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Statistical FAQs

How is the standard deviation calculated for different Shewhart control charts?

XR Charts
The estimate for σ is

where N is the number of subgroups for which ni>2, and Ri is the sample range of the observations xi1,...,xini in the ith subgroup

XS Charts
The estimate for σ is

where N is the number of subgroups for which ni>2, and si is the sample standard deviation of the ith subgroup

and

Here Γ(·) denotes the gamma function and X-bari denotes the ith subgroup mean.

IR Charts
The estimate for σ is

where R-bar is the average of the moving ranges, n is the number of consecutive individual measurements used to compute each moving range, and the unbiasing factor d2(n) is defined so that if the observations are normally distributed, the expected value of Ri is E(Ri)=d2(ni)σ


FAQ # 2076
Last Updated: 2005 May 16

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