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Note: MINITABs Tsquared functionality does not use summary statistics, so many of
these exercises have been solved in Excel.
10-1.
Phase 2 T 2 control charts with m = 50 preliminary samples, n = 25 sample size, p = 2
characteristics. Let = 0.001.
p (m 1)(n 1)
UCL
F , p ,mn m p 1
mn m p 1
2(50 1)(25 1)
F0.001,2,1199
50(25) 50 2 1
2448 1199 (6.948) 14.186
LCL = 0
Excel : workbook Chap10.xls : worksheet Ex10-1
Sample No.
xbar1
xbar2
1
58
32
2
60
33
3
50
27
4
54
31
5
63
38
6
53
30
7
42
20
8
55
31
9
46
25
3
2
5
3
-5
-3
-1
1
8
8
-2
0
-13
-10
0
1
-9
-5
0.0451
1.1268
0.1268
3.1690
0.1268
3.1690
0.0817
2.0423
0.5408
13.5211
0.0676
1.6901
0.9127
22.8169
0.0282
0.7042
0.4254
10.6338
14.1850
0
14.1850
0
14.1850
0
14.1850
0
14.1850
0
14.1850
0
14.1850
0
14.1850
0
14.1850
0
diff1
diff2
matrix calc
t2 = n * calc
UCL =
LCL =
OOC?
In control
In control
In control
In control
In control
In control
Above UCL
In control
In control
F0.001,3,268
30(10) 30 3 1
837
(5.579)
268
17.425
LCL = 0
1
3.1
3.7
3
2
3.3
3.9
3.1
3
2.6
3
2.4
4
2.8
3
2.5
5
3
3.3
2.8
6
4
4.6
3.5
7
3.8
4.2
3
8
3
3.3
2.7
9
2.4
3
2.2
10
2
2.6
1.8
11
3.2
3.9
3
12
3.7
4
3
13
4.1
4.7
3.2
14
3.8
4
2.9
15
3.2
3.6
2.8
diff1
diff2
diff3
0.1
0.2
0.2
0.3
0.4
0.3
-0.4
-0.5
-0.4
-0.2
-0.5
-0.3
0
-0.2
0
1
1.1
0.7
0.8
0.7
0.2
0
-0.2
-0.1
-0.6
-0.5
-0.6
-1
-0.9
-1
0.2
0.4
0.2
0.7
0.5
0.2
1.1
1.2
0.4
0.8
0.5
0.1
0.2
0.1
0
0.0528
0.5279
0.1189
1.1887
0.1880
1.8800
0.2372
2.3719
0.0808
0.8084
1.0397
10.3966
1.0593
10.5932
0.0684
0.6844
0.3122
3.1216
0.8692
8.6922
0.1399
1.3990
0.6574
6.5741
2.0793
20.7927
1.1271
11.2706
0.0852
0.8525
matrix calc
t2 = n * calc
UCL =
LCL =
OOC?
T^2
15.00
10.00
5.00
0.00
1
Sample Number
10-2
10
11
12
13
14
15
10
11
12
13
14
15
58
32
60
33
50
27
54
31
63
38
53
30
42
20
55
31
46
25
50
29
49
27
57
30
58
33
75
45
55
27
3
2
5
3
-5
-3
-1
1
8
8
-2
0
-13
-10
0
1
-9
-5
-5
-1
-6
-3
2
0
3
3
20
15
0
-3
0.0451
1.1268
0.1268
3.1690
0.1268
3.1690
0.0817
2.0423
0.5408
13.5211
0.0676
1.6901
0.9127
22.8169
0.0282
0.7042
0.4254
10.6338
0.2676
6.6901
0.2028
5.0704
0.0676
1.6901
0.0761
1.9014
2.1127
52.8169
0.2535
6.3380
13.8150
0
13.8150
0
13.8150
0
13.8150
0
13.8150
0
13.8150
0
13.8150
0
13.8150
0
13.8150
0
13.8150
0
13.8150
0
13.8150
0
13.8150
0
13.8150
0
13.8150
0
In control
Process is out of control at samples 7 and 14. Same results as for parameters estimated
from samples.
10-3
1
3.1
3.7
3
2
3.3
3.9
3.1
3
2.6
3
2.4
4
2.8
3
2.5
5
3
3.3
2.8
6
4
4.6
3.5
7
3.8
4.2
3
8
3
3.3
2.7
9
2.4
3
2.2
10
2
2.6
1.8
11
3.2
3.9
3
12
3.7
4
3
13
4.1
4.7
3.2
14
3.8
4
2.9
15
3.2
3.6
2.8
diff1
diff2
diff3
0.1
0.2
0.2
0.3
0.4
0.3
-0.4
-0.5
-0.4
-0.2
-0.5
-0.3
0
-0.2
0
1
1.1
0.7
0.8
0.7
0.2
0
-0.2
-0.1
-0.6
-0.5
-0.6
-1
-0.9
-1
0.2
0.4
0.2
0.7
0.5
0.2
1.1
1.2
0.4
0.8
0.5
0.1
0.2
0.1
0
0.0528
0.5279
0.1189
1.1887
0.1880
1.8800
0.2372
2.3719
0.0808
0.8084
1.0397
10.3966
1.0593
10.5932
0.0684
0.6844
0.3122
3.1216
0.8692
8.6922
0.1399
1.3990
0.6574
6.5741
2.0793
20.7927
1.1271
11.2706
0.0852
0.8525
matrix calc
t2 = n * calc
UCL =
LCL =
OOC?
25.00
20.00
15.00
10.00
5.00
0.00
1
Process is out of control at sample 13. Same as results for parameters estimated from
samples.
10-4
10
11
12
13
14
15
F0.005,6,55
30(3) 30 6 1
372
(3.531)
55
23.882
LCL = 0
(b)
2
2
chi-square limit: UCL , p 0.005,6 18.548
The Phase II UCL is almost 30% larger than the chi-square limit.
(c)
Quality characteristics, p = 6. Samples size, n = 3. = 0.005. Find "m" such that exact
Phase II limit is within 1% of chi-square limit, 1.01(18.548) = 18.733.
Excel : workbook Chap10.xls : worksheet Ex10-5
m
30
40
50
60
70
80
90
100
num denom
372
55
492
75
612
95
732
115
852
135
972
155
1092
175
1212
195
F
3.531
3.407
3.338
3.294
3.263
3.240
3.223
3.209
UCL
23.8820
22.3527
21.5042
20.9650
20.5920
20.3184
20.1095
19.9447
717
718
719
720
721
722
8616
8628
8640
8652
8664
8676
3.107
3.107
3.107
3.107
3.107
3.107
18.7337
18.7332
18.7331
18.7328
18.7325
18.7324
1429
1431
1433
1435
1437
1439
720 preliminary samples must be taken to ensure that the exact Phase II limit is within
1% of the chi-square limit.
10-5
F0.005,6,115
30(5) 30 6 1
744
(3.294)
115
21.309
(b)
2
2
chi-square UCL: UCL , p 0.005,6 18.548
The Phase II UCL is almost 15% larger than the chi-square limit.
(c)
Quality characteristics, p = 6. Samples size, n = 5. = 0.005. Find "m" such that exact
Phase II limit is within 1% of chi-square limit, 1.01(18.548) = 18.733.
Excel : workbook Chap10.xls : worksheet Ex10-6
m