A Study on the Performances of the SPRT Control Chart When Estimating Process Parameters

Jing Wei Teoh; Wei Lin Teoh; Laila El-Ghandour; Zhi Lin Chong; Sin Yin Teh

doi:10.1007/978-981-19-8406-8_36

A Study on the Performances of the SPRT Control Chart When Estimating Process Parameters

Jing Wei Teoh, Wei Lin Teoh, Laila El-Ghandour, Zhi Lin Chong, Sin Yin Teh

Research output: Chapter in Book/Report/Conference proceeding › Conference Paper › Research › peer-review

1 Citation (Scopus)

Abstract

The sequential-probability-ratio-test (SPRT) control chart is well-known for its outstanding detection ability towards a wide range of process mean shifts. In the existing literature, the SPRT chart has been regularly designed from the standpoint that the process parameters are known. Nonetheless, industrial practitioners reveal that these process parameters are hardly known. They often estimate these process parameters using a modest number of Phase-I samples. This in turn leads to different outcomes obtained across practitioners. In this paper, we present detailed insights about the distribution of the conditional ATS when the process parameters are estimated. Also, some statistical properties of the ATS through Monte Carlo simulation are presented in this paper. Particularly, the standard deviation of the ATS is examined in this paper to evaluate the practitioner-to-practitioner variability. Results show that a large Phase-I sample, and a large desired maximum mean shift in optimization design, are required to reduce volatilities in the average and standard deviation of the ATS values. Finally, we provide recommendations for the Phase-I sample sizes tailored to specific objectives of the SPRT chart when the process parameters are estimated.

Original language	English
Title of host publication	Proceedings of the 9th International Conference on Computational Science and Technology, ICCST 2022
Editors	Dae-Ki Kang, Rayner Alfred, Zamhar Iswandono Bin Awang Ismail, Aslina Baharum, Vinesh Thiruchelvam
Place of Publication	Singapore Singapore
Publisher	Springer
Pages	449-463
Number of pages	15
ISBN (Electronic)	9789811984068
ISBN (Print)	9789811984051
DOIs	https://doi.org/10.1007/978-981-19-8406-8_36
Publication status	Published - 2023
Externally published	Yes
Event	International Conference on Computational Science and Technology 2022 - Johor Bahru, Malaysia Duration: 27 Aug 2022 → 28 Aug 2022 Conference number: 9th https://link.springer.com/book/10.1007/978-981-19-8406-8 (Proceedings) https://2022.iccsa.org/index.html (Website)

Publication series

Name	Lecture Notes in Electrical Engineering
Publisher	Springer
Volume	983
ISSN (Print)	1876-1100
ISSN (Electronic)	1876-1119

Conference

Conference	International Conference on Computational Science and Technology 2022
Abbreviated title	ICCST 2022
Country/Territory	Malaysia
City	Johor Bahru
Period	27/08/22 → 28/08/22
Internet address	https://link.springer.com/book/10.1007/978-981-19-8406-8 (Proceedings) https://2022.iccsa.org/index.html (Website)

Keywords

Average time to signal
Estimated parameters
Quality control
SPRT control chart
Standard deviation of the average time to signal

Access to Document

10.1007/978-981-19-8406-8_36

Cite this

Teoh, J. W., Teoh, W. L., El-Ghandour, L., Chong, Z. L., & Teh, S. Y. (2023). A Study on the Performances of the SPRT Control Chart When Estimating Process Parameters. In D.-K. Kang, R. Alfred, Z. I. B. A. Ismail, A. Baharum, & V. Thiruchelvam (Eds.), Proceedings of the 9th International Conference on Computational Science and Technology, ICCST 2022 (pp. 449-463). (Lecture Notes in Electrical Engineering; Vol. 983). Springer. https://doi.org/10.1007/978-981-19-8406-8_36

Teoh, Jing Wei ; Teoh, Wei Lin ; El-Ghandour, Laila et al. / A Study on the Performances of the SPRT Control Chart When Estimating Process Parameters. Proceedings of the 9th International Conference on Computational Science and Technology, ICCST 2022. editor / Dae-Ki Kang ; Rayner Alfred ; Zamhar Iswandono Bin Awang Ismail ; Aslina Baharum ; Vinesh Thiruchelvam. Singapore Singapore : Springer, 2023. pp. 449-463 (Lecture Notes in Electrical Engineering).

