Statistical FAQs

How is the standard deviation calculated for the different moving average control charts?

EWMA and UWMA Charts

The estimate for σ is

where N is the number of subgroups for which n_i≥2, s_i is the standard deviation of the i ^th subgroup

and

Here denotes the gamma function and denotes the i ^th subgroup mean. A subgroup standard deviation s_i is included in the claculation only if n_i≥2. If the observations are normally distributed, then the expected value of s_i is c₄(n_i)σ. Thus, is the unweighted average of N unbiased estimates of σ.

When each subgroup sample contains a single observation (n_i=1), the process standard deviation σ is estimated as

where N is the number of observations and x_i,x₂,...,x_n are the individual measurements.

FAQ # 2095
Last Updated: 2005 Apr 14

Browse JMP FAQs

General FAQs

Statistical FAQs

Support Documents

JMP FAQs

Knowledge Base

System Requirements

Alphabetical List of Features

Known Issues

Contact JMP Support

Report a Problem

Update a Report

support@jmp.com

919.677.8008 (US)

International Support via Worldwide SAS Offices