Lecture Notes

ON
Statistical Quality Control

N. K. Chandra.
Department of Statistics
Kalyani University

August 5, 2010
Contents

1 SQC 1
1.1 Meaning and scope of SQC . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1
1.2 Efficiency of a control chart: . . . . . . . . . . . . . . . . . . . . . . . . . . . 4
1.2.1 OC function: . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 4
1.2.2 ARL: . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 5
1.3 Moving average control chart . . . . . . . . . . . . . . . . . . . . . . . . . . 5
1.4 Exponentially weighted moving average control chart (EWMA) . . . . . . . 6
1.5 Cumulative Sum control chart ( CSCC )/ CUSUM control chart . . . . . . . 7
1.5.1 Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 7
1.5.2 CSCC for Mean . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 8
1.5.3 CSCC for sample variance . . . . . . . . . . . . . . . . . . . . . . . . 11
1.5.4 CSCC for Number of defects: . . . . . . . . . . . . . . . . . . . . . . 13
1.5.5 CSCC for number of defectives: . . . . . . . . . . . . . . . . . . . . . 15
1.6 Translation on vertical scale: . . . . . . . . . . . . . . . . . . . . . . . . . . . 16

2 Continuous Sampling Plan (CSP) 19

2.1 CSP-1 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 19
2.2 CSP-4 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 24
2.3 Curtailed and Semi Curtailed sampling inspection plans. . . . . . . . . . . . 27
2.3.1 Curtailed sampling inspection plan . . . . . . . . . . . . . . . . . . . 27
2.3.2 Semi curtailed sampling inspection plan . . . . . . . . . . . . . . . . 28

3 Process Capability Ratio 29

3.1 Process Capability Ratio . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 29

4 MILITARY STANDARD 105D 33

4.1 MILITARY STANDARD 105D . . . . . . . . . . . . . . . . . . . . . . . . . 33

i
Chapter 1

SQC

1.1 Meaning and scope of SQC

Introduction: If a product is to meet the customer’s fitness for use criteria, generally it
should be produced by a process that is stable or repeatable. That is, it must be capable
of operating with little variability around the target or nominal dimensions of the product’s
quality characteristics. Statistical process control (SPC) is a powerful collection of problem-
solving tools useful in achieving process stability and improving capability through reduction
of variability.
SPC is an attitude a desire of all individuals in an organization for continuous improve-
ment in quality and productivity. This attitude is best developed when management becomes
involved in an ongoing quality-improvement process. Once this attitude is established, the
organization is well on its way to achieving its quality-improvement objectives.
Among the several tools, the control chart technique is probably the most powerful and
technically sophisticated. It was developed by Shewhart(1931). In order to understand
the statistical concepts that form the basis of SPC, we first describe Shewhart’s theory of
variability.
The basic idea of any production process is to maintain the standard of production
while eliminating sources of inferior qualities in the manufacturing process. This is done by
minimising the variability in the quality of the produced items. However, in any production
process, some variation in quality cannot be avoided with the best of the care. The related
theories behind the possible devices of eliminating avoidable sources from time to time is
known as Control Chart Technique.
The basic theory is that the variation in the quality or standard of the produced items
can be divided into two distinct classes, viz.,

1. variation due to assignable cause and

2. random variation.

The variations due to assignable causes are those source of variation over which we have some
degree of control and can be avoided by adoption of suitable reformations. This variability
usually arises from three sources:

1. operator errors

2. defective raw materials

1
 3. improperly adjusted machines.

In contrast to the above, the random variations may be the result of many unknown and
complex causes of variation which we have, precisely, no control, so to say, even with the best
care or the best devices of the production process. However, the effect of random sources
of variation is usually small and the extent to which they exceed a certain limit is also
probabilistically measurable. In any case, while elimination of random sources of variation
is not possible, the precise objective of the Statistical Quality Control(SQC) is to eliminate
the assignable causes of variation by suitable devices. The power of SQC, therefore, lies in
its ability to reduce the variation due to assignable causes, which makes the diagnosis and
correction of many production problems much more effective and thus brings substantial
improvement in the quality of production process.
As long as the measurement of a given produced item can be seen to conform to a
particular probability distribution, say normal distribution, with a reasonable probability of
lying say, 95% or 99% within normal limits, then the process is said to be control. On the
other hand, if because of some specific assignable causes of production, the measurement
cease to conform to the same distribution and do not tend to lie within reasonable limits of
random variation, then we say that there exists a lack of control in the production process
and again suitable devices are adopted to check the process and to remove the assignable
causes of variation so that the process can be resorted back to control.

Control Chart:
The control limits in a control chart chosen in such a manner so that if the process is
in control, nearly all the sample points will fall between them. As long as the points plot
within the control limits, the process is assumed to be in control, and no action is necessary.
However, a point that plots outside of the control limits is interpreted as evidence that the
process is out of control, and investigation and corrective action is required to find and
eliminate the assignable cause or causes responsible for this behavior. It is customary to
connect the plotted sample points with straight line so that it is easier to visualize how the
sequence of points has evolved over times.
Even if all the points plot inside the control limits, if they behave in a systematic or
nonrandom manner, then this is an indication that the process is out of control. Methods
for looking for sequences or nonrandom patterns can be applied to control charts as an aid in
detecting out-of-control conditions. Usually, there is a reason why a particular nonrandom
pattern appears on a control chart, and if it can be found and eliminated, process performance
can be improved.

Relation between hypothesis testing and control chart:

There is close connection between control charts and hypothesis testing. Essentially, the
CONTROL CHART is a test of the hypothesis that the process is in a state of statistical
control. A point plotting within the control limits is equivalent to accept the hypothesis of
statistical control, and a point plotting outside the control limits is equivalent to rejecting
the hypothesis of statistical control. Just as in hypothesis testing, we may think of the
probability of type I error of the control chart( concluding the process is out of control when
it is really in control) and the probability of type II error of the control chart( concluding
the process is in control when it is really out of control). It is occasionally helpful to use
OC curve of a control chart to display its probability of type II error. This would be an
indication of the ability of the control chart to detect process shifts of different magnitudes.

2
 The control chart is a device for describing in a precise manner exactly what is meant by
statistical control; as such it may be used in a number ways. In many applications, it is used
for on-line process surveillance. That is, sample data are collected and used to construct the
control chart, and if the required statistics fall within the control limits and do not exhibit
any systematic pattern, we say the process is in control at the level indicated by the chart.

Improvement of the process:

The most important use of a control chart is to improve the process. Generally

1. Most process do not operate in a state of statistical control.

2. Consequently, the routine and attentive use of control charts will identify assignable
causes. If these causes can be eliminated from the process, variability will be reduced
and the process will be improved.

3. Notice that control chart will only detect assignable causes. Management, operator
and engineering action will usually be necessary to eliminate the assignable cause.

Control chart as an estimating device:

We may use control chart as an estimating device. That is, from a control chart that exhibits
statistical control, we may estimate certain process parameters, such as the mean, s.d.,
fraction nonconforming and so forth. These estimates may then be used to determine the
capability of the process to produce acceptable products. Such process-capability studies
have considerable impact on management decision problems that occur over the product
cycle, including make or bye decisions, plant and process improvements that reduce process
variability, and contractual agreements with customers or vendors regarding product quality.

Classification of control chart:

Control chart may be classified into two general types:

1. Variable control chart

2. Attribute control chart.

Design of control chart:

An important factor in control chart usage is the design of the control chart. By this we mean
the selection of the sample size, control limits, and frequency of sampling(i.e samples are
taken to every hour etc).We know that increasing the sample size will decrease the probability
of type II error, thus enhancing the chart’s ability to detect an out-of-control state, and so
forth. The use of statistical criteria such as these along with industrial experience has
lead to general guidelines and procedures for designing control charts. These procedures
usually consider cost factors only in an implicit manner. Recently industries started to
examine control chart design from an economic point of view, considering explicitly the cost
of sampling, losses from allowing excessive amounts of defective product to be produced, and
the cost of investigating out-of-control signals that are really false alarms.

