Chapter Contents Previous Next
 SCHART Statement

## Example 40.2: Computing Average Run Lengths for s Charts

 See SHWSARL in the SAS/QC Sample Library

This example illustrates how you can compute the average run length of an s chart. The data used here are the power measurements in the data set TURBINE, which is introduced at "Creating Standard Deviation Charts from Raw Data" .

The in-control average run length of a Shewhart chart is ARL = [1/p], where p is the probability that a single point exceeds its control limits. Since this probability is saved as the value of the variable _ALPHA_ in an OUTLIMITS= data set, you can compute ARL for an s chart as follows:

   title 'Average In-Control Run Length';
proc shewhart data=turbine;
schart kwatts*day / outlimits=turblim nochart;

data arlcomp;
keep _var_ _sigmas_ _alpha_ arl;
set turblim;
arl = 1 / _alpha_;
run;


The data set ARLCOMP is listed in Output 40.2.1, which shows that the ARL is equal to 358.

Output 40.2.1: The Data Set ARLCOMP

 Average In-Control Run Length

 _VAR_ _ALPHA_ _SIGMAS_ arl kwatts .002792725 3 358.073

To compute out-of-control average run lengths, define f as the slippage factor for the process standard deviation , where f>1. In other words, the "shifted" standard deviation to be detected by the chart is .The following statements compute the ARL as a function of f:

   title 'Average Run Length Analysis';
data arlshift;
keep f f_std p arl_f;
set turblim;
df = _limitn_ - 1;
do f = 1 to 1.5 by 0.05;
f_std = f * _stddev_;
low   = df * ( _lcls_ / f_std )**2;
upp   = df * ( _ucls_ / f_std )**2;
p     = probchi( low, df ) + 1 - probchi( upp, df );
arl_f = 1 / p;
output;
end;
run;


The data set ARLSHIFT is listed in Output 40.2.2. For example, on average, 53 samples are required to detect a ten percent increase in (a shifted standard deviation of approximately 219). The computations use the fact that has a distribution with ni-1 degrees of freedom, assuming that the measurements are normally distributed.

Output 40.2.2: The Data Set ARLSHIFT

 Average Run Length Analysis

 f f_std p arl_f 1.00 198.996 0.00279 358.073 1.05 208.945 0.00758 131.922 1.10 218.895 0.01875 53.322 1.15 228.845 0.03984 25.102 1.20 238.795 0.07388 13.535 1.25 248.745 0.12239 8.171 1.30 258.694 0.18475 5.413 1.35 268.644 0.25834 3.871 1.40 278.594 0.33923 2.948 1.45 288.544 0.42298 2.364 1.50 298.494 0.50546 1.978

 Chapter Contents Previous Next Top