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In this paper we analyze several control charts suitable for monitoring process dispersion when subgrouping is not possible or not desirable. We compare the performances of a moving range chart, a cumulative sum (CUSUM) chart based on moving ranges, a CUSUM chart based on an approximate normalizing transformation, a self-starting CUSUM chart, a change-point CUSUM chart, and a exponentially weighted moving average chart based on the subgroup variance. The average run length performances of these charts are also estimated and compared.
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