ISyE 512 Chapter 6

Control Charts for Variables

Instructor: Prof. Kaibo Liu

Department of Industrial and Systems Engineering

UW-Madison

Email: kliu8@wisc.edu
Office: Room 3017 (Mechanical Engineering Building)

ISyE 512 Instructor: Kaibo Liu 1

 List of Topics in Chapter 6

Control Chart for 𝑥 and R

Control Chart for 𝑥 and S

Operating-Characteristic Function

ISyE 512 Instructor: Kaibo Liu 2

 Review of the Basic Model of Control Charts

Let w be a sample statistic that measures some quality characteristic of interest, and
suppose that the mean of w is w and the standard deviation of w is w. Then the center
line, the upper control limit, and the lower control limit become

UCL = w + kw

Center line = w

LCL = w - kw

where k is the "distance" of the control limits from the center line, expressed in standard
deviation units

ISyE 512 Instructor: Kaibo Liu

 Control Chart for X and R— Known ,

• Statistical Basis of the Charts

– suppose {xij, i=1,…,m, j=1,…,n} are normally distributed with
xij,~N(,2), thus, X i ~ N (  , ( / n ) )
2

• X bar chart monitors between-sample variability (variability over

time) and R chart measures within-sample variability
(instantaneous variability at a given time)
• If  and  are known, X bar chart is (if k=3)

  3 x    3    A
n
LCL    A
3
CL   A
n
ULC    A

ISyE 512 Instructor: Kaibo Liu 4

 Control Chart for X and R— Known ,

• Range Ri=max(xij)-min(xij) for j=1,..n Chart Statistic

• If  and  are known, the statistical basis of R charts is as follows:
– Define the relative range W=R/. The parameters of the distribution
of W are a function of the sample size n.
– Denote W =E(W)=d2, W =d3,
• (d2 and d3, are given in Appendix Table VI of Textbook P720)
– R =d2, R=d3 , which are obtained based on R=W 
– R chart control limits (if k=3)
–
 R  3R  d 2  3d 3  (d 2  3d 3 )
LCL  D1
D1  d 2  3d 3
CL  d 2 
D2  d 2  3d 3
ULC  D 2 

ISyE 512 Instructor: Kaibo Liu 5

 Control Chart for X and R
— Unknown  and 
• Need to estimate  and 
m m n m

x i  x
i 1 j1
ij
R  Ri
ˆ x  X  i 1
 ; ˆ  ; R  i 1
m mn d2 m

• X bar chart (if k=3)

ˆ R / d2
ˆ x  3ˆ x  x  3  x 3  x  A2R
n n

LCL  x  A 2 R 3
CL  x
A2 
d2 n
ULC  x  A 2 R

A2 is determined by n, Appendix Table VI

ISyE 512 Instructor: Kaibo Liu 6

 Control Chart for X and R
— Unknown  and  (cont’s)

• Need to estimate  R ,  R based on R=W , W =d3, ˆ  R

m
d2
R i
R
ˆ R  R  i 1
; ˆ R  d 3ˆ  d 3
m d2
• R chart (if k=3)
d3R d
ˆ R  3ˆ R  R  3  (1  3 3 )R
d2 d2

3d 3
LCL  D 3 R D3  1 
d2
CL  R 3d 3
D4  1 
ULC  D4 R d2

D3 and D4 are determined by n, Appendix Table VI

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ISyE 512 Instructor: Kaibo Liu 8
 Procedures for Establishment of Control
Limits — Unknown  and 

• If  and  are unknown, we need to estimate  and  based on

the preliminary in-control data (normally m=20~25).

• The control limits established using the preliminary data are

called trial control limits, which are used to check whether the
preliminary data are in control.

