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# ¯ Shewhart X Control Chart With Two Optimal Supplementary Runs Rules

Yi ZHAO and Zhaojun WANG∗ School of Mathematics, Nankai University Tianjin 300071, P. R. China

Abstract ¯ Standard Shewhart X control chart is a useful tool to detect the large shift in ¯ process mean and has been widely used in practice. Because the Shewhart X control chart is based only on the present sample mean to address a signal, it is not sensitive ¯ to small shift in the process mean. One way to improve the Shewhart X chart’s disadvantage is to add Runs Rules for signaling that the process is out-of-control. ¯ However, up to now, we do not know how we can obtain a Shewhart X chart satisfying ¯ a given in-control average run length, we also do not know the Shewhart X chart with which two supplementary runs rules is the optimal to detecting a given shift in the process mean. This paper gives a simple and eﬃcient method to answer these ¯ two questions. Some comparisons are made among the standard Shewhart X chart, ¯ the Shewhart X chart with supplementary runs rules, the CUSUM chart, and the ¯ Shewhart X chart with two optimal runs rules proposed in this paper. Keywords: Shewhart control charts, Runs rules, Average run length, Optimal.

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Introduction

The emphasis on measurement and improvement of quality and other quality-related efforts like total quality management, have become increasingly important in the quest for continuous improvement of products and services. Quality has become a goal world-wide for companies to improve and sustain a competitive advantage. The use of statistical process control (SPC) via control charts has proven to be an eﬀective method for monitoring and improving manufacturing processes. The most commonly used SPC charts are those of Shewhart (1931). If the variable of interest is normally distributed with known mean or process target value µ0 and known variance σ, the lower control limit (LCL) and the ¯ upper control limit (UCL) for two-sided standard Shewhart X control chart is constructed as follows. σ σ LCL = µ0 − k √ , U CL = µ0 + k √ , n n

(1)

Corresponding author. Dr. Wang is a professor of statistics, his email address is zjwang@nankai.edu.cn

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where n is the sample size, k is the control limit coeﬃcient. In general, we take k = 3, then the false alarm rate or Type I error probability and in-control average run length (ARL) of this chart are 0.0027 and 370.4 respectively. As long as the points plot within the control limts, the process is assumed to be in control, and no action is necessary. If a point that plots outside of the control limits is interpreted as evidence that the process is out of control. This is the rule of Shewhart charts for detecting the shift in process mean or variance. However, Shewhart chart can’t indicate an out-of-control signal when the plotted points exhibit some nonrandom pattern of behavior, such as the long run up or long run down (Montgomery (1997)). The Western Electric Handbook (1956) suggests a set of decision rules for detecting nonrandom patterns on control charts. Montgomery (1997) also suggests some sensitizing rules for Shewhart control charts, some of which are the same as the Western Electric Rules. There are some other rules for detecting the nonrandom pattern, such as that suggested by Page (1955), Robert (1958), Bissell (1978), and Wheeler (1983). As Champ and Woodall (1987) pointed out, these rules may be stated in the following form: An out-of-control signal is addressed if k of the last m standardized sample means fall in the interval (a, b), where k ≤ m and a < b. Using Markov chain approach Champ and Woodall (1987) obtained the exact formula to evaluate the ARL and the run-length distribution of the Shewhart control chart with supplementary runs rules. The approach ¯ considered by Champ and Woodall (1987) can be applied to Shewhart X chart and R chart with several runs rules. However, Champ and Woodall (1987) found that the use of these rules does improve the ability of the control chart to detect smaller shifts, but the in-control ARL can be ¯ substantially degraded. For example, using a Shewhart X control chart with the Western Electric Rules results in an in-control ARL of 91.75, in contrast to 370.4 for the Shewhart control chart alone. Thus, the supplementary runs rules need to be used with considerable caution, as an excessive number of false alarms can be harmful to an eﬀective SPC program. In general, performance comparisons are made by designing the charts to have a common in-control ARL, and then comparing the out-of-control ARL for a given shift in process mean. The chart with the smaller out-of-control ARL for a given shift is considered to have better performance. ¯ To ensure the comparability between the standard Shewhart X chart and the Shewhart chart with supplementary runs runs, we need to take the same in-control ARL for them and 2

