How are control limits calculated for the different moving average control charts?
Created:
| Last Modified:
EWMA Charts:
The following notation is used for the formulas:
You can compute the limits in the following ways:
- as a specified multiple (k) of the standard error of Ei above and below the central line. The default limits are computed with k=3 (these are referred to as 3σ limits).
- as probability limits defined in terms of α, a specified probability that Ei exceeds the limits.
The following table presents the formulas for the control limits:
The following table presents the formulas for the probability limits:
These formulas assume that the data are normally distributed. If standard values μ0 and σ0 are available for μ and σ, respectively, replace
with μ0 and
with σ0 in the above formula. Note that the limits vary with both ni and i.
UWMA Charts:
The following notation is used for the formulas:
You can compute the limits in the following ways:
- as a specified multiple (k) of the standard error of Ai above and below the central line. The default limits are computed with k=3 (these are referred to as 3σ limits).
- as probability limits defined in terms of α, a specified probability that Ai exceeds the limits.
The following table presents the formulas for the control limits:
The following table presents the formulas for the probability limits:
These formulas assume that the data are normally distributed. If standard values μ0 and σ0 are available for μ and σ, respectively, replace
with μ0 and replace
with σ0 in the above formula. Note that the limits vary with both ni and i.
[Previously JMP Note 36635]