• First check R or S chart to ensure all data in-control, and then

check X-bar chart

In-control Future
Collect Estimate Establish Check
Preliminary Data X R or S Trial Control Limits Preliminary Data Monitoring

Update Eliminate the Outliers Out-of-control

Estimation due to Assignable Causes

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 Example: The data shown here are x-bar and R values x R
34.5 3
for 24 samples of size n=5 taken from a process 34.2 4
producing bearings. The measurements are made on the 31.6 4
31.5 4
inside diameter of the bearing. 35.0 5
34.1 6
(a) Set up x-bar and R charts on this process. Does the 32.6 4
process seem to be in statistical control? If 33.8 3
34.8 7
necessary, revise the trial control limits. 33.6 8
31.9 3
(b) Estimate the process standard deviation 38.6 9
35.4 8
34.0 6
37.1 5
34.9 7
33.5 4
31.7 3
34.0 8
35.1 4
33.7 2
32.8 1
33.5 3
34.2 2

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ISyE 512 Instructor: Kaibo Liu 11
 X-bar chart and R Chart
x R X Bar Chart
34.5 3 40.0
34.2 4 39.0
38.0
31.6 4 37.0
31.5 4 36.0 UCL=36.7
35.0 5 35.0
34.0 CL=34
34.1 6 33.0
32.6 4 32.0 LCL=31.3
33.8 3 31.0
30.0
34.8 7
1 3 5 7 9 11 13 15 17 19 21 23
33.6 8
31.9 3
38.6 9 R Chart
35.4 8 11
34.0 6
9
37.1 5
34.9 7 7 UCL=9.96
33.5 4
5
31.7 3 CL=4.7
34.0 8 3
35.1 4 1 LCL=0
33.7 2
-1
32.8 1
33.5 3
34.2 2
Sample 12 and 15 out of control
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 Revised X-bar Chart and R Chart
Removing the two out of control samples and recalculate control
limits for both charts:
Revised X Bar Chart
40.0

38.0

36.0 UCL=36.3
34.0 CL=33.7

32.0
LCL=31
30.0
1 3 5 7 9 11 13 15 17 19 21

Revised R Chart
11
9
UCL=9.5
7
5 CL=4.5
3
1 LCL=0
-1

ISyE 512 Instructor: Kaibo Liu 13

 Review X-bar Chart and R Chart
• X-bar chart and R chart (μ, σ known/unknown)
- Known  and : A, D1, D1, d2, d3
- Unknown  and : A2, D3, D4, d2, d3

• Procedure of control charting

• Estimation of the process parameters,  and .

- Can ONLY be done AFTER the process exhibits
in control

• Other SPC techniques: read text yourself

ISyE 512 Instructor: Kaibo Liu

 Review of Control Chart for X-bar— Known ,

• Statistical Basis Independently and identically distributed, i.i.d

– suppose {xj, j=1,…,n} are normally distributed with
xj~N(,2), thus, X ~ N(, ( / n )2 )

• If  and  are known, X-bar chart is

a= 2[1-Φ(k)]
𝑈𝐶𝐿 = 𝜇𝑥 + 𝑘𝜎𝑥
𝐶𝐿 = 𝜇𝑥 = 𝜇
𝐿𝐶𝐿 = 𝜇𝑥 − 𝑘𝜎𝑥

LCL    A
3
Let k  3, A  CL  
n ULC    A

ISyE 512 Instructor: Kaibo Liu 15

 Interpretation of X-bar and R Chart
• First check the R chart and eliminate the assignable causes from R
chart, and then check the X bar chart

• Check non-random pattern

– Cyclic pattern due to temperature, regular rotation of operators or
machines, maintenance schedules, tool wear (Fig. 6-8)

ISyE 512 Instructor: Kaibo Liu 16

 Interpretation of X-bar and R Chart
• Check non-random pattern (cont’d)
– Mixture pattern when the plotted points tend to fall near or
slightly outside the control limits. Two overlapping
distributions are resulted from too often process adjustment
(Fig 6-9).

