1167 1034.51 1065.49 1050