then compare them in terms of the out-of-control ARL. This paper will propose a method ¯ to ﬁnd the Shewhart X chart with the supplementary runs rules subject to a given incontrol ARL. And then, for a given shift in the process mean we ﬁnd the Shewhart control chart with two optimal runs rules based on above method. The ”optimal” means the ¯ out-of-control ARL for the Shewhart X chart with the optimal runs rules is the smallest among that for the Shewhart charts with any combinations of all possible runs rules. ¯ Some properties of Shewhart X chart with supplementary runs rules are given in ¯ section 2. The Shewhart X charts with two optimal runs rules are obtained in section ¯ ¯ 3. The comparisons among Standard Shewhart X chart, Shewhart X chart with runs ¯ rules, Shewhart X chart with two optimal runs rules, and CUSUM chart are carried out in section 4. ¯ In this paper, two-sided Shewhart X chart is used to monitor a process mean. The IMSL library are used to compute the results.

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2.1

¯ The Shewhart X chart with runs rules
¯ The description of Shewhart X chart with runs rules

Consider the situation in which the distribution of observations from the process is normal with mean µ and known variance σ 2 , where µ0 denotes the target value for the mean. Assume that random sample of size n are taken at each sampling point, and let Xi = (Xi1 , . . . , Xin ) represent the sample taken at the ith point. We observed succes¯ ¯ sively the independent sample means X1 , X2 , . . .. It is convenient to base decisions on the standardized sample means, Zi =
¯ Xi −µ0 √ , σ/ n

¯ i = 1, 2, · · · . The Shewhart X control chart is

based on the present sample mean with a signal being given at the ﬁrst stage N such that ¯ |ZN | > c, where usually c = 3. However, the disadvantage of Shewhart X chart is that it can’t indicate an out-of-control signal when the plotted points exhibit some nonrandom ¯ pattern of behavior. Also, Shewhart X chart has the disadvantage of not being sensitive to small shifts in the mean. Some supplementary runs rules are used to improve Shewhart ¯ X chart’s foregoing disadvantages. Let T (k, m, a, b) denote the runs rules, which signals if k of the last m standardized ¯ sample means fall in the interval (a, b), a < b. Thus the usual Shewhart X chart can be de¯ noted by T (1, 1, −∞, −3) ∪ T (1, 1, 3, +∞), and the Shewhart X chart with supplementary runs rules is given by a larger collection of rules of the form T (k, m, a, b).

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As Champ and Woodall (1987) discussed, various combinations of the following rules can be considered: C1 = T (1, 1, −∞, −3) ∪ T (1, 1, 3, +∞). C2 = T (2, 3, −3, −2) ∪ T (2, 3, 2, 3). C3 = T (4, 5, −3, −1) ∪ T (4, 5, 1, 3). C4 = T (8, 8, −3, 0) ∪ T (8, 8, 0, 3). C5 = T (2, 2, −3, −2) ∪ T (2, 2, 2, 3). C6 = T (5, 5, −3, −1) ∪ T (5, 5, 1, 3). C7 = T (1, 1, −∞, −3.09) ∪ T (1, 1, 3.09, +∞). C8 = T (2, 3, −3.09, −1.96) ∪ T (2, 3, 1.96, 3.09). C9 = T (8, 8, −3.09, 0) ∪ T (8, 8, 0, 3.09). For simplicity, let Cij···k = Ci ∪ Cj ∪ · · · ∪ Ck denote the combination of rules Ci , Cj , · · · , Ck . Using Markov chain method Champ and ¯ Woodall (1987) obtained the exact run length properties of Shewhart X chart with supplementary runs rules.