Choice of control limits:

If we move the control limits closer to the center line, the opposite effect is obtained: the
risk of type I error is increased, while the risk of type II error is decreased. 3-σ limits are
customarily employed on control charts.

3
Sample size and sample frequency:
In general , large samples will make it easier to detect small shifts in the process. When
choosing the sample size, we must keep in mind the size of the shift that we trying to detect.
If the process shift is relatively large, then we use smaller sample sizes than those that would
be employed if the shift of interest were relatively small.
To determine the frequency of sampling, the most desirable situation from the point of
view of detecting shifts would be to take large samples very frequently; however, this is
usually not economically feasible. So, either we take small samples at short intervals or
larger samples at longer intervals. Current industry practice tends to favor smaller, more
frequent samples, particularly where a great many types of assignable causes can occur.

Rational subgroups:
Control charts, generally we consider, do not refer to individual observations but they refer
to subgroups and some statistical measures estimated from these subgroups.
The procedure is to divide the sample observations into subgroups corresponding to
produced articles during some period of time or other similarly related factors; say, the
observations recorded as they may be produced in a day, hour etc. Such observations are
put into one subgroup. The procedure is known as rational subgrouping. Subgroups should
be chosen in such a way that the chance for differences between subgroups will be maximum,
while the chance for differences within a subgroup will be minimum.

Analysis of pattern on control charts:

A control chart may indicate an out-of-control condition either when one or more points fall
beyond the control limits, or when the plotted points exhibit some nonrandom pattern of
behavior. If the points are truly random, we should expect a more even distribution of them
above and below the center line.
We define a run as a sequence of observations of the same type and runs are an important
measure of nonrandom behavior on a control chart. Similarly cyclic behavior are also indicate
an out-of-control condition. Thus when plotted points exhibit runs or cyclic behavior, yet
they all fall within the control limits, indicate a problem with the process. In such cases
process may be improved by elimination or reduction of the variability causing this behavior

1.2 Efficiency of a control chart:

The efficiency of a control chart is determined in terms of the following:

1. Operating Characteristic (OC) function

2. Average run length(ARL).

1.2.1 OC function:

Let µ0 , σ0 be the target value and suppose it has been shifted to µ, σ. Then OC function
L(µ, σ)=Pr{ the points lie within the control limits | µ, σ}.
For example, the OC function of an X chart, is given by

4
 L(µ, σ) = Pr{LCL < X < U CL|µ, σ}
√ √ √ 
n(LCL − µ) n(X − µ) n(U CL − µ)
= Pr < <
σ σ σ
√  √ 
n(U CL − µ) n(LCL − µ)
= Φ −Φ ,
σ σ

where n is the sample size.

1.2.2 ARL:
ARL is defined as the expected number of points that must be plotted before a point indicates
an out-of-control condition. So, if P (θ) is the probability that a point lies within the control
limits then ARL is given by

1.[1 − P (θ)] + 2.P (θ)[1 − P (θ)] + 3.[P (θ)]2 [1 − P (θ)] + · · · = [1 − P (θ)]−1 .

1.3 Moving average control chart

Let X be the quality characteristic and let EX = µ and VarX = σ 2 . Suppose that we have
independent samples of size n, and let X 1 , X 2 , · · · , X t , · · · denote the corresponding sample
means. The moving average of span w at time t is defined as

X t + X t−1 + · · · + X t−w+1
Mt = .
w
That is, at the time period t, the oldest sample mean is dropped and the newest one added
to the set. The variance of the moving average Mt is
t t
X Var(X i ) X σ2 σ2
Var(Mt ) = = = .
i=t−w+1
w2 i=t−w+1
nw2 nw

Hence, 3σ control limits are

3σ
µ± √ .
nw
If µ and σ are unknown then 3σ control limits for Mt are

3R R
X± √ = X ± A2 √ .
d2 nw w

The control procedure is:

1. calculate new Mt as each sample mean X t becomes available

2. plot Mt in the control chart and the process is out of control if Mt exceeds the control
limits .

5
Note that magnitude of the shift of interest and w are inversely related; smaller shifts would
be guarded against more effectively by longer moving average.
Consecutive moving average are highly correlated which often complicates interpreting
patterns on the control chart. The moving average control chart is more effective than the
usual X chart in detecting small process shifts. However, it is generally not as effective
against small shifts as either the CUSUM or EWMA control chart. Moving average control
chart is suitable when unit of product requires very long time and every new unit can be
added as and when it comes.

1.4 Exponentially weighted moving average control chart (EWMA)

The EWMA control chart is also a good alternative to the ordinary X control chart when
we are interested in detecting small shifts. The EWMA is defined as

Zt = λX t + (1 − λ)Zt−1

where 0 < λ ≤ 1 is a constant and the starting value ( required with the first sample at
t = 1 ) is Z0 = µ. EWMA Zt is a weighted average of all previous sample means because

Zt = λX t + (1 − λ)Zt−1
= λX t + (1 − λ)[λX t−1 + (1 − λ)Zt−2 ]
= λX t + (1 − λ)λX t−1 + (1 − λ)2 Zt−2
= λX t + (1 − λ)λX t−1 + (1 − λ)2 λXt−2 + (1 − λ)3 λZt−3
t−1
X
= λ (1 − λ)j X t−j + (1 − λ)t Z0 .
j=0

The weights λ(1 − λ)j decreases geometrically with the age of the sample mean. Further,
sum of the weights is unity, since
t−1
X
λ (1 − λ)j = λ[1 + (1 − λ) + (1 − λ)2 + · · · + (1 − λ)t−1 ]
j=0

λ[1 − (1 − λ)t ]
=
1 − (1 − λ)
= 1 − (1 − λ)t

If the X i are independent random variables with variance σ 2 /n, then the variance of Zt is
t−1
X
2
Var(Zt ) = λ (1 − λ)2j σ 2 /n
j=0

= [1 + (1 − λ)2 + {(1 − λ)2 }2 + · · · + {(1 − λ)2 }t−1 ]λ2 σ 2 /n

1 − (1 − λ)2t λ2 σ 2
=
1 − (1 − λ)2 n
[1 − (1 − λ)2t ]λσ 2
=
n(2 − λ)

6
and
λσ 2
lim Var(Zt ) = .
t→∞ n(2 − λ)
Hence control limits are
s
λ
µ ± 3σ .
(2 − λ)n

If µ and σ both are unknown then it can be estimated by X and R/d2 and in that case
control limits for the EWMA chart become:
r
λ
X ± A2 R
2−λ

where
3
A2 = √ .
d2 n

Design of an EWMA control chart

The EWMA control chart is very effective against small process shifts.The design parameters
of the chart are the value of λ and k in case of kσ limits. It is possible to choose these
parameters so that it gives the specified ARL value. In general, it has been found that the
values of λ in the interval 0.05 ≤ λ ≤ 0.25 work well in practice, with λ = 0.08, 0.10, 0.15
being popular choices. A good thumb rule is to use smaller values of λ to detect small shifts.
It has also been found that k = 3 i.e. 3σ limits works well, although when λ ≤ 0.10 there is
some advantage to reducing k to 2.75.

1.5 Cumulative Sum control chart ( CSCC )/ CUSUM control chart

1.5.1 Introduction
Cumulative sum control chart was first investigated methodically by Johnson and Leone in
Industrial Quality Control (1962). The distinguishing feature of CSCC is the fact that the
points plotted on a chart do not represent single observation on statistic calculated from one
sample only. Starting from a given point all subsequent points contain information from the
whole of the observations up to and including the plotted points. The ordinate of the plotted
points equals the ordinate of the immediately preceding point plus the value of statistic (T)
computed from the last sample.

m+1
X
Thus ordinate at point(m + 1) = ordinate at point m + Tm+1 = Tj .
j=1

The procedure is equivalent in applying a sequential test to a sequence of observations

Tm , Tm−1 , · · · starting with the last and moving back words.

