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A Change-Point Model for a Shift in Variance

Summary: [This abstract is based on the authors' abstract.]A control chart is proposed for detecting shifts in variance in a process where the nominal value of the variance is unknown. The chart is a variance-change-point model adapted for repeated sequential use. It may be used alone to monitor one-degree-of-freedom chi-square variates for departure from control or together with a parallel change-point methodology for the mean to monitor process data for shifts in mean or variance.

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  • Topics:
  • Keywords: Average run length (ARL),Cumulative sum control chart (CUSUM),Variable control charts,Likelihood methods,Shewhart control chart,Exponentially weighted moving average (EWMA)
  • Author: Hawkins, Douglas M.; Zamba, K.D.
  • Journal: Journal of Quality Technology