Statistical Fundamentals and Control Charts

1. Statistical Process Control Basics

Chance causes of variation unavoidable causes of variations
Assignable causes of variation large variations related to machines, materials,
operators or others
Process in statistical control the system is operating with only chance causes
of variation present
Process out of control the system is operating in presence of assignable causes
of variation
The eventual goal of SPC is reduction or elimination of variability in the
process by identification of assignable causes

41
Basic Principles
A typical control chart has control limits set at values such that if the process is in
control, nearly all points will lie between the upper control limit (UCL) and the
lower control limit (LCL).

Out-of-Control Situations
If at least one point plots beyond the control limits, the process is out of control
If the points behave in a systematic or nonrandom manner, then the process
could be out of control.
Example. In an electronic manufacturing process, the true = 1.5 and standard
deviation is = 0.15. Many samples are taken with each sample of size 5. The
standard deviation of the sample average x is:
0.15
x 0.0671
n 5
If the control limits are set at 3 standard deviations from the mean, it gives the 3-
sigma control limits:
UCL = 1.5 + 3(0.0671) = 1.7013

42
 CL= 1.5
LCL = 1.5 - 3(0.0671) = 1.2987

The control chart

43
The quality control process

Types of Process Variability

Stationary behavior, uncorrelated data
Stationary behavior, autocorrelated data
Nonstationary behavior

99.7% of the Data

approximately 99.7% of the data lies within 3 of the mean (i.e., 99.7% of the
data should lie within the control limits),
0.3% of the data can fall outside 3 (or 0.3% of the data lies outside the control
limits).
0.0027 is the probability of a Type I error or a false alarm
Three-Sigma Limits

44
 The use of 3-sigma limits generally gives good results in practice.
Distribution of x should be normal distribution
These limits are often referred to as action limits

Rational subgroups
Select consecutive units of production to provide a snapshot of the process.
Effective at detecting process shifts. May be ineffective in detecting if the mean
has wandered out-of-control and then back

Select a random sample over the entire sampling interval.

Nonrandom patterns can indicate out-of-control conditions

45
 Cycles, trends and runs: all above or below the center line, run up and run
down
Runs of 8 observations or more could indicate out-of-control.

A non random pattern example

Pattern is very nonrandom in appearance

19 of 25 points plot below the center line, while only 6 plot above
Following 4th point, 5 points in a row increase in magnitude, a run up
There is also an unusually long run down beginning with 18th point

2. Widely Used Control Charts for Variables

46
 Monitor both the mean value of the characteristic and the variability associated
with the characteristic.
If the process mean and standard deviation are known, we can follow the
one phase approach to set up x and S control charts to monitor the process

o n - size of the sample (sometimes called a subgroup)

o xi - average of the observations in the i-th sample i=1,2,3,
xi1 xi 2 ... xin
xi
n
o x is a normally distributed variable with mean and standard

deviation x n

o 1 is the probability that x will fall between

Z 2 x Z 2
n
and

Z 2 x Z 2
n

o In setting up a Shewhart control chart, it typically uses Z / 2 3.0 . So

the xi values will be plotted in the x control chart against the known
value:

UCL= 3
n
Center Line =

LCL= 3
n
o We also need to use S control chart to monitor the process variance as
production continues. This will be discussed later.

47
 If the process mean and standard deviation are not known while we can
assume that the process follows normal or close to normal distribution, we need
a two-phase approach to set up Shewhart control chart in Phase I and to use the
established control charts in Phase II. The most popular ones are x and R
control charts. In Phase I:
o m is the number of samples selected and

o n is the size of each sample

o x - grand average or average of the averages (this value is used as

the center line of the control chart)

x1 x2 ... xm
x
m

o Ri - range of the values in the ith sample

Ri max{xij } min{xij } xi , max xi , min

j j

o R - average range for all m samples

R1 R2 ... Rm
R
m

Control Limits for the x chart

48
 UCL= x A2 R

Center Line = x

LCL= x A2 R

A2 is found in Appendix VI for various values of n.