2.2

¯ The properties of Shewhart X chart with runs rules

From the Champ and Woodall’s (1987) results we know that the in-control ARLs for ¯ Shewhart X charts with diﬀerent runs rules are diﬀerent too. Therefore, it is diﬃcult to compare them in terms of in-control or out-of-control ARL. To overcome this disadvantage ¯ of Shewhart X chart with runs rules we propose some properties of it. ¯ It’s worth to note in this section we only discuss the properties of Shewhart X chart with the following four rules, T (k, m, −b, −a), T (k, m, a, b), T (1, 1, −∞, −b), and T (1, 1, b, +∞), where k < m are integers, 0 < a < b are real numbers. Let ARL(k, m, a, b) and ¯ ARLδ (k, m, a, b) denote the in-control and out-of-control ARL of Shewhart X chart with the four runs rules cited above. Then, we have the following conclusions about ARL(k, m, a, b), ¯ which are used to ﬁnd the Shewhart X chart with the optimal runs rules proposed in the next section. 4

Proposition 1 When k and m are ﬁxed, then 1.1 for ﬁxed a, ARL(k, m, a, b) is a strict monotone increasing function of b, 1.2 for ﬁxed b, ARL(k, m, a, b) is a strict monotone increasing function of a. ¯ Proof To prove 1.1, we ﬁrstly consider the up-sided Shewhart X chart with runs rules T (k, m, a, b) ∪ T (1, 1, b, +∞). For ﬁxed a and b1 > b2 > 0, we need to prove ¯ ARL(k, m, a, b1 ) > ARL(k, m, a, b2 ). In fact, we note that for Shewhart X chart with runs rules T (k, m, a, b1 ) ∪ T (1, 1, b1 , +∞), the signal occurs in the ith sampling point when Zi > b1 or/and k of last m standardized sample means, say Zi1 , Zi2 , . . . , Zik , fall in the interval (a, b1 ). ¯ For the ﬁrst case, because Zi > b1 > b2 , Shewhart X chart with runs rules T (k, m, a, b2 ) ∪ T (1, 1, b2 , +∞) issues a signal too. For the second case, because Zij ∈ (a, b1 ), j = 1, 2, · · · , k, then either all of Zij fall in the inter¯ val (a, b2 ) or there is at least one of them falling in interval (b2 , b1 ). So, Shewhart X chart with runs rules T (k, m, a, b2 ) ∪ T (1, 1, b2 , +∞) addresses a signal certainly. Thus, we have ARL(k, m, a, b1 ) ≥ ARL(k, m, a, b2 ). Because b1 > b2 , ARL(k, m, a, b1 ) =

ARL(k, m, a, b2 ) for ﬁxed a, k and m. Therefore, ARL(k, m, a, b1 ) > ARL(k, m, a, b2 ). ¯ Using the same way we can also prove this conclusion for down-sided Shewhart X chart with runs rulesT (k, m, −b, −a) ∪ T (1, 1, −∞, −b) Thus, the proof of conclusion 1.1 is completed. Using the similar method we can prove the conclusion 1.2, so we omitted it here. Using the monotonicity of ARL(k, m, a, b) we can obtain the boundaries of a such that ARL(k, m, a, b) = c. That are given in the following Proposition 2. Proposition 2 For given c, k0 , and m0 , deﬁne La = inf{a : ARL(k0 , m0 , a, b) = c, where b > a}, Ua = sup{a : ARL(k0 , m0 , a, b) = c, where b > a}. (2) (3)

For any a ∈ (La , Ua ), there exists a unique b = b(a) > a such that ARL(k0 , m0 , a, b) = c, if ARL(k, m, a, b) is a continuous function of a and b. Proof For any a ∈ (La , Ua ), according the deﬁnition of La and Ua , and the monotonicity of ARL(k, m, a, b), we know that La = arg{a : ARL(k0 , m0 , a, +∞) = c}, 5 (4)

Ua = arg{a : ARL(k0 , m0 , a, a) = c}, So, we have the following inequalities ARL(k0 , m0 , a, ∞) > c ARL(k0 , m0 , a, a) < c.

