Sensitivity Of A Cusum Chart For Dispersion To The Independence Assumption

Abstract

Most control charts for variables data are constructed upon the assumption that the observations from a process are independent. In most applications however this assumption does not hold. The performance of process control schemes have to be evaluated in such circumstances. However most of the work published deal with shifts in the location of correlated processes. In this paper, the ARL performance of a CUSUM chart for process dispersion is analyzed, when the process does not comply with the assumption of independence. The ARL performance of the CUSUM chart for dispersion derived assuming independent observations is compared with that when the chart is used with autoregressive processes AR(1) with different degrees of correlation. It is found that the correlation structure increases the rate of false alarms of the CUSUM chart for oe . Also this chart is found much less sensitive in detecting changes in the process dispersion. INTRODUCTION Statistical Process Control (SPC) has been a ..