Control Limits for the R chart

UCL= D4 R

Center Line = R
LCL= D3 R

D3 and D4 are found in Appendix VI for various values of n.

The above control charts are based on the following unbiased estimator of the
process standard deviation :
R

d2

as discussed in Chapter 3.

R 3
Since A2 R 3 x 3 3 , so A2 . Its value can be found in
n d2 n d2 n
Appendix VI for various values of n.

49
Example

50
 25

R i
8.1302
R i 1
0.32521
25 25
UCL= D4 R =(2.114)(0.32521)=0.68749

Center Line = R =0.32521

LCL= D3 R =(0)(0.32521)=0

25

x i
37.6400
x i 1
1.5056
25 25
UCL= x A2 R =1.5056+(0.5777) (0.32521)=1.69325

Center Line = x = 1.5056

LCL= x A2 R =1.5056-(0.5777) (0.32521)=1.31795

x and R charts

51
3. Control Limits, Natural Tolerance Limits and Specification Limits
Control limits are functions of the natural variability of the process
Natural tolerance limits represent the natural variability of the process (usually
set at 3-sigma from the mean)
Specification limits are determined by developers/designers.
There is no mathematical relationship between control limits and specification
limits.
Do not plot specification limits on the charts

x and S Charts
S 2 is an unbiased estimator of 2
S is NOT an unbiased estimator of
S is an unbiased estimator of c4
The standard deviation of S is

1 c 42
If a standard deviation is given, the control limits for the S chart are:

UCL= c4 3 1 c 4 c 4 3 1 c4 B6
2 2

Center Line = c4

LCL= c 4 3 1 c 4 c 4 3 1 c 4 B5
2 2

B5 , B6 , and c4 are found in the Appendix for various values of n.

52
 If a standard deviation is not given, use an average sample standard
deviation,
1 m
S Si
m i 1
and the control chart will be:

UCL= B4 S

Center Line = S
LCL= B3 S

The x chart when using S

The upper and lower control limits for the x chart are given as
UCL= x A3 S

Center Line = x
LCL= x A3 S

where A3 is found in the Appendix

Estimating Process Standard Deviation

The process standard deviation, can be estimated by

S

c4

Example 5.3

53
 25

x i
1850.028
x i 1
74.001
25 25
25

s i
0.2351
S i 1
0.0094
25 25
UCL= x A3 S =74.001+(1.427) (0.0094)=74.014

Center Line = x = 74.001

LCL= x A3 S =74.001-(1.427) (0.0094)=73.988

For S chart

54
 UCL= B4 S =(2.089) (0.0094)=0.0196

Center Line = S =0.0094

LCL= B3 S =(0) (0.0094)=0

The charts are:

4. The Shewhart Control Chart for Individual Measurements

55
 Sample size is 1
Every unit is analyzed
The production rate is very slow
Repeat measurements on the process differ only because of laboratory or
analysis error.

X and Moving Range Charts

The moving range (MR) is defined as:
m

MR i

MRi | xi xi 1 | , and MR i 1

m
The X chart is the plot of the individual observations. The control limits:
MR
UCL= x 3
d2
Center Line = x
MR
LCL= x 3
d2

The control limits on the moving range chart are:

UCL= D4 MR

Center Line = MR
LCL=0

Example 5.

56
 MR
UCL= x 3
0.5726
=34.088+3( )=35.61
d2 1.128

Center Line = x =34.088

MR
LCL= x 3
0.5726
=34.088-3( )=32.57
d2 1.128

UCL= D4 MR =3.267(0.5726)=1.871

Center Line = MR =0.5726

LCL=0

The control charts are

57
Interpretation of the Charts
X charts can be interpreted similar to x charts. MR charts cannot be interpreted
the same as x or R charts.
Since the MR chart plots data that are correlated with one another, then
looking for patterns on the chart does not make sense.
MR chart cannot really supply useful information about process variability.
More emphasis should be placed on interpretation of the X chart.

