STAT 4260/6260 HOMEWORK 6 SPRING 2023
Hello, dear friend, you can consult us at any time if you have any questions, add WeChat: daixieit
STAT 4260/6260
HOMEWORK 6
SPRING 2023
Problem 1 (General CUSUM procedure)
“Since the implementation of an SPC program in the foundry department in January 1990, the engineers had made one change in the foundry operations, which appear to have resulted in a 4% reduction in the scrap rate from the 1989 average rate of 28% (the standard deviation was 2%).”
The table summarizes the weekly scrap rate data for the first half of 1990.
i |
1 |
2 |
3 |
4 |
5 |
6 |
7 |
8 |
9 |
10 |
11 |
12 |
13 |
Xi |
26.4 |
25.3 |
31.8 |
27.1 |
28.5 |
20.2 |
19.3 |
22.7 |
20.4 |
19.5 |
21.7 |
24 |
22.6 |
(a) Construct a CUSUM chart to analyze the data and verify the engineer’s claim regarding the scrap reduction. Please use ℎ = 5 and k = 0.25. Note σ=2, u" = 28. Calculate the reference value K and the decision value H . A table like this may help with your calculation:
Xi − (u" + K) (u" − K) − Xi
(b) What is the starting point that an out-of-control sample appears?
(c) What is the magnitude of the mean shift?
Problem 2 (CUSUM chart, Sigmund method)
Consider a standardized two-sided CUSUM with k = 0.2 and h = 8.
(1) Use Siegmund’s approximation to evaluate the in-control ARL performance of this scheme.
(2) Find the out-of-control ARL for 6 ∗ = 0.5.
Problem 3 (Constructing EWMA chart)
An EWMA control chart uses λ = 0.5. What is the value of L such that the control limits of this EWMA control chart in the steady state have the same width with a 3-sigma X-bar control chart?
Problem 4 (Setup EWMA procedure with real data)
The following data represent individual observations on molecular weight taken hourly from a chemical process.
Observation
Num
1 |
1045 |
11 |
1139 |
2 |
1055 |
12 |
1169 |
3 |
1037 |
13 |
1151 |
4 |
1064 |
14 |
1128 |
5 |
1095 |
15 |
1238 |
6 |
1008 |
16 |
1125 |
7 |
1050 |
17 |
1163 |
8 |
1087 |
18 |
1188 |
9 |
1125 |
19 |
1146 |
10 |
1146 |
20 |
1167 |
The target value of molecular weight is 1050 and the process standard deviation is
thought to be about σ = 25. Set up an EWMA control chart with λ = 0.1 and L = 2.7. Calculate the steady state control limits. Is the process in-control? If not, what is the first observation that the process becomes out-of-control? You may use your favorite computer software to perform the analysis.
Problem 5 Control limits for MA charts
When the process is in-control, the measurements of a quality characteristic are independent and follow the normal distribution Xi ~N(u, 2 ). Let the sample size be n, and the Moving Average (MA) statistic is defined as:
(1) Please derive the mean and variance of Mt : E[Mt ] = u
⎩ nw , if t > w
(2) Please derive the 3-sigma control limits of MA chart.
Hint: the charting statistics t has mean u* and standard deviation G* , the k-sigma
control limits are:
2023-03-21