(5)

Because ARL(k0 , m0 , a, b) is a monotone function of b, it’s easy to prove the conclusion of Proposition 2 using mean value theorem. From Proposition 2 we know that the La and Ua , which are deﬁned in (2) or (4) and (3) or (5) respectively, are the lower and upper bound of a, respectively. Although it’s very diﬃcult to get the analytic solution b(a) of equation ARL(k0 , m0 , a, b) = c for any a ∈ (La , Ua ), but, according to Proposition 2 we can use numerical calculation (such as bisection method) to ﬁnd the approximate solution. In order to minimize ARLδ (k, m, a, b) subject to ARL(k, m, a, b) = c we have the following proposition. Proposition 3 For given c, k0 , m0 , and the shift in the process mean, say δ, let b(a) denote the unique solution of equation ARL(k0 , m0 , a, b) = c for any a ∈ (La , Ua ). Then, the out-of-control ARL, ARLδ (k0 , m0 , a, b(a)) is either a unimodal or a monotone function of a. Proof Because there is no analytic solution for equation ARL(k0 , m0 , a, b) = c, it’s diﬃcult to directly prove this Proposition. Thus we draw a lot of ﬁgures to prove this result. In Figures 1–7 and Figures 8–14 the in-control ARL’s are always taken to be 370 and 200 respectively. The shift in the process mean, δ, is taken to be 1.0, 2.0 and 3.0 respectively in each ﬁgure. From Figures 1–14 we can see this proposition is true. In fact, for other value of in-control ARL and other value of δ, we can also draw their (a, ARLδ ) plots, which also give an evidence of this conclusion. From Figures 1–14 we observed that the shape of ARLδ (k, m, a, b(a)) depends on the value of δ: for small δ, ARLδ (k, m, a, b(a)) is monotone; for large or moderate δ, ARLδ (k, m, a, b(a)) is unimodal. We note that in Figures 1–14 the step length of a is 0.01, the absolute deviation, |ARL(k, m, a, b(a))−370|, is 0.1. Therefore, there are slight ﬂuctuations for ARLδ (k, m, a, b) when m and k are large.

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Figure 1 The (a, ARLδ ) plots when ARL0 = 370, m = 2.

Figure 2 The (a, ARLδ ) plots when ARL0 = 370, m = 3.

Figure 3 The (a, ARLδ ) plots when ARL0 = 370, m = 4.

Figure 4 The (a, ARLδ ) plots when ARL0 = 370, m = 5.

Figure 5 The (a, ARLδ ) plots when ARL0 = 370, m = 6.

Figure 6 The (a, ARLδ ) plots when ARL0 = 370, m = 7.

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Figure 7 The (a, ARLδ ) plots when ARL0 = 370, m = 8.

Figure 8 The (a, ARLδ ) plots when ARL0 = 200, m = 2.

Figure 9 The (a, ARLδ ) plots when ARL0 = 200, m = 3.

Figure 10 The (a, ARLδ ) plots when ARL0 = 200, m = 4.

Figure 11 The (a, ARLδ ) plots when ARL0 = 200, m = 5.

Figure 12 The (a, ARLδ ) plots when ARL0 = 200, m = 6.

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Figure 13 The (a, ARLδ ) plots when ARL0 = 200, m = 7.

Figure 14 The (a, ARLδ ) plots when ARL0 = 200, m = 8. From Figures 1–14 we also observed that • For ﬁxed m and large δ, the smaller k, the smaller mina∈(La ,Ua ) {ARLδ (k, m, a, b(a))}. For ﬁxed m and small δ, the larger k, the smaller mina∈(La ,Ua ) {ARLδ (k, m, a, b(a))}. • For ﬁxed k and δ, the shapes of ARLδ (k, m, a, b(a)) for diﬀerent values of m are almost the same. • For every k, m, and δ, as a increases, the value of ARLδ (k, m, a, b(a)) intends to a stationary point. In one word, Figures 1–14 show us there is only one value of a to minimize ARLδ (k, m, a, b(a)) subject to ARL(k, m, a, b(a)) = c for every k, m, and δ. This property of ARLδ (k, m, a, b(a)) ¯ will be used to ﬁnd a Shewhart X chart with the optimal runs rules in the next section.