7
1.5.2 CSCC for Mean
Let µ0 be the target process mean and X i be the ith sample mean based on n observations.
Define
Xm
Sm = (X i − µ0 ) = Sm−1 + (X m − µ0 )
i=1

2
Tm = Sm /σX , where σX = Var(X i ), ∀ i.

We plot either (m, Sm ) or (m, Tm ). Here we consider two tests :

1. H0 : µ = µ0 against H1 : µ = µ0 + δσX

2. H0 : µ = µ0 against H1 : µ = µ0 − δσX ,

2
where δ > 0. We assume X is distributed as N (µ, σX ), σ is constant.
Consider first Case 1:

p1m joint pdf of X 1 , X 2 , · · · , X m under H1

=
p0m joint pdf of X 1 , X 2 , · · · , X m under H0
√
(1/ 2πσX )m exp[− m 2 2
P
i=1 (xi − µ0 − δσX ) /2σX ]
= √
(1/ 2πσX )m exp[− m 2
P 2
i=1 (xi − µ0 ) /2σX ]
X m
2 2 2
= exp[−{mδ σX − 2δσX (xi − µ0 )}/2σX ]
i=1

m
. p1m mδ 2 δ X mδ 2
. . ln =− + (xi − µ0 ) = δTm − .
p0m 2 σX i=1 2

If we consider the SPRT of strength α and β then

mδ 2 β
accept H0 if δTm − ≤ ln
2 1−α

i.e.
ln β/(1 − α) δ
accept H0 if Tm ≤ +m
δ 2
and
ln(1 − β)/α δ
reject H0 if Tm ≥ +m .
δ 2
Continue to have one more sample if

ln β/(1 − α) δ ln(1 − β)/α δ

+ m < Tm < +m .
δ 2 δ 2
Write
ln β/(1 − α) δ ln(1 − β)/α δ
A(1)
m =
(1)
+ m , Rm = +m .
δ 2 δ 2
8
 6 (1)
Rm
(1)
Am

6
k
θ ? -
d -

ln(1 − β)/α k 2 ln(1 − β)/α 2 ln α

tan θ = δ/2, k = , d= = 2
' − 2 (assuming β is small).
δ tan θ δ δ
Case 2:
Similarly we have,
p1m mδ 2
ln = −δTm − and hence
p0m 2
ln β/(1 − α) δ ln(1 − β)/α δ
A(2)
m = −
(2)
− m , Rm =− −m .
δ 2 δ 2
Thus we have
(1) A1
Rm

6
k
B1 θ ?
@d
 -
B−1 @
@
@
@
(2)
@
Rm @
@
A−1

This is the SPRT applied on the sequence 1, 2, · · · , m. But here we apply SPRT in
the reversed order i.e. on the sequence m, m − 1, · · · . For this the diagram as follows:

A−1
PP
(m, Tm )O.← d →
6 PP
PP(= B = B )
 1 −1

↑ 
Tm A1

-
m−→
The decision procedure consists of placing the V-mask on the CUSUM control chart with
the point O on the last value of Tm and the line OP parallel to the horizontal axis. Lack of

9
control is diagnosed if any point of the CSCC covered by the mask. If any point lies below
the line A1 B1 it is regarded as an indication of an increase in the process mean and if point
lies above A−1 B−1 a decrease is indicated.

Dimension of the V-mask:

2 ln α
θ = tan−1 (δ/2), d = − .
δ2
δ = D/σX , where D is the minimum absolute deviation in the process mean from the target
µ0 which should be detected with probability 1 − β.
β = probability of not detecting a change ±δσX in the process mean.
2α = probability of raising a false alarm.

Advantages and disadvantages of CSCC:

CUSUM control chart for mean have several advantages relative to Shewhart control chart.
First, they are more effective in detecting relatively small shifts in the process mean, say on
the order of 0.5σX to about 2σX . Over this range the CSCC will detect shifts approximately
twice as quick( or with a smaller sample size) as the corresponding Shewhart chart. Second,
the process shifts is often easy to detect visually by the change in slope of the plotted points.
Finally, it is often relatively easy to detect the point at which the shift occurs simply by
visual examination of the plotted data, noting where the change in slope occurred.
Two disadvantages of the CSCC should be noted. First and perhaps most important,
the CSCC can be very slow to detect large process shifts. Second, the CSCC is not a very
effective procedure for analyzing past data to detect control in a process or to bring a process
into control.

Comparison with SPRT:

Although a CSCC may be regarded as a reversed SPRT, it must be remembered that the
essential difference between the two is that the CSCC has no provision for definite acceptance
of a state of control.

Consideration of scale:
The consideration of scaling plays an important role in CSCC. Since the value of d and θ
changes with different scales. The value of θ and d given earlier give the dimensions of the
mask, when (m, Tm ) is plotted on a unit scale for each coordinate i.e. provided that both the
horizontal and vertical scales have the same length per unit of sample number and CUSUM
respectively.
If (m, Tm ) are plotted and k units for the ordinate to one unit of the abscissa then

d0 = d, θ0 = tan−1 (δ/2k).

If (m, Sm ) are plotted on a unit scale for each coordinate then

δσX D
tan θ00 = = ⇒ θ00 = tan−1 (D/2)
2 2
σX 1 − β 00 2 1−β
k 00 = ln , d = 2 ln = d.
δ α δ α
10
If (m, Sm ) are plotted and a scale of k units for the ordinate to one unit of the abscissa is
used then
d∗ = d, θ∗ = tan−1 (D/2k) = tan−1 (δσX /2k).

ARL:
The approximate expression for the ASN of SPRT of strength (α, β) under H is
β ln β/(1 − α) + (1 − β) ln(1 − β)/α
E(n|H) =
E(Z|H)
where
p(x|H1 ) 2
Z = ln and X ∼ N (µ, σX ).
p(x|H0 )
ln α
.. . ARL ' − , assuming β ' 0.
E(Z|H)
But
Z = −{(X − µ1 )2 − (X − µ0 )2 }/2σX
2

2
= −(2X − µ1 − µ0 )(µ0 − µ1 )/2σX
.. . E(Z|H1 ) = −(2µ1 − µ1 − µ0 )(µ0 − µ1 )/2σX
2
= (µ1 − µ0 )2 /2σX
2
.
Hence
ln α ln α
ARL =' − =− 2
.
E(Z|H) (µ1 − µ0 )2 /2σX

1.5.3 CSCC for sample variance

Consider the case where the process is in control and the variance is σ02 . Suppose that we
want to detect an increase in variance from σ02 to σ12 (> σ02 ).We can construct a SPRT such
that the probability of failing to detect such a change is β and the probability of detecting
a change when in reality none has occurred is α i.e. here σ02 is the target value and we want
to detect a change from σ02 to σ12 (> σ02 ) with probability 1 − β and α is the probability of
false alarm. Here the problem of testing the hypothesis is one sided since we are generally
interested to know whether the process variance is increased or not.
Let there be m subgroups.
ni = size of the ith subgroup.
νi = nP i − 1.
Vi = nj=1 i
(xij − xi )2 /νi = the observed sample variance for the ith subgroup.
Now we apply the SPRT on (xij − xi )2 , j = 1, 2, · · · , ni , i = 1, 2, · · · , m i.e. on
V1 , V2 , · · · , Vm .
Note that

νi Vi /σ 2 ∼ χ2νi
Qm 2 νi /2
. p1m i=1 νi /{σ1 2 Γ(νi /2)} exp[−νi Vi /2σ12 ](νi Vi /σ12 )(νi /2)−1
.. = Qm 2 νi /2
p0m i=1 νi /{σ0 2 Γ(νi /2)} exp[−νi Vi /2σ02 ](νi Vi /σ02 )(νi /2)−1
"  X m
#
Pm 1 1 1
= (σ0 /σ1 ) i=1 νi exp − − νi Vi .
2 σ12 σ02 i=1

