Variable parameter and double sampling charts in the presence of correlation: The Markov chain approach

Abstract

The general assumption under which the chart is designed is that the process mean has a constant in-control value. However, there are situations in which the process mean wanders. When it wanders according to a first-order autoregressive (AR (1)) model, a complex approach involving Markov chains and integral equation methods is used to evaluate the properties of the chart. In this paper, we propose the use of a pure Markov chain approach to study the performance of the chart. The performance of the chat with variable parameters and the with double sampling are compared.Markov chain chart Correlation Variable parameter Double sampling