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¯ The Shewhart X chart with the optimal runs rules

Although Champ and Woodall (1987) obtained the exact run-length properties of She¯ whart X charts with supplementary runs rules and compared the diﬀerence in terms of ¯ ¯ in-control and out-of-control ARL among standard Shewhart X charts, Shewhart X charts with runs rules, and CUSUM charts, but, their comparisons have some problems since the ¯ ¯ in-control ARL for standard Shewhart X charts and Shewhart X charts with runs rules are not the same. Moreover, for practitioner it’s better to give some good runs rules for use. ¯ Thus, based on the Propositions of last section the Shewhart X chart with the optimal runs rules, the out-of-control ARL of which is the minimum of ARLδ (k, m, a, b(a)) subject 9

to ARL(k, m, a, b(a)) = c for all of k, m, a, and a given constant c, will be proposed in this section. From the last section we know there exists a unique value of a to minimize the ARLδ (k, m, a, b(a)) subject to ARL(k, m, a, b(a)) = ARL0 for ﬁxed k, m, δ, and ARL0 . Although there is no analytic solution b(a) for equation ARL(k, m, a, b(a)) = ARL0 , but we can use the numerical method, such as bisection method, to ﬁnd the approximate solution. In this paper we use the bisection method to ﬁnd the approximate solution of equation ARL(k, m, a, b(a)) = ARL0 (The absolute deviation is 0.1). Fibonacci-method is used to ﬁnd the value of a to minimize the out-of-control ARL, ARLδ (k, m, a, b(a)) for ﬁxed k, m, δ, and ARL0 . ¯ In this paper we ﬁnd the Shewhart X chart with the optimal runs rules in the following region of k and m: C = {(k, m) : k = 2, 3, · · · , m, m = 2, 3, · · · , 8}. (6)

The following steps are used to ﬁnd the optimal runs rules in region C for a given in-control ARL, say ARL0 , and a given shift in the process mean, say δ: 1. For any (k0 , m0 ) ∈ C, using equations (4) and (5) and bisection method to ﬁnd the lower and upper bound of a, say La and Ua ; 2. For ﬁxed k, m, ARL0 , and any a ∈ (La , Ua ), using bisection method to solve b(a) for equation ARL(k, m, a, b(a)) = ARL0 . 3. Using Fibonacci-method to ﬁnd the value of a in interval (La , Ua ), which minimizes ARLδ (k0 , m0 , a, b(a)) subject to ARL(k0 , m0 , a, b(a)) = ARL0 , say a∗ (k0 , m0 ); 4. To ﬁnd the k ∗ , m∗ in C such that ARLδ (k ∗ , m∗ , a∗ (k ∗ , m∗ ), b(a∗ (k ∗ , m∗ ))) = min ARLδ (k, m, a∗ (k, m), b(a∗ (k, m)))
(k,m)∈C

(7) Thus, we obtained the following optimal runs rules: T (k ∗ , m∗ , a∗ , b∗ ) ∪ T (k ∗ , m∗ , −b∗ , −a∗ ) ∪ T (1, 1, b∗ , +∞) ∪ T (1, 1, −∞, −b∗ ), which is simply denoted by OT (k ∗ , m∗ , a∗ , b∗ ). ¯ ¯ To compare standard Shewhart X charts with the Shewhart X chart with the optimal ¯ runs rules, some optimal runs rules and the out-of-control ARL of the Shewhart X chart 10 (8)

with these optimal runs rules for given shift in the process mean are given in Table 1. ¯ (Note that the in-control ARL for all of the Shewhart X charts with the optimal runs rules are 370.4) From Table 1 we observed that ¯ • The performance of Shewhart X chart with the optimal runs rules for speciﬁed shift ¯ in process mean is uniformly better than standard Shewhart X charts in terms of out-of-control ARL. • For small δ, m∗ is close to the largest one in C, but, for larger δ, the k ∗ is close to the smallest one in C. This conclusion coincides with that shown in Figures 1–7.