5. Widely Used Control Charts for Attributes

58
The p Control Chart
Standard Given
If a standard value of p is given, then the control limits for the fraction
nonconforming are

p(1 p)
UCL= p 3
n
Center Line = p

p(1 p)
LCL= p 3 No Standard Given
n
If no standard value of p is given, then the control limits for the fraction
nonconforming are

p(1 p)
UCL= p 3
n
Center Line = p

p(1 p)
LCL= p 3
n
where
m m

D p i i
p i1
i1

mn m

Example 6.1.
30 samples of 50 each were taken from a production line.

59
 m

p i
p i1
0.2313
m

p(1 p) 0.2313 (0.7687)

UCL= p 3 0.2313 3 0.4102
n 50

Center Line = p =0.2313

p(1 p) 0.2313 (0.7687)

LCL= p 3 0.2313 3 0.0524
n 50

The p chart is:

60
After samples 15 and 23 were removed, the center line and control limits are
revised to
p(1 p) 0.2150 (0.7850)
UCL= p 3 0.2150 3 0.3893
n 50

Center Line = p =0.2150

p(1 p) 0.2150 (0.7850)

LCL= p 3 0.2150 3 0.0407
n 50

61
After machine adjustment, 24 more samples are taken. New center line and control
limits are calculated based on the recent 24 samples.

m 54

pi p i
p i1
i31
0.1108
m 24

p(1 p) 0.1108 (0.8892)

UCL= p 3 0.1108 3 0.2440
n 50

Center Line = p =0.1108

p(1 p) 0.1108 (0.8892 )

LCL= p 3 0.1108 3 0.0224 0
n 50

The p chart is:

62
Continue for next 40 samples.

The whole p chart is:

63
The np control chart
Let n = sample size, p = proportion of nonconforming. The control limits:

UCL= np 3 np (1 p)
Center Line = np

LCL= np 3 np (1 p)

If a standard p is not given, use p .

Example 6.2.
From the first part of Example 6.1, we have p =0.2313, n=50. So

UCL= n p 3 n p(1 p) 50 (0.2313) 3 50 ( 0.2313) ( 0.7687) 20.510

Center Line = n p 50( 0.2313) 11.565

LCL= n p 3 n p(1 p) 50 (0.2313) 3 50 ( 0.2313) ( 0.7687) 2.620

64
p chart with variable sample sizes
In some applications of the control chart for the fraction nonconforming, the
sample is a 100% inspection of the process output over some period of time.
Since different numbers of units could be produced in each period, the control
chart would then have a variable sample size.
Variable Width Control Limits

p(1 p)
p 3
ni
Example. For the data in Table 6.4:
25

D i
234
p i1
25
0.096 , Center Line = 0.096
n
2450
i
i1

UCL= p 3 p(1 p) / ni 0.096 3 (0.096) (0.904) / ni

LCL= p 3 p(1 p) / ni 0.096 3 (0.096) (0.904) / ni

65
The control chart is

66
 The Standardized Control Chart
The points plotted are in terms of standard deviation units. The standardized
control chart has the centerline at 0, UCL = 3 and LCL = -3.
The points plotted are given by:
pi p p p
zi zi i
p(1 p) or p(1 p)
ni ni
Example.

67
Control charts are:

Control Charts for Nonconformities (Defects)

An item will contain nonconformities but the item itself is not classified as
nonconforming.
It is often important to construct control charts for the total number of
nonconformities or the average number of nonconformities for a given area of
opportunity. The inspection unit must be the same for each unit.

Poisson Distribution
The number of nonconformities in a given area can be modeled by the Poisson
distribution. Let c be the parameter for a Poisson distribution, then the mean
and variance of the Poisson distribution are equal to the value c .
The probability of obtaining x nonconformities on a single inspection unit,
when the average number of nonconformities is some constant, c , is found by:

ecc x
p( x )
x!

