A two-sided SPRT control chart for process mean

A two-sided sequential probability ratio test (SPRT) control chart for monitoring the mean of a normal process is proposed in this paper. Its mechanism is based on the SPRT for the mean of a normal distribution that is extended for a two-sided alternative. The exact statistical performance measures...

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Published in:Journal of statistical computation and simulation 2024-05, Vol.94 (8), p.1645-1657
Main Authors: Mahadik, Shashibhushan B., Godase, Dadasaheb G.
Format: Article
Language:English
Subjects:
Control charts
Markov chain
Markov chains
Normal distribution
Parametric control chart
sequential probability ratio test
Statistical analysis
statistical process control
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Godase, Dadasaheb G.
description A two-sided sequential probability ratio test (SPRT) control chart for monitoring the mean of a normal process is proposed in this paper. Its mechanism is based on the SPRT for the mean of a normal distribution that is extended for a two-sided alternative. The exact statistical performance measures of this chart are obtained using a Markov chain approach. An approach to design the chart such that it has a specified in-control performance and the optimal out-of-control performance for detecting a mean shift of a particular size is provided. The statistical performance of this chart is numerically compared with that of various competing charts in the existing literature. It is found that the proposed chart outperforms all these charts for detecting a mean shift of any size. An example to illustrate the mechanism of the chart is provided.
doi_str_mv 10.1080/00949655.2023.2296928
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subjects Control charts
Markov chain
Markov chains
Normal distribution
Parametric control chart
sequential probability ratio test
Statistical analysis
statistical process control
title A two-sided SPRT control chart for process mean
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