¯ Table 1 Comparison between standard Shewhart X chart ¯ and Shewhart X chart with the optimal runs rules (in-control ARL is 370.4) Charts C1 Optimal Charts C1 Optimal δ ARLδ ARLδ OT (k ∗ , m∗ , a∗ , b∗ ) δ ARLδ ARLδ OT (k ∗ , m∗ , a∗ , b∗ ) 0.0 370.40 370.40 1.6 12.38 6.24 OT (3, 5, 1.5789, 3.3102) 0.2 308.43 210.54 OT (6, 8, 0.7334, 4.0867) 1.8 8.69 4.93 OT (3, 5, 1.5789, 3.3102) 6.30 4.02 OT (3, 4, 1.5190, 3.2038) 0.4 200.08 86.45 OT (6, 8, 0.7333, 4.1484) 2.0 0.6 119.67 41.09 OT (6, 8, 0.7348, 4.0050) 2.2 4.72 3.30 OT (2, 3, 2.0559, 3.2152) 0.8 71.55 23.09 OT (5, 8, 1.0331, 3.7736) 2.4 3.65 2.74 OT (2, 3, 2.0559, 3.2152) 1.0 43.89 14.81 OT (5, 8, 1.0386, 3.6598) 2.6 2.90 2.34 OT (2, 3, 2.1325, 3.1258) 1.2 27.82 10.61 OT (5, 8, 1.0617, 3.4296) 2.8 2.38 2.06 OT (2, 3, 2.2566, 3.0572) 1.4 18.25 8.00 OT (4, 7, 1.3157, 3.3605) 3.0 2.00 1.80 OT (2, 2, 2.1626, 3.0507)

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ARL Comparisons

Table 2 contains some optimal runs rules for several speciﬁed shifts in the process mean subject to 4 diﬀerent in-control ARL’s, for example, OT1 is the optimal runs rules for detecting δ = 0.5 subject to in-control ARL=370.4. From Table 2 we observed that for any in-control ARL the m∗ is the maximum value of m in C when δ is small, the k ∗ is the minimum value of k in C when δ is large. As Champ and Woodall (1987) studied the number of supplementary runs rules used ¯ in Shewhart X chart has obvious eﬀect on the performance of this chart. Thus, we do ¯ some comparisons among the Shewhart X charts with several optimal runs rules and with one, two, and three supplementary runs rules. The evaluated results are shown in Table 3 and Table 4.

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ARL0 δ ARLδ 370.4 0.5 58.23 1.0 14.81 2.0 4.02 3.0 1.79 225.4 0.5 44.12 1.0 12.78 2.0 3.59 3.0 1.65

Table 2 Description of OT (k ∗ , m∗ , a∗ , b∗ ) OT1 (6, 8, 0.73, 4.15) OT2 (5, 8, 1.04, 3.66) OT3 (3, 4, 1.52, 3.20) OT4 (2, 2, 2.16, 3.05) OT5 (6, 8, 0.66, 3.85) OT6 (5, 8, 0.98, 3.33) OT7 (2, 3, 1.93, 3.09) OT8 (2, 2, 2.03, 2.90)

some optimal runs rules ARL0 δ ARLδ OT 132.9 0.5 32.72 OT9 1.0 10.86 OT10 2.0 3.13 OT11 3.0 1.52 OT12 266.8 0.5 48.38 OT13 1.0 13.43 OT14 2.0 3.74 OT15 3.0 1.70 OT16

(k ∗ , m∗ , a∗ , b∗ ) (5, 8, 0.86, 3.49) (5, 8, 0.90, 3.80) (2, 3, 1.36, 2.85) (2, 2, 1.37, 2.75) (6, 8, 0.69, 3.82) (5, 8, 1.00, 3.45) (3, 4, 1.45, 3.12) (2, 2, 2.08, 2.95)

