Individuals Charts and Additional Tests for Changes in Spread

Abstract

Abstract A number of authors have indicated that it is not a good idea to use the moving range chart (MR‐chart) with an individuals chart to detect shifts in the spread. However, the combination of these charts is still used in practice and even presented as ‘best practice’ in some cases. In addition, some more recent articles present arguments that justify the use of the additional MR‐chart in specific situations. In this paper we investigate these arguments and add to the literature by providing two more reasons not to use the MR‐chart. First, the merit of using an MR‐chart has never been evaluated before in the context of runs rules. Earlier papers investigated the change in performance as a result of adding a MR‐chart to a bare individuals chart. We show that relative to existing well‐known runs rules, there is no advantage in using a close alternative to the MR‐chart. Secondly, we investigate the suggestion of some of the proponents of the MR‐chart that its weak performance is due to a bad design. We show that this is not the case. We evaluate the average run length performance of the combination of an individuals chart and a MR‐chart under the most favorable circumstances for several out‐of‐control situations by optimizing the design of the two charts for each situation. Our results show that even this ‘best‐case’ performance of the combination is hardly better than that of the individuals chart alone. Copyright © 2005 John Wiley & Sons, Ltd.

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