68
The c-chart
Standard Given:

UCL= c 3 c
Center Line = c

LCL= c 3 c
No Standard Given:

UCL= c 3 c
Center Line = c

LCL= c 3 c

26 samples of 100 each. A total of 516 nonconformities found.

69
 516
c 19.85 Center Line = c =19.85
26

UCL= c 3 c 19.85 3 19.85 33.22

LCL= c 3 c 19.85 3 19.85 6.48

The control chart is:

2 points are out of control. After they are removed, the new control chart center
and limits are:
472
c 19.67
24

UCL= c 3 c 19.67 3 19.67 32.97

Center Line = c =19.67

LCL= c 3 c 19.67 3 19.67 6.37

20 more samples are then collected and plotted.

70
Control chart is:

71
The u-chart
For total number of nonconformities found in a sample of n inspection units, the
average number of nonconformities per inspection unit is u = x/n.
Since the random variable x follows Poisson distribution with mean of u, its

variance is also u, or its standard deviation is u.

Since the sample size is n, the standard deviation of the variable u = x/n

u u
is
n n
The centerline and control limits of the control chart for the average number of
nonconformities is
u u
Center Line = u , UCL= u 3 , LCL= u 3
n n
Example 6.4. 20 samples with 50 units each.

72
 xi
Calculate ui ,
n
20

u i
1.48
then u i 1
0.0740
20 20
u 0.0740
UCL= u 3 0.0740 3 0.1894
n 50
Center Line = u =0.0740
u 0.0740
LCL= u 3 0.0740 3 0.0414
n 50
LCL=0.0

The control chart is:

73
Procedures with Variable Sample Size
1. Variable Width Control Limits
2. Control Limits Based on Average Sample Size
3. Standardized Control Chart
u chart with variable sample sizes
Chart with variable limits:
u
u 3
ni
Example 6.5. Dyed cloth inspection for each unit of 50 square meters
153
The centerline of the u chart is: u 1.42
107.5

The control limits are:

74
The Standardized Control Chart
The points plotted are in terms of standard deviation units. The standardized
control chart has centerline at 0,UCL = 3, LCL = -3 and the points plotted are
given by:
ui u
zi
u
ni

For Example 6.5

ui u ui 1.42
zi
u 1.42
ni ni

i 1 2 3 4 5 6 7 8 9 10
ui 1.40 1.50 1.54 1.10 0.74 1.00 1.75 1.52 1.58 1.84
ni 10.0 8.0 13.0 10.0 9.5 10.0 12.0 10.5 12.0 12.5
zi -0.053 0.190 0.363 -0.849 -1.759 -1.115 0.959 0.272 0.465 1.246

The control charts are:

Choice between Attributes and Variables Control Charts

75
 Each has its own advantages and disadvantages
Attributes data is easy to collect and several characteristics may be collected per
unit.
Variables data can be more informative since specific information about the
process mean and variance is obtained directly.
Variables control charts provide an indication of impending trouble (corrective
action may be taken before any defectives are produced).
Attributes control charts will not react unless the process has already changed
(more nonconforming items may be produced).

Guidelines for Implementing Control Charts

Determine which process characteristics to control.
Determine where the charts should be implemented in the process.
Choose the proper type of control chart.
Take action to improve processes as the result of SPC/control chart analysis.
Select data-collection systems and computer software.

6. Average Run Length and Operating-Characteristic Function

Average Run Length for a process with x chart
For an in-control process:
1
ARL0

If the probability that a point plots beyond the control limits is =0.0027, then the
average run length is
1
ARL0 370
0.0027

76
For a process in control, an out-of-control signal will be generated every 370
samples, on average. Or there will be a false alarm every 370 samples. The same
concept can be applied to find the average number of sampling to detect the shift of
the mean. It is calculated by:
1
ARL1
1

The OC curves in Fig. 4.9 give the probability that the shifts will be detected
using different sample sizes.
OC Functions for control charts for variables
How well the x charts can detect process shifts is described by operating
characteristic (OC) curves.
Consider a process whose mean has shifted from an in-control value by k
standard deviations. Let L be the control limit in terms of the standard
deviation of x . That is, the control chart is constructed with