11
Thus the continuation region for this SPRT is
m   m
β X 1 1 1 X 1−β
ln < νi ln(σ0 /σ1 ) − 2
− 2 νi Vi < ln
1−α i=1
2 σ1 σ0 i=1 α
m m m
β X
X 1−β X
or, ln − νi ln(σ0 /σ1 ) < 1/σ12 − 1/σ02 νi Vi /2 < ln − νi ln(σ0 /σ1 )
1 − α i=1 i=1
α i=1
Pm m
2[ln{(1 − β)/α} − m
P
2[ln{β/(1 − α)} − i=1 νi ln(σ0 /σ1 )] X i=1 νi ln(σ0 /σ1 )]
or, 2 2
< νi Vi < .
1/σ0 − 1/σ1 i=1
1/σ0 − 1/σ12
2

Thus the rejection line for H0 : σ 2 = σ02 has the equation

m m
X 2 ln{(1 − β)/α} 2 ln(σ1 /σ0 ) X
νi Vi = + νi .
i=1
1/σ02 − 1/σ12 1/σ02 − 1/σ12 i=1
Pm Pm
Thus we plot i=1 νi Vi against i=1 νi .

O B
P P
( νi , νi Vi ) θ(
↑
k
)θ ↓ - )θ -
←d→ A
Dimension of the V mask:
Here
2 ln(σ1 /σ0 ) 2 ln{(1 − β)/α} ln{(1 − β)/α}
tan θ = 2 2
, k= 2 2
, d= .
1/σ0 − 1/σ1 1/σ0 − 1/σ1 ln(σ1 /σ0 )
But we apply SPRT in reversed order. We can use the line BA as a control limit. Points
below this line will be taken an indication of an increase in process variability.

Change of scale for variability chart:

As in the case of means it seems appropriate to choose a vertical scale so that a range 1/3
to 3 of (σ1 /σ0 ) can be covered . The choice is purely arbitrary and might be changed to 1/2
to 2.
If further the vertical scale has a size of k units equal to one unit of the horizontal scale
then the angle becomes
2 ln(σ1 /σ0 )
θ∗ = tan−1
k(1/σ02 − 1/σ12 )
Instead of plotting m
P Pm 2
i=1 νi Vi if we plot i=1 νi Vi /σ0 then the rejection region for H0 has the
equation:
m m
X
2 2 ln{(1 − β)/α} 2 ln(σ1 /σ0 ) X
νi Vi /σ0 = 2
+ 2
νi .
i=1
1 − (σ 0 /σ1 ) 1 − (σ0 /σ1 ) i=1

12
Hence
2 ln(σ1 /σ0 ) ln{(1 − β)/α}
tan θ = 2
and d = .
1 − (σ0 /σ1 ) ln(σ1 /σ0 )
Since Tm0 0 = m
P 2 0
Pm
i=1 νi Vi /σ0 can never decrease with increasing m = i=1 νi , the slope of the
control line θ to the axis of m0 must be positive.

ARL:
β
β ln 1−α + (1 − β) ln 1−β
α
ARL(σ) =
E(Z|H)
where
p(V |H1 )
Z = ln
p(V |H0 )
and
νV /σ 2 ∼ χ2ν .
Hence
νV 1 1
Z = ln{exp[− ( 2 − 2 )](σ0 /σ1 )ν }
2 σ1 σ0
νV 1 1
= ν ln(σ0 /σ1 ) − ( 2 − 2)
2 σ1 σ0
ν
.
. . E(Z|H1 ) = ν ln(σ0 /σ1 ) − (1 − σ12 /σ02 )
2
ln α ln α
and ARL(σ) ' − =− .
E(Z|σ1 ) ν ln(σ0 /σ1 ) − ν2 (1 − σ12 /σ02 )

1.5.4 CSCC for Number of defects:

The coordinates of the points plotted on the standard c−chart can often be interpreted as
observed values of the Poisson variable. If the mean value of a Poisson variable is µ, then
the probability that a value x will be observed is
p(x) = exp[−µ]µx /x!, x = 0, 1, 2, · · · .
Let µ0 be the target mean number of defects/item. We want to detect a change from µ0 to
µ1 (> µ0 ).
Let the number of defects in the items be x1 , x2 , · · · , xm .
Consider the SPRT for H0 : µ = µ0 against H1 : µ = µ1 .
At the mth stage
p1m joint pdf of X1 , X2 , · · · , Xm under H1
=
p0m joint pdf of X1 , X2 , · · · , Xm under H0
Pm
x Q
exp[−mµ1 ]µ1 i=1 i / m i=1 xi !
= Pm
x m
i
Q
exp[−mµ0 ]µ0 i=1 / i=1 xi !
Pm
= exp[−m(µ1 − µ0 )](µ1 /µ0 ) i=1 xi
m
p1m X
.. . ln = −m(µ1 − µ0 ) + xi ln(µ1 /µ0 )
p0m i=1

13
Continuation region is
m
ln{β/(1 − α)} + m(µ1 − µ0 ) X ln{(1 − β)/α} + m(µ1 − µ0 )
< xi <
ln(µ1 /µ0 ) i=1
ln(µ1 /µ0 )
Pm
We plot (m, i=1 xi ) and the rejection line is
m
X ln{(1 − β)/α} µ1 − µ0
xi = +m
i=1
ln(µ1 /µ0 ) ln(µ1 /µ0 )

Dimension of the V-mask:

µ1 − µ0 ln{(1 − β)/α} ln α
θ = tan−1 [ ], d = '−
ln(µ1 /µ0 ) µ1 − µ0 µ1 − µ0
Note: If two sided procedure is desired the limiting lines are constructed in the similar
fashion.

ARL:
β
β ln 1−α + (1 − β) ln 1−β
α
ARL(µ) =
E(Z|H)
where
p(X|H1 )
Z = ln , X denotes the number of defects/item
p(X|H0 )
= −(µ1 − µ0 ) + X ln(µ1 /µ0 )
.. . E(Z|µ) = −(µ1 − µ0 ) + µ ln(µ1 /µ0 )

and hence
ln α
ARL(µ) ' .
(µ1 − µ0 ) + µ ln(µ1 /µ0 )
A standard control chart, whose control limits are based on the values of α, for the number
of defects can be compared with the CSCC for their average run length.

1.5.5 CSCC for number of defectives:

Samples of size n are taken and the number of defectives for the samples are observed. Let
S1 , S2 , · · · , Sk , · · · be the samples of constant size n and d1 , d2 , · · · , dk , · · · be the number of
defectives in these samples. Let

1 if the item is defective
xi =
0 if the item is non defective
P
Then di = j∈Si xj has the pdf
 
n
f (di , π) = π di (1 − π)n−di , di = 0, 1, 2, · · · , n
di
where π is the fraction defective of process.
Let π0 be established process average fraction defective and we want to detect a shift from

14
π0 to π1 (> π0 ).
Now we consider the SPRT for H0 : π = π0 against H1 : π = π1 .

p1m joint pdf of d1 , d2 , · · · , dm under H1

=
p0m joint pdf of d1 , d2 , · · · , dm under H0
 
Qm n
i=1 π1di (1 − π1 )n−di
di
=  
Qm n
i=1 π0di (1 − π0 )n−di
di
 Pm d  mn
π1 (1 − π0 ) i=1 i 1 − π1
= .
π0 (1 − π1 ) 1 − π0

Continue sampling if
m
β 1 − π1 X π1 (1 − π0 ) 1−β
ln < mn ln + di ln < ln
1−α 1 − π0 i=1 π0 (1 − π1 ) α
Pm
If we plot (mn, i=1 di ), then the rejection line is