δ 0.00 0.25 0.50 0.75 1.00 1.50 2.00 2.50 3.00

¯ Table 3 Comparisons among Shewhart X chart with C1 , C12 , and some optimal runs rules C1 OT1 OT2 OT3 OT4 C12 OT5 OT6 OT7 OT8 370.39 371.05 370.29 372.32 372.69 225.44 227.04 225.98 226.57 224.39 281.15 168.18 172.48 227.77 268.64 157.95 114.26 117.87 154.68 165.89 155.22 58.23 59.73 93.99 135.86 77.72 44.12 45.53 73.93 87.73 81.22 26.39 26.48 41.03 65.88 37.91 21.68 21.71 35.67 44.49 43.89 15.22 14.81 20.47 33.59 20.01 13.28 12.78 18.84 23.72 14.97 8.32 7.55 7.48 10.86 7.30 7.77 6.81 7.01 8.37 6.30 6.46 5.38 4.02 4.72 3.65 6.07 4.77 3.59 3.92 3.24 5.49 4.14 2.69 2.64 2.29 4.94 3.47 2.31 2.33 2.00 4.44 3.06 1.99 1.79 1.68 3.72 2.44 1.71 1.65

From Table 3 we observed that ¯ • The Shewhart X charts with the following optimal runs rules: OT1 , OT2 , OT3 , and ¯ OT4 , perform uniformly better than standard Shewhart X chart (i.e. the control chart with C1 ) for detecting small shift in the process mean, although the runs rules, OT1 , OT2 , OT3 , and OT4 are the best one for detecting the shift: 0.5, 1.0, 2.0, and 3.0, respectively. ¯ • The out-of-control ARL’s performance of Shewhart X charst with OT3 and OT4 is ¯ uniformly better than standard Shewhart X chart, whether the shift in process mean is small or large. ¯ • Shewhart X charts with optimal runs rules OT5 and OT6 perform better than that with C12 to detecting small shift in process mean. • The optimal runs rule OT4 is similar to runs rule C1 in terms of ARL, which means runs rule C1 or standard Shewhart rule is almost the best one to detecting δ = 3.0. • The optimal runs rule OT7 is similar to runs rules C12 in terms of ARL, which means runs rules C12 is almost the best one to detecting δ = 2.0. 12

¯ Some compared results among Shewhart X charts with three runs rules: C123 and C156 , and with several optimal runs rules are shown in Table 4. The reason we choose C123 is that the components for small shifts in the C123 column of Table 2 in Champ and Woodall (1987) are greater than that in other columns. The reason we choose C156 is that all of components in this column of Table 2 in Champ and Woodall (1987) are greater than 1. ¯ Table 4 Comparisons among Shewhart X chart with C123 , and some optimal runs rules C123 OT9 OT10 OT11 OT12 C156 OT13 OT14 132.89 133.21 133.05 133.31 132.93 266.82 266.94 267.12 84.89 75.54 77.51 96.62 100.68 184.53 129.97 133.75 38.64 32.72 33.73 50.41 55.70 87.25 48.38 49.73 19.15 17.24 17.45 26.04 29.60 40.41 23.11 23.17 10.95 11.01 10.86 14.52 16.55 20.43 13.86 13.43 5.08 6.56 6.08 5.84 6.41 7.28 7.88 7.08 3.14 4.92 4.20 3.13 3.26 3.72 6.07 5.01 2.21 3.76 2.95 2.07 2.06 2.36 4.89 3.73 1.67 2.73 2.05 1.56 1.52 1.70 3.66 2.67 C156 , OT15 OT16 266.61 266.82 167.75 195.54 72.41 101.81 33.03 50.83 17.16 26.68 6.69 9.14 3.74 4.18 2.55 2.43 1.90 1.70

δ 0.00 0.25 0.50 0.75 1.00 1.50 2.00 2.50 3.00

From Table 4 we observed that ¯ • To detecting small shift, Shewhart X charts with optimal runs rules OT9 , OT10 , OT13 , and OT14 perform better than that with runs rules C123 and C156 , although runs rules C123 and C156 are combined by six runs rules. • There are great diﬀerences among diﬀerent optimal runs rules for detecting diﬀerent speciﬁed shift in process mean. • The performance of runs rules C123 and C156 are similar to that of the optimal runs rules OT1 0 and OT15 , respectively. Combining Table 3 and Table 4 we see that the superiority of optimal runs rules ¯ decreases, as the number of supplementary runs rules used in standard Shewhart X chart increases. It’s well know that CUSUM charts are more eﬀective in detecting small shifts in the ¯ process mean than Shewhart X charts with supplementary runs rules (see Champ and Woodall (1987)). However, Champ and Woodall (1987) only studied the comparison ¯ between CUSUM chart with reference value k = 0.5 and Shewhart X charts with several supplementary runs rules. In this paper, the comparisons between CUSUM chart with