LCL= 0 L / n , Center Line = 0 UCL= 0 L / n

If the next sample after the shift plots in-control, then you will not detect the
shift in the mean. The probability of this occurring is called the -risk.
The probability of not detecting a shift in the process mean on the first
sample is
P{( LCL x UCL | 1 0 k }
or
UCL ( 0 k ) LCL ( 0 k )

/ n / n
L / n ( 0 k ) 0 L / n ( 0 k )
0
/ n / n
This can be reduced to
( L k n ) ( L k n )

77
This is the same formula we had when the OC curves were given in hypothesis test

n n
( Z 2 ) ( Z 2 )

where Z 2 L and k

Example. For L=3 and n=5, to determine for 1 0 2 :

(3 2 5 ) ( 3 2 5 ) ( 1.47) ( 7.47)
(7.47) (1.47) 1 .9292 0.0708

The OC curves are plots of values against k for various sample sizes. is the
probability of not detecting the shift on the next sample, 1 is the probability of
correctly detecting the shift on the next sample.
Average time to signal and expected number of inspected units to detect a
shift:
ATS=ARL h
I = n ARL
where h is the time between sampling and n is the sample size

78
OC Functions for Attributes Control Charts
In a process with p charts for nonconforming detection, the number of
nonconforming units, D, follows a binomial distribution. Let p be a standard value
for the fraction nonconforming. The probability of committing a Type II error in
using this type of control charts is:

P( p UCL | p ) P( p LCL | p ) P ( D nUCL | p ) P( D nLCL | p )

Example Consider a fraction nonconforming process where samples of size 50

have been collected and the upper and lower control limits are 0.3697 and 0.0303,
respectively, for p 0.20 . Calculate the probability of type II error if the fraction
nonconforming has shifted to 0.30.
For this example, n = 50, p = 0.30, UCL = 0.3697, and LCL = 0.0303.

From the binomial distribution

P ( D nUCL | p ) P ( D nLCL | p )
P ( D 50(0.3697 ) | 0.30) P ( D 50(0.0303) | 0.30)
P ( D 18.48 | 0.30) P ( D 1.515 | 0.30)
P ( D 18 | 0.30) P ( D 1 | 0.30)
0.8594 0
0.8594

OC curve for the fraction nonconforming control chart with p = 0.20, LCL =
0.0303 and UCL = 0.3697 can be generated based on similar calculations with
different actual mean value p.

79
The average run length for fraction nonconforming control charts

1
For in-control: ARL0

In the above calculation, we found that when p=0.20, the corresponding value is
0.9973. So the Type I error would be 0.0027, similar to that in a x chart. So the
average run length will be
1 1
ARL0 370
0.0027

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 1
For out-of-control run length: ARL1
1

We can use the calculated value in the above table to determine its value.

The Operating Characteristic Functions for c and u charts

The OC curve and the P(Type II Error) can be obtained for the c- and u-chart
using the Poisson distribution.

For c-chart:
P ( x UCL | c ) P ( x LCL | c )
where x follows a Poisson distribution with parameter c, the true mean number
of defects. For u-chart
P( x UCL | u ) P( x LCL | u ) P(c nUCL | u ) P(c nLCL | u )
Example 6.3
516
c 19.85
26

UCL= c 3 c 19.85 3 19.85 33.22

Center Line = c =19.85

LCL= c 3 c 19.85 3 19.85 6.48

P ( x UCL | c ) P ( x LCL | c ) =
P ( x 33.22 | c ) P ( x 6.48 | c ) P ( x 33 | c ) P ( x 6 | c )
The estimated c is c =19.85 and the calculated probability is:
P ( x 33 | c 19.85) P ( x 6 | c 19.85) 0.9976-0.0003=0.9973

81
 The OC curve for this control chart can be generated by:

The OC curve plot is:

82