(1−π0 )
ln 1−β
α
ln (1−π 1)
Rm = + mn .
ln ππ10 (1−π 0)
(1−π1 )
ln ππ10 (1−π 0)
(1−π1 )

Dimension of the V mask:

" (1−π0 ) #
−1
ln (1−π1) ln α
θ = tan π1 (1−π0 )
, d'−
ln π0 (1−π1 )
ln (1−π0)
(1−π1 )

ARL:
ln α
ARL(π) ' − ,
E(Z|H)
where

p(X|H1 )
Z = ln , X denotes the number of defectives in a sample of size n
p(X|H0 )
1 − π1 π1 (1 − π0 )
= n ln + X ln
1 − π0 π0 (1 − π1 )
1 − π1 π1 (1 − π0 )
.. . E(Z|π) = n ln + nπ ln .
1 − π0 π0 (1 − π1 )

Hence
ln α
ARL(π) ' − h i.
π1 (1−π0 )
n ln 1−π
1−π0
1
+ π ln π0 (1−π1 )

15
1.6 Translation on vertical scale:
The control limits discussed so far had equations of the form Y = A+Bm so that d = |A/B|,
θ = tan−1 B. If at each stage in the construction of the chart we reduce the original statistics
T ∗j by a constant (< B) the ordinate will be
m
X m
X
0
Y = (Tj − ) = Tj − m = Y − m.
j=1 j=1

In terms of the new ordinates equations of the control limits are

Y 0 = A + Bm − m = A + (B − )m
A B
d0 = =d×
B− B−
θ = tan (B − ) = tan−1 (tan θ − ).
0 −1

By an appropriate choice of , the amount of paper needed for the chart may be substantially
reduced. Usually  will be chosen to be of the same order of magnitude as the average value
of Tj when the process
P is in control.P For example in the CSCC for the number of defects
instead of plotting xi , if we plot (xi − µ0 ), then the value of d as obtained earlier should
be multiplied by  −1
µ0 ln(µ1 /µ0 )
1−
µ1 − µ0

 −1
0 µ0 ln(µ1 /µ0 )
i.e. d = d × 1 −
µ1 − µ0
 
0 −1 µ1 − µ0
θ = tan − µ0 .
ln(µ1 /µ0 )
P P
Similarly in case of binomial variables if we plot (xi − p0 ) instead of xi the value of d
should be multiplied by
(1−p0 ) #−1
p0 ln pp01 (1−p
"
1)
1− 1−p1
ln 1−p0
" p1 (1−p0 ) #−1
p 0 ln p0 (1−p1 )
i.e. d0 = d × 1 − .
ln 1−p
1−p0
1

θ0 should be calculated as
ln 1−p
" 0
#
1−p1
θ0 = tan−1 − p0
ln pp01 (1−p
(1−p0 )
1)

16
Chapter 2
Continuous Sampling Plan (CSP)

2.1 CSP-1

Inspection of one characteristic: Consider first the inspection of a flow of individual units,
offered consecutively in the order of their production. Assume that inspection is to be made
for only one quality characteristic, so that interest will be centered on one kind of defect.

Procedure: The procedure is as follows:

(a) At the outset, inspect 100% of the units consecutively as produced and continue such
inspection until i units in succession are found clear of defects.

(b) When i units in succession are found clear of defects, discontinue 100% inspection, and
inspect only a fraction f of the units, selecting individual sample units one at a time
from the flow of product, in such a manner as to assume an unbiased sample.

(c) If a sample unit is found defective, revert immediately to a 100% inspection of suc-
ceeding units and continue until again i units in succession are found clear of defects,
as in (a).

(d) All defective units found during inspection will replace by good units.

Protection provided by the plan: The inspection plan is defined by two constants, f and
i, which can be altered at will. For given values of f, i and p (incoming fraction defective),
there will result for product of statistically controlled quality a definite average outgoing
fraction defective (average outgoing quality) AOQ. For given values of f and i, the AOQ
will have a maximum for some particular fraction defective p1 of incoming quality. This
maximum is referred to as the average outgoing quality limit (AOQL). For all other values
incoming fraction defective p grater or less than p1 , the AOQ will be less than AOQL. Many
combinations of f and i will result in the same AOQL.
The protection offered by the plan discussed here can thus be expressed in terms of the
AOQL in percent defective.

Theoretical frame work:

We are concerned with the spacing between defective units when the units are arrayed
in the order of their production.

17
|-------------order of production----------------------|
0 x 0 0 0 0 0 0 0 0 0 0 x |0 0 0 0 0 0 0 0 0 0 0 0 0 x |
|terminal defect sequence |
0: non defective unit
x: defective unit

If the manufacturing process is statistically controlled so that the probability of producing a

defective unit is constant and equal to p, then the defective units will have an order spacing of
a random character which is expressible in terms of certain probability laws. Product turned
out by such a process will be referred to as having a process average fraction defective p. The
event of particular interest is a terminal defect sequence of i+1 successive units following the
observance of a defect, comprising a succession of i non defective units followed by a defective
unit. The totality of all possible such sequence, where i varies from 0 to ∞, constitutes the
universe of events under consideration.
Each such sequence of i+1 units, comprising i successive non defective units followed by a
defective one, has a definite probability of occurrence, for a process average fraction defective,
p.The complete set of such probabilities for all possible sequences, having respectively i =
0, 1, 2, 3, · · · , ∞, defines a probability distribution of random order spacing of defects in
uniform product. This is shown in the following table in which 0 represents a nondefective
unite, X represents a defective one, p is fraction defective, and q = 1 − p.

Sequence No. of Nondefective Probability

units before Finding of Occurence
the Next defects
X 0 p
0X 1 qp
00X 2 q2p
000X 3 q3p
.. .. ..
. . .
000 · · · X i qip
.. .. ..
. . .
Total 1

These probabilities are the successive terms in the infinite power series

p + qp + q 2 p + · · ·

The sum of the first i + 1 terms of the series is the probability of occurrence of a terminal
defect sequence of i + 1 units or less. The sum of the first i terms is the probability, P1 , of
failing to find the next i units clear of defects, which is
i−1
X
P1 = qj p = 1 − qi.
j=0

In turn, the sum of all terms beyond the ith term is the probability of finding 0 defects in
the next i units, which is
Q1 = 1 − P1 = q i .

18
Average outgoing quality:
Suppose a plan is selected, choosing specific values of f and i. For given values of i and
p, there will be an expected average number of units, u, inspected following the finding of
a defect. Likewise, for given values of f and p there will be an expected average number of
units, v, that will be passed under the sampling procedure before a defect is found. The latter
average number includes the sampling units actually inspected as well as the uninspected
units produced between successive sample units.
The average fraction of the total product units inspected in the long run is

u + fv
F = .
u+v
It is now assumed that all defective units found during the inspection of f and i will be
corrected or replaced by good units.
As a result of the screening effect of the inspection, the average outgoing quality, AOQ,
denoted by pA , is given by
 
u + fv
pA = p(1 − F ) = p 1 − (2.1.1)
u+v

where p is the incoming quality.

