ENBIS-8 in Athens

21 – 25 September 2008 Abstract submission: 14 March – 11 August 2008

On control charting normal variance

23 September 2008, 16:10 – 16:30


Submitted by
Sven Knoth
Sven Knoth
Advanced Mask Technology Center Dresden, Germany
There are several reasons to monitor the variance of a random characteristic. Besides making sure that the initially designed control limits of a mean chart should not be tuned because of changes in the variance between samples, variance stability is of it's own importance. For instance, it is important to monitor repeatability of a gage, uniformity of deviations from a golden profile, volatility or risk in finance etc. All these characteristics are typically modeled by variance (measures).In this talk, several control charts (Shewhart, EWMA, CUSUM, Shiryaev-Roberts) will be analyzed in terms of the zero-state and the steady-state ARL (average run length). Additionally, for EWMA charts the choice of the underlying statistics will be discussed.

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