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 Interpretation of X-bar and R Chart

• Check non-random pattern (cont’d)

– Shift in process level due to introduction of new workers,
methods, materials, or inspection standard (Fig. 6-10)

ISyE 512 Instructor: Kaibo Liu 18

 Interpretation of X-bar and R Chart
• Check non-random pattern (cont’d)
– Trend pattern due to gradual tool wear (Fig. 6-11)

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 Interpretation of X-bar and R Chart
• Check non-random pattern (cont’d)
– Stratification pattern for the points to cluster around the
center line due to incorrect calculation of Control limits or
inappropriate reasonable sampling group (Fig. 6-12)

ISyE 512 Instructor: Kaibo Liu 20

 Review of Type I and Type II Error

Reality
Nature :
"Out of
"In Control" Control"
You Conclude :
“Statistically Confidence Consumer
"In Control"
in control” 1–a Error, 

“Statistically
"Out of out Producer Pow er
of control”
Control" Error, a 1–

ISyE 512 Instructor: Kaibo Liu 21

 Application Conditions of X bar
and R chart
• Underlying distribution of the quality characteristics is
normal
– X bar chart is more robust to nonnormality than R chart
– Sample size of 4 or 5 are sufficient to ensure reasonable
robustness to the normality assumption for X bar chart

• Calculation accuracy of Type I error is dependent on

the distribution
• X bar chart (n=4, 5, 6) is not effective to detect a
small mean shift (less than 1.5 ) on the first sample
following the shift (OC curve)
• If n>10, an s chart should be used instead of a R
chart
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 OC Curve for x bar and R Chart
• X bar chart UCL  0  k / n ; LCL  0  k / n ;

0 a  2 1  (k ) in control

  P{LCL  x  UCL | 1  0  d }
1  0  d ,  Pr{x  UCL | 1}  Pr{x  LCL | 1} out of control

   k  d n     k  d n 

• The expected number of samples taken before the shift is

detected (the process is o.o.c)

1
ARL outof control   rr 1 (1  ) 
r 1 1

• If process is in control: ARL is the expected number of

samples until a “false alarm” occurs

ARL in control   k 1  a  a   1
k 1

i 1 a

ISyE 512 Instructor: Kaibo Liu

 OC Curve for X bar chart (Cont’d)

If the shift is 1.0σ and the sample

size is n = 5, then β = 0.75.

Increase sample size – reduce 

The larger is the mean-shift, the smaller is 

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 OC Curve for R chart (Cont’s)

Increase sample size – reduce 

The larger is the std deviation, the smaller is 

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 ARL for X bar

The larger the mean-shift,

the smaller the ARL

Increasing sample size

leads to increased total
individual units measured

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 Example: A quality characteristic with normal distribution is
monitored through use of an x-bar and an R chart. These charts have
the following parameters (n=4):
X-bar chart R chart

UCL=626 UCL=18.795

CL=620 CL=8.236

LCL=614 LCL=0

(a) What is the probability of detecting a shift in the process mean to 610 on
the first sample following the shift. Find the average run length for the
chart. (Assume sigma does NOT change)
(b) What is the probability of detecting the shift in (a) by at least the third
sample after the shift?

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 S Chart (if k=3)

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 Summary of Control Charts (if k=3)

Process Parameters X bar chart R chart S chart

LCL    A LCL  D1 LCL  B 5 
known   CL   CL  d 2  CL  c 4 
ULC    A ULC  D 2  ULC  B 6 

ˆ  X LCL  x  A 2 R LCL  D 3 R
X bar & R chart R CL  x CL  R
ˆ 
d2 ULC  x  A 2 R ULC  D4 R

ˆ  X LCL  x  A 3 S LCL  B 3 S
X bar & S chart CL  x CL  S
S
ˆ  ; ULC  x  A 3 S ULC  B 4 S
c4

ISyE 512 Instructor: Kaibo Liu 29

 Comparison of R Chart and S Chart

• R Chart
– simple for hand calculation (note: no big deal
nowadays);
– good for small sample size;
– lose information between xmin and xmax;
– not used for variable sample size.

• S Chart
– when the sample size is large (n>10);
– Used for variable sample size ;
– Computation complexity can be simplified by
using a computer.

ISyE 512 Instructor: Kaibo Liu 30

 X bar and S Control Chart
with Variable Sample Size
• Use a weighted average approach in
calculating x and S
1/ 2
m
 m 2
n x i i  i ( n  1)S i  m: # of samples/subgroups;
x i 1
m S m
i 1
 ni: sample size for each
 ni  m 
sample/subgroup i
n
i 1
i 
 i 1 
– A3, B3, and B4 will use the corresponding sample size of each subgroup
(Please see the following Example)

• If fixed control limits are preferred, use an

average sample size n , or use the modal (
most common) sample size if ni are not very
different
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 32
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ISyE 512 Instructor: Kaibo Liu
 4 obs.