Determination of u:
The average number of units, u, inspected on a 100% inspection basis following the finding
of a defect is a function of i and p.
Once the 100% inspection starts, there are several things that can happen before i units
are found clear of defects. The first i may be found clear; or 1, 2, 3, or more defects may be
found before finally a run of i units is found clear.
One of the quantities to be determined is the average number of units inspected in
a failure sequence, i.e. one terminating in a defect and comprising i or less units. Suppose
this average number is denoted by h and is given by

h = average number of units inspected in a failure sequence

= [p + 2pq + 3pq 2 + · · · + ipq i−1 ]/(1 − q i )
= [1 + 2q + 3q 2 + · · · + iq i−1 ]p/(1 − q i )
d
= [1 + q + q 2 + · · · + q i ]p/(1 − q i )
dq
−(i + 1)q i 1 − q i+1
 
p
= +
1−q (1 − q) 1 − q i
2

1 − q i+1 − (i + 1)(1 − q)q i

=
p(1 − q i )
1 − q i+1 − (i + 1)pq i
=
p(1 − q i )
1 − q i {q + (i + 1)p}
=
p(1 − q i )
1 − q i (1 + ip)
= .
p(1 − q i )

19
Note that if pi is small, h is approximately 1/p.
Next we determine the average number of failure sequences that will be encountered
before finding i units clear of defects. Suppose this average number is denoted by G and is
given by

G = Q1 (0 + 1.P1 + 2.P12 + 3.P13 + · · · )

= Q1 P1 (1 + 2.P1 + 3.P12 + · · · )
= Q1 P1 (1 − P1 )−2
= P1 /Q1
1 − qi
= .
qi

Hence

u = G.h + i
1 − q i 1 − q i (1 + ip)
= . +i
qi p(1 − q i )
1 − q i (1 + ip) + ipq i
=
pq i
= (1 − q i )/pq i (2.1.2)

Determination of v: The average number of units, v, that will be passed in a period

of sampling inspection will be 1/f times the average number of individual sample units
inspected in such periods.The average number of sample units H(= f v) inspected in a
period of sampling inspection is given by

H = p(1 + 2q + 3q 2 + · · · )
= p(1 − q)−2 = 1/p

and

v = H/f = 1/f p (2.1.3)

Determination of f and i for a given value of AOQL:

The average fraction of the product inspected, F , and the value AOQ,pA , can be determined
for any given values of p, f, and i. Substituting in (2.1.1), the values of u and v given in
(2.1.2) and (2.1.3), we have

f
pA = p[1 − ] (2.1.4)
f + (1 − f )(1 − p)i

The AOQL(pL ) is the maximum value of pA that will result for any given values of f and i,
considering all possible values of p in the submitted product. Denote p1 the value of p for
which pA is maximum, hence

f
pL = p1 [1 − ] (2.1.5)
f + (1 − f )(1 − p1 )i

20
The value of p1 for which pA = pL is determined by differentiating (2.1.4) w.r.t. p, equating
to 0, and solving for p, i.e.

dpA f i(1 − f )(1 − p)i−1

=1− − pf =0
dp f + (1 − f )(1 − p)i [f + (1 − f )(1 − p)i ]2

⇒ {f + (1 − f )(1 − p)i }2 − f [f + (1 − f )(1 − p)i ] − ipf (1 − f )(1 − p)i−1 = 0

⇒ (1 − f )(1 − p)i+1 + f (1 − p) − ipf = 0

⇒ (1 − f )(1 − p)i+1 + f (1 − p) = ipf (2.1.6)
f 1 − p1
⇒ i
= . (2.1.7)
f + (1 − f )(1 − p1 ) ip1

Hence from (2.1.5) and (2.1.7) we have

 
1 − p1
pL = p1 1 −
ip1
(i + 1)p1 − 1
= (2.1.8)
i
and
1 + ipL
p1 = (2.1.9)
i+1
From (2.1.6)

(1 − f )(1 − p1 )i+1 = f [p1 (i + 1) − 1]

f (1 − p1 )i+1
⇒ =
1−f p1 (i + 1) − 1
(1 − p1 )i+1 (1 − p1 )i+1
⇒ f = = .
p1 (1 + i) − 1 + (1 − p1 )i+1 (1 − p1 )i+1 + ipL

The OC Curve:
The OC curve for a continuous sampling plan is not the same as for a lot-by-lot sampling
plan. In lot-by-lot sampling inspection when using rectification procedures, the probability
of acceptance is the probability of accepting a single lot without having to inspect 100%.
In continuous sampling, there are no specific lots. Consequently, a different measure of
evaluation of the performance of CSP is needed; the most common is the average fraction
of manufactured units passed under the sampling procedure which we denote by Pa and is
given by
v
Pa = .
u+v
When Pa is plotted as a function of p, we obtain an OC curve for a continuous sampling
plan.
Some disadvantages of CSP-1.

1. First objection is the occurrence of a single isolated defective unit sometimes does not
warrant return to 100% inspection. This is particularly true when dealing with minor
defects.

21
 2. Secondly, this sampling plan does not give additional protection against spotty pro-
duction.

3. Third objection to CSP-1 is the abrupt transition between sampling inspection and
100% inspection.

To meet the objection-1, Dodge and Torry(Industrial Quality Control, Vol.-7,1951) pro-
posed CSP-2 and CSP-3. Under CSP-2, 100% inspection will not be reinstated when pro-
duction is under sampling inspection until two defective sample units have been found
within a space of K sample units of each other. It is common practice to choose K equal to
i.
CSP-2 plans are indexed by specific AOQLs that may be obtained by different combina-
tions of i and f .
CSP-3 is very similar to CSP-2, but is designed to give additional protection against
spotty production. It requires that after a defective unit has been found in sampling inspec-
tion, the immediately following four units should be inspected. If any of these four units
is defective, 100% inspection is immediately reinstituted. If no defective are found the plan
continues as under CSP-2.
To overcome the third objection Lieberman and Solomon (1955) have designed multi-
level continuous sampling plans. Multilevel continuous sampling plans begin with 100%
inspection, as does CSP-1, and switches to inspecting a fraction f of the production as soon
as the clearance number i has been reached. However, when under sampling at rate f , a run
of i consecutive sample units is found free of defects, then sampling continues at the rate
of f 2 . If a further run of i consecutive units is found to be free of defects, then sampling
may continue at the rate f 3 . This reduction in sampling frequency may be continued as far
as the sampling agency wishes. If at any time sampling inspection revels a defective unit,
return is immediately made to the next lower level of sampling. This type of multilevel
continuous sampling plan greatly reduces the inspection effort when the manufacturing
process is operating very well, and increases it during periods of poor production.

2.2 CSP-4

Fundamental notions:
Here the units of the product is classified as defective or non-defective. We shall assume
that the units of the product are submitted for inspection continuously. We also assume
that the inspection process is non-destructive, that it invariably classifies correctly the units
examined, and that the defective units, when found, are replaced by non-defectives. By
the quality of a sequence of units is meant the proportion of defectives in the sequence as
produced. By the outgoing quality (OQ) of a sequence is meant the proportion of defectives
after whatever inspection scheme which is in use has been applied. If this scheme involves
random sampling, then in general the OQ is a chance variable. If the OQ converges to a
constant pa with probability 1 as the number of units produced increases indefinitely, pa is
called the AOQ i.e. average quality of the production process in the long run. The AOQL is
a number, which is to depend only on the inspection scheme and not at all on the production
process.

22
Some definitions:
Let 
0 if the ith unit of the product is non-defective before inspection
ci =
1 if the ith unit of the product is defective before inspection.

0 if the ith unit of the product is non-defective after inspection
di =
1 if the ith unit of the product is defective after inspection.
Note that 
0 if the ith item was inspected
di =
ci if the ith item was not inspected.
The sequence {ci } characterizes the production process and {di } is a random sequence. The
number L is called the AOQL if it
N
1 X
lim sup di > L with probability zero.
N →∞ N i=1

No matter what the sequence {ci } is.

It should be noted that this definition of AOQL places no restrictions whatever on the
production process, since all sequence {ci } are admitted. It is too much to expect a product
process to remain always in control; indeed, doubt as to whether statistical control always
exists may cause a manufacturer to institute an inspection scheme. The inspection scheme,
which is described below, will yield a specified AOQL, no matter what the variations in
production are.