@inproceedings{447c5146d8094ec69db308f43e2adbf4,

title = "A Study on the Performances of the SPRT Control Chart When Estimating Process Parameters",

abstract = "The sequential-probability-ratio-test (SPRT) control chart is well-known for its outstanding detection ability towards a wide range of process mean shifts. In the existing literature, the SPRT chart has been regularly designed from the standpoint that the process parameters are known. Nonetheless, industrial practitioners reveal that these process parameters are hardly known. They often estimate these process parameters using a modest number of Phase-I samples. This in turn leads to different outcomes obtained across practitioners. In this paper, we present detailed insights about the distribution of the conditional ATS when the process parameters are estimated. Also, some statistical properties of the ATS through Monte Carlo simulation are presented in this paper. Particularly, the standard deviation of the ATS is examined in this paper to evaluate the practitioner-to-practitioner variability. Results show that a large Phase-I sample, and a large desired maximum mean shift in optimization design, are required to reduce volatilities in the average and standard deviation of the ATS values. Finally, we provide recommendations for the Phase-I sample sizes tailored to specific objectives of the SPRT chart when the process parameters are estimated.",

keywords = "Average time to signal, Estimated parameters, Quality control, SPRT control chart, Standard deviation of the average time to signal",

author = "Teoh, \{Jing Wei\} and Teoh, \{Wei Lin\} and Laila El-Ghandour and Chong, \{Zhi Lin\} and Teh, \{Sin Yin\}",

note = "Publisher Copyright: {\textcopyright} 2023, The Author(s), under exclusive license to Springer Nature Singapore Pte Ltd.; International Conference on Computational Science and Technology 2022, ICCST 2022 ; Conference date: 27-08-2022 Through 28-08-2022",

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language = "English",

isbn = "9789811984051",

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pages = "449--463",

editor = "Dae-Ki Kang and Rayner Alfred and Ismail, \{Zamhar Iswandono Bin Awang\} and Aslina Baharum and Vinesh Thiruchelvam",

booktitle = "Proceedings of the 9th International Conference on Computational Science and Technology, ICCST 2022",

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Teoh, JW, Teoh, WL, El-Ghandour, L, Chong, ZL & Teh, SY 2023, A Study on the Performances of the SPRT Control Chart When Estimating Process Parameters. in D-K Kang, R Alfred, ZIBA Ismail, A Baharum & V Thiruchelvam (eds), Proceedings of the 9th International Conference on Computational Science and Technology, ICCST 2022. Lecture Notes in Electrical Engineering, vol. 983, Springer, Singapore Singapore, pp. 449-463, International Conference on Computational Science and Technology 2022, Johor Bahru, Malaysia, 27/08/22. https://doi.org/10.1007/978-981-19-8406-8_36

A Study on the Performances of the SPRT Control Chart When Estimating Process Parameters. / Teoh, Jing Wei; Teoh, Wei Lin; El-Ghandour, Laila et al.
Proceedings of the 9th International Conference on Computational Science and Technology, ICCST 2022. ed. / Dae-Ki Kang; Rayner Alfred; Zamhar Iswandono Bin Awang Ismail; Aslina Baharum; Vinesh Thiruchelvam. Singapore Singapore: Springer, 2023. p. 449-463 (Lecture Notes in Electrical Engineering; Vol. 983).

Research output: Chapter in Book/Report/Conference proceeding › Conference Paper › Research › peer-review

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AU - Teoh, Wei Lin

AU - El-Ghandour, Laila

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AU - Teh, Sin Yin

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KW - Average time to signal

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KW - SPRT control chart

KW - Standard deviation of the average time to signal

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Teoh JW, Teoh WL, El-Ghandour L, Chong ZL, Teh SY. A Study on the Performances of the SPRT Control Chart When Estimating Process Parameters. In Kang DK, Alfred R, Ismail ZIBA, Baharum A, Thiruchelvam V, editors, Proceedings of the 9th International Conference on Computational Science and Technology, ICCST 2022. Singapore Singapore: Springer. 2023. p. 449-463. (Lecture Notes in Electrical Engineering). doi: 10.1007/978-981-19-8406-8_36

A Study on the Performances of the SPRT Control Chart When Estimating Process Parameters

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Keywords

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