Shewhart Revisited

Moshe Pollak*, Abba M. Krieger

*Corresponding author for this work

Research output: Contribution to journalArticlepeer-review

26 Scopus citations

Abstract

The Shewhart control chart was first to monitor an ongoing process and raise an alarm when it appears that the level has changed. We show that the Shewhart chart is optimal for the criterion of maximizing the probability of detecting a change upon its occurrence subject to an average run length to false alarm. It is remarkable, particularly when the change is of moderate size, that Shewhart's procedure is better than cumulative sum (CUSUM). In the multivariate setting, applying the Shewhart procedure to each process separately is suboptimal. We create a generalized Shewhart procedure that is optimal for the aforementioned criterion. The results are illustrated in common settings.

Original languageEnglish
Pages (from-to)230-242
Number of pages13
JournalSequential Analysis
Volume32
Issue number2
DOIs
StatePublished - Apr 2013

Keywords

  • CUSUM
  • Sequential analysis
  • Sequential quality control
  • Shewhart
  • Statistical process control

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