A sampling inspection plan, which insures a given AOQL:

Let f be the reciprocal of a positive integer. By partial inspection we mean inspecting
one element chosen at random from each of successive groups of 1/f elements. Complete
inspection means the inspection of every element in the order of production. Sampling
plan (SP) is completely defined when a rule is given for ending one kind of inspection and
beginning the other.
Let L be the specified AOQL. Denote by kN the number of groups of 1/f units in which
defectives were found as a result of partial inspection from the beginning of production
through the N th unit.
Sampling scheme:

1. Begin with partial inspection.

2. Begin complete inspection whenever

kN ( f1 − 1)
eN = >L
N

3. Resume partial inspection when eN ≤ L.

4. Repeat the procedure.

5. All defective units found during inspection are always to be replaced by non-defectives.

23
It is to be observed that in this plan the number of partial inspections increases without
limit. For, while complete inspection is going on, the value of kN remains constant, so that
after a long enough period of complete inspection the denominator N of the expression which
defines eN will have increased sufficiently for eN to be not greater than L. On the other
hand, complete inspection may never occur.
We shall now show that the AOQL of the above SP is L. We first note that, at N , eN
can increase only by (1/f − 1)/N . Hence, for sufficiently large N, eN < L + , where  > 0
may be arbitrarily small.
Suppose now that production process is subject to any variation i.e. the sequence {ci }
is any arbitrary sequence e.g. all ci may be 0 or 1. Our result is therefore proved if we show
that, with probability 1, !
N
1 X
lim eN − di = 0 (2.2.1)
N →∞ N i=1
for this arbitrary c, and that for at least one c

lim eN = L. (2.2.2)
N →∞

Let S(N ) be the number of groups of 1/f units which have been partially inspected through
the N th unit. Define

0 if in the ith partially inspected group a non-defective unit was found
xi =
1 if in the ith partially inspected group a defective unit was found.

We have
S(N )
X
kN = Xi
i=1

Note that S(N ) → ∞ as N → ∞ and S(N ) ≤ f N < N . Let αj be the serial number of the
last unit in the jth partially inspected group. Then for all j

E(Xj ) = 1 × probability that a defective unit was found in the jth partially inspected group
αj
X
= f( ci ).
i=αj −(1/f )+1

This imply
αj
1 X
E[ Xj − ci ] = 0
f
i=αj −(1/f )+1

We have, for all j

αj αj αj
X X X
(ci − di ) = Xj ⇐⇒ ci = X j + di
i=αj −(1/f )+1 i=αj −(1/f )+1 i=αj −(1/f )+1

so that  
  αj
1 X
E − 1 Xj − di  = 0
f
i=αj −(1/f )+1

24
Also from the definition of xi it follows that it is the value of a random variable from a
binomial population with parameters 1/f and unknown fraction defective. Hence there
exists a positive constants β such that
 
  αj
1 X
σ2  − 1 Xj − di  < β
f
i=αj −(1/f )+1

where σ 2 (x) is the variance of the random variable X. Now we consider the following theorem
due to Kolmogorov.
Theorem 2.2.0.1 A sequence of random
2
Pn variables {Zi } with E(Zi ) = 0 and V ar(Zi ) =
σ , i
Pi ∞ 2 2 = 1, 2, . . . , and define Z n = i=1 Zi /n, then Z n → 0 with probability one if
i=1 (σi /i ) < ∞.

Now we apply this theorem on the sequence of random variables of which the jth term is
 
  αj
 1 − 1 Xj −
X
di  , j = 1, 2, · · ·
f
i=αj −(1/f )+1
P∞ 2
Since the series i=1 (1/i )
is convergent, we therefore obtain with probability one,
h iP 
1 S(N ) PN
− −
!
f
1 j=1 X j d
j=1 j N
N
1 X
lim = lim eN − dj = 0,
S(N )→∞ S(N ) N →∞ S(N ) N j=1
P
since the units which are fully inspected contribute nothing to dj . Since S(N ) < N , the
desired result (2.2.1) is a fortiori true.
If {ci } is such that ci = 1 for all i = 1, 2, · · · then it is readily seen that(2.2.2) holds. This
completes the proof of the fact that the AOQL of SP is L no matter what the {ci } is.

2.3 Curtailed and Semi Curtailed sampling inspection plans.

There are two cases of curtailed sampling plan, viz, curtailed sampling plan with
1. rejection of the lot and
2. acceptance of the lot.

2.3.1 Curtailed sampling inspection plan

Curtailed sampling plan with rejection of the lot
Consider a situation where (i − 1) units from a sample of size n have been inspected and
found that c(= acceptance number) of them are defective. If the ith unit also turns out
to be defective, we have (c + 1) defectives in a sample of size i < n. Since the number
of defectives exceed c, one can reject the lot at this step without proceeding with further
inspection. This is a case of curtailment of the sample size in the sampling inspection plan
with a decision of rejecting the lot.

25
Curtailed sampling plan with acceptance of the lot
Consider another situation where we curtail the sample size while taking a decision of ac-
cepting the lot. Suppose we have inspected (n − c + j − 1) units from a sample of size n and
found j of them are defectives. Also it is found that the next unit, i.e. (n − c + j) th unit
is non defective. Thus we have a total of j defectives in a sample inspection of (n − c + j)
units. Remaining non inspected units are n − (n − c + j) = (c − j). Now even if all the
(c − j) units are defective, the total number of defective units in a sample of size n can be
at most (j + c − j) = c. This number not exceeding the acceptance number c, the lot may
be accepted on the basis of a sample inspection of size (n − c + j), (j ≤ c). This is a case of
curtailed sampling inspection plan with acceptance. The ASN of a single sampling plan is
thus given by
   
Pn i−1 c+1 i−1−c
Pc n−c+j−1
i=c+1 i p (1 − p) + j=0 (n − c + j) pj (1 − p)n−c
c j

↓ ↓
curtailment with rejection curtailment with acceptance

2.3.2 Semi curtailed sampling inspection plan

The semi curtailed sampling plan is based on the principle that we may reject the lot without
inspecting all the items but accept only by inspecting each and every item in the sample. The
former refers to curtailment and the latter refers to entire sample(i.e. without curtailment).
This is precisely the semi curtailed sampling inspection plan and the ASN is given by
   
Pn i−1 c+1 i−1−c
Pc n
i=c+1 i p (1 − p) + r=0 r pr (1 − p)n−r
c r

↓ ↓
rejection with curtailment acceptance with curtailment

26
Chapter 3
Process Capability Ratio

3.1 Process Capability Ratio

Process Capability Ratio

The process capability ratio is a measure of the ability of the process to manufacture
product that meets specification. 6σ spread in the distribution of the product quality char-
actersitic is taken as a measure of the process capability. Process capability ratio is expressed
as
U SL − LSL
Cp =
6σ
where USL and LSL are the upper and lower specification limits respectively and σ is the
product sd associated with the measurements (when the process is in control). If σ is
unknown then it can be estimated from a sample of n measurements x1 , x2 , · · · , xn yielding
U SL − LSL
Ĉp =
6σ̂
The frequent estimate of σ is either s (sample sd) or R/d2 (R is the sample range).