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¯ reference value k = 0.25 and Shewhart X chart with optimal runs rules OT1 , between ¯ CUSUM chart with reference value k = 0.5 and Shewhart X chart with optimal runs rules ¯ OT2 , between CUSUM chart with reference value k = 1.0 and Shewhart X chart with optimal runs rules OT3 , and between CUSUM chart with reference value k = 1.5 and ¯ Shewhart X chart with optimal runs rules OT4 , are shown in Table 5. Table 5 Comparisons among CUSUM charts and ¯ Shewhart X chart with some optimal runs rules CUSUM OT1 CUSUM OT2 CUSUM OT3 CUSUM (k = 0.25) (k = 0.5) (k = 1.0) (k = 1.5) 370.40 371.05 370.43 370.29 370.40 372.32 370.40 62.01 168.18 81.84 172.48 124.45 227.77 157.86 23.68 58.23 27.67 59.73 47.29 93.99 70.86 13.79 26.39 13.64 26.48 21.08 41.03 33.98 9.67 15.22 8.57 14.81 11.15 20.47 17.68 6.08 8.32 4.84 7.55 4.79 7.48 6.36 4.48 6.46 3.41 5.38 2.92 4.02 3.24 3.58 5.49 2.67 4.14 2.11 2.69 2.10 3.01 4.44 2.23 3.06 1.67 1.99 1.57

OT4 372.69 268.64 135.86 65.88 33.59 10.86 4.72 2.64 1.79

δ 0.00 0.25 0.50 0.75 1.00 1.50 2.00 2.50 3.00

From Table 5 we observed that the superiority of CUSUM charts is also clear. However, its superiority is smaller than that shown in Champ and Woodall (1987). It’s worth to note that the comparisons in Table 5 are carried out between the best ¯ CUSUM chart and the Shewhart X chart with the optimal runs rule for speciﬁed shift in process mean.

5

Conclusions

¯ Based on the properties of ARLδ (k, m, a, b) we proposed Shewhart X charts with the opti¯ ¯ mal runs rules. Comparisons among standard Shewhart X chart, Shewhart X charts with ¯ supplementary runs rules, Shewhart X charts with the optimal runs rules, and CUSUM charts are carried out in this paper. The compared results have shown that the optimal ¯ runs rules cause the Shewhart X charts with supplementary runs rules to be more sensitive to small shift in process mean, but not as sensitive as the CUSUM charts. A Fortran programme to evaluate the optimal runs rules has been done by us. The interested can contact us.

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Acknowledgements
The authors would like to thank some Ph. D. and M. S. students in our seminar for their valuable comments and suggestions.

References
[1] Bissell, A. F. (1978). An attempt to unify the theory of quality control procedures. bulletin in Applied Statistics, 5, 113–128 [2] Champ, C. W. and Woodall, W. H. (1987). Exact results for Shewhart control charts with supplementary runs rules, Technometrics, 29(4), 393–399. [3] Montgomery, D. C. (1997). Introduction ot Statistical Quality Control, 3rd ed., John Wiley & Sons, Inc. [4] Page, E. S. (1955). Control charts with warning lines. Biometrica, 42, 243–257 ¯ [5] Reynolds, M. R. Jr., Amin, R. w., Armold, J. C. and Nachlas, J. A. (1988). X charts with variable sampling intervals, Technometrics, 30, 181–192. [6] Roberts, S. W. (1958). Properties of control chart zone tests. The Bell System Technical Journal, 37, 83–114. [7] Shewhart, W. A. (1931). Economic control of quality of manufactured product. Van Nostrand, New York, NY. [8] Western Electric (1956). Statistical Quality Control Handbook. Western Electric Corporation, Indianapolis, Ind. [9] Wheeler, D. J. (1983). Detecting a shift in process average: tables of the power ¯ function for X charts. Journal of Quality Technology, 15, 155–170

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