5 obs.

35
ISyE 512 Instructor: Kaibo Liu
 • Every sample has its own control chart parameters, UCL and LCL
• Samples with the same sample size have the same chart parameters

36
ISyE 512 Instructor: Kaibo Liu
 Example: A normally distributed quality characteristic is monitored
through use of an x-bar and an R chart. These charts have the
following parameters (n=4):
X-bar chart R chart

UCL=626 UCL=18.795
CL=620 CL=8.236
LCL=614 LCL=0

Both charts exhibit control. : can be used to estimate process parameters,  and 
(a) Suppose an S chart were to be substituted for the R chart. What would be the
appropriate parameters of the S chart?
(b) If specifications on the product were 610 ± 15, what would be your estimate of
the process fraction nonconforming? (consider each individual product)
(c) What could be done to reduce this fraction nonconforming?

ISyE 512 Instructor: Kaibo Liu 37

ISyE 512 Instructor: Kaibo Liu 38
 Estimation of the Process Capability

• Get process specification limits (USL, LSL)

• Estimate  based on ˆ  R / d 2 (R chart) or ˆ  S / c 4 (S chart)
• Estimate the fraction of nonconforming products p (or p106PPM
nonconforming units)

LSL  x USL  x
p̂  Pr{ x  LSL }  Pr{ x  USL}   ( )  1  ( )
ˆ ˆ
• Process-Capability Ratio
𝑈𝑆𝐿−𝐿𝑆𝐿 𝑈𝑆𝐿−𝐿𝑆𝐿
𝐶𝑝 = ; 𝐶𝑝 = ; Estimated process stdev
6𝜎 6𝜎

Cp=1 means the process uses up 100% tolerance band with

0.27% (2700PPM) nonconforming units
• Percentage of the specification band that the process uses up
P=(1/Cp)*100%

ISyE 512 Instructor: Kaibo Liu 39

 Differences among NTL, CL and SL
and Impact on Process Capability
 There is no relationship between control limits and specification limits.
 Cp is an index relating natural tolerance limits to specification limits.
Externally NTL: natural tolerance limits
determined

Distribution of individual
process measurement  Cp>1, P< 0.27%
LSL LNTL UNTL USL
3 3
Distribution
3 of x bar values
n
Center line  Cp=1, P= 0.27%
LNTL UNTL
on x bar
3 3
LSL USL

 Cp<1, P> 0.27%

LNTL LSL USL UNTL
3 3
Externally
determined
Width defined by NTL’s is larger than that defined by CL, why?

ISyE 512 Instructor: Kaibo Liu 40

 Example: Control charts for X and R are maintained for an important quality
characteristic. The sample size is n = 7; X and R are computed for each sample. After 35 samples, we
have found that
35 35
x i
 7805 and R i
 1200
i 1 i 1
(a) Set up X and R charts using these data (if k=3).
(b) Assuming that both charts exhibit control, estimate the process mean and
standard deviation.
(c) If the quality characteristic is normally distributed and if the specifications are
220 ±35, can the process meet the specifications? Estimate the fraction
nonconforming.
(d) Assuming the variance to remain constant, state where the process mean should be located to minimize
the fraction nonconforming. What would be the value of the fraction nonconforming under these
conditions?

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ISyE 512 Instructor: Kaibo Liu 42
 Example 12-3: Samples of n=8 items each are taken from a manufacturing
process at regular intervals. A quality characteristic is measured, and x-bar
and R values are calculated for each sample. After 50 samples, we have
50 50

x
i 1
i  2000 and R
i 1
i  250

Assume that the quality characteristic is normally distributed.

(a) Compute control limits for the x-bar and R control charts.
(b) All points on both control charts fall between the control limits
computed in (a). What are the natural tolerance limits of the
process.
(c) If the specification limits are 415.0, what is the process
capability?

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ISyE 512 Instructor: Kaibo Liu 44