Process Capability Index for an off-center Process

The measure Cp does not take into account where the process mean is located relative to
specifications. Cp simply measures the spread of specifications relative to 6σ spread in the
process. In order to reflect the deviation from target value a new process capability index
can be defined as follows:
U SL − µ µ − LSL
CP U = , CP L = , Cpk = min(CP L, CP U ).
3σ 3σ
Generally, if Cp = Cpk , the process is centered at the midpoint of the specifications, and
when Cp > Cpk the process is off-center.
The process capability index Cpk was initially developed because Cp does not adequately
deal with the case of a process with mean µ that is not centered between specification
limits. However, Cpk alone is still an inadequate measure of process centering. For example,
consider two processes A and B. For both the processes take U SL = 65, LSL = 35, and
µA = 50, σA = 5, µB = 57.5, σB = 2.5. Then both processes A and B have Cpk = 1, yet
their centering is clearly different. To characterize process centering satisfactorily,Cpk must
be compared to Cp . For process A, Cpk = Cp = 1, implying that the process is centered,
while for process B, Cp = 2 > Cpk = 1, implying that the process is off-center. For any fixed
value of µ in the interval from LSL to U SL, Cpk , depends inversely on σ and becomes large

27
as σ approaches zero. Thus the disadvantage of using only the Cpk value is that it does not
reveal whether a poor process capability is the result of a process having a large dispersion
or an off-centering process. This characteristic can make Cpk unsuitable as a measure of
centering.
One way to address this difficulty is to use a process capability index that is a better indicator
of centering. One such index is
U SL − LSL
Cpm =
6σ 0
where p
σ 0 = E(X − T )2
and T denotes the target value of the process. Note that

σ 02 = E(X − T )2 = E(X − µ)2 + (µ − T )2 = σ 2 + (µ − T )2

Hence
U SL − LSL Cp
Cpm = p =p
2
6 σ + (µ − T )2 1 + ξ2
where
µ−T
ξ= .
σ
A logical way to estimate Cpm is by

Ĉp
Ĉpm = √
1+V2
where
X −T
V = .
s
Here we see that Cpk and Cpm coincide with Cp when µ = T and decrease as µ moves
away from T . However, Cpk < 0 for µ > U SL or µ < LSL, while Cpm approaches zero
asymptotically as |µ − T | → ∞.
A Confidence Interval Estimate of Cp
To find the confidence interval for Cp we consider the estimate

U SL − LSL
Ĉp =
6σ̂
where
Pn 1/2 Pn
− X)2
i=1 (Xi i=1 Xi
σ̂ = , X=
n−1 n
If X1 , X2 , · · · , Xn be an independent sample from N (µ, σ 2 ) then

(n − 1)σ̂ 2
∼ χ2n−1 .
σ2
!2
C p (n − 1)σ̂ 2
.. . (n − 1) = 2
∼ χ2n−1 .
Ĉp σ

28
Hence
" #
(n − 1)Cp2
1 − α = P χ21−α/2,n−1 < < χ2α/2,n−1
Ĉp2
 r r 
χ1−α/2,n−1 χα/2,n−1
= P Ĉp < Cp < Ĉp
n−1 n−1

Hence 100(1 − α)% confidence interval for Cp is given by

 r r 
χ1−α/2,n−1 χα/2,n−1
Ĉp , Ĉp .
n−1 n−1

29
30
Chapter 4
MILITARY STANDARD 105D

4.1 MILITARY STANDARD 105D

Description of the standard:

Standard sampling procedures for inspection by attributes were developed during World War
II. MIL STD 105D is the most widely used acceptance sampling for attributes in the world
today. The original version of the standard, MIL STD 105A, was issued in 1950. Since then,
there have been three revisions; the latest version, MIL STD 105D, was issued in 1963.
A sampling scheme is an overall strategy specifying the way in which sampling plans are to
be used. MIL STD 105D is a collection of sampling schemes. Here we shall consider only
MIL STD 105D briefly.
The standard provides for three types of sampling: single sampling, double sampling and
multiple sampling. For each type of sampling plan, a provision is made for either normal
inspection, tightened inspection, or reduced inspection.
Normal inspection is used at the start of the inspection activity. Tightened inspection is
instituted when the vendor’s recent quality history has deteriorated. Acceptance require-
ments for lots under tightened inspection are more stringent than under normal inspection.
Reduced inspection is instituted when the vendor’s recent quality history has been excep-
tionally good. The sample size generally used under reduced inspection is less than that
under normal inspection.
The primary focal point of MIL STD 105D is the acceptable quality level(AQL). The stan-
dard is indexed with respect to a series of AQLs. When the standard is used for percent
defective plans, the AQLs range from 0.10% to 10%. For defects per units plans, there are
an additional 10 AQLs running up to 1000 defects per 100 units. It should be noted that
for the smaller AQL levels, the same sampling plan can be used to control either a fraction
defective or a number of defects per unit. The AQLs are arranged in a geometric progression,
each AQL being approximately 1.585 times the preceding one.
The AQL is generally specified in the contract or by the authority responsible for sampling.
Different AQLs may be designated for different types of defects e.g. critical defects, major
defects and minor defects. It is relatively common practice to choose an AQL of 1% for major
defects and an AQL of 2.5% for minor defects. No critical defects are would be acceptable.
The sample size used in MLT STD 105D is determined by the lot size and by the choice of
inspection level. Three general levels of inspection are provided.

Level II is designated as normal.

Level I requires about (1/2)the amount of inspection as Level II.

31
Level III requires about 2-times the inspection as Level II.

There are also four special inspection levels, S1, S2, S3 and S4. The special inspection
levels use very small samples, and should only be employed when the small sample sizes are
necessary and when large sampling risks can or must be tolerated.
For a specified AQL , inspection level and a given lot size, MLT STD 105D provides a
normal sampling plan. The normal sampling plan is to be used as long as the supplier is
producing the product at AQL quality or better. It also provides a procedure for switching
to tightened and reduced inspection whenever there is an indication that the vendor’s quality
has changed. The switching procedures between normal, tightened and reduced inspection
are as follows:

Normal to tightened: When normal inspection is in effect, tightened inspection is insti-

tuted when two out of five consecutive lots have been rejected on original submission.

Tightened to normal: When tightened inspection is in effect, normal inspection is insti-

tuted when five consecutive lots are accepted on original inspection.

Normal to reduced: When normal inspection is in effect reduced inspection is instituted

provided all four of the following conditions are satisfied

a. The preceding 10 lots have been on normal inspection, and none of the lots has
been rejected on original inspection.
b. The total number of defects in the sample from the preceding 10 lots is less than
or equal to some specified applicable number.
c. Production is at a steady rate.
d. Reduced inspection is considered desirable by the authority responsible for sam-
pling.

Reduced to normal: When reduced inspection is in effect, normal inspection is instituted

provided any of the four conditions below are satisfied.

a. A lot is rejected.
b. When the sampling procedure terminates with neither acceptance nor rejection
criterion having been met, the lot is accepted, but normal inspection is reinstituted
starting with the next lot.
c. Production is irregular or delayed.
d. Other conditions warrant that normal inspection be instituted.

Procedure
A step-by-step procedure for using MIL STD 105D is as follows:

1. Choose the AQL.

2. Choose the inspection level.

3. Determine the lot size.

4. Find the appropriate sample size code letter from the MIL STD 105D table.

32
5. Determine the appropriate type of sampling plan to use(single, double, multiple)

6. Enter the appropriate table to find the type of plan to be used.

7. Determine the corresponding normal and reduced inspection plans to be used when
required.

33
34
Bibliography

[1] Biswas, S. (1977): Statistics of Quality Control. New Age International (P) Limited,
Publishers

[2] Dodge, H. F. (1943): A Sampling Inspection Plan for Continuous Production. AMS,
Vol. 14, pp 269-79.

[3] Dodge, H. F. and Torry, M. N. (1951): Additional Continuous Sampling Inspection

Plan. Industrial Quality Control, Vol. 7, pp 5-9.

[4] Johnson, N. L., and Leone, F. C.(1962a): Cumulative Sum Control Charts – Mathe-
matical Principles Applied to Their Construction and Use Part I. Industrial Quality
Control, Vol. 18.

[5] Johnson, N. L., and Leone, F. C.(1962b): Cumulative Sum Control Charts – Mathe-
matical Principles Applied to Their Construction and Use Part II. Industrial Quality
Control, Vol. 18.

[6] Johnson, N. L., and Leone, F. C.(1962c): Cumulative Sum Control Charts – Mathe-
matical Principles Applied to Their Construction and Use Part III. Industrial Quality
Control, Vol. 18.

[7] Montgomery, D. C.(1985): Introduction to Statistical Quality Control. John Wiley &
Sons.

[8] Wald, A. and Wolfowitz, J. (): Sampling inspection Plans for Continuous Production
which Insure a Prescribed Limit on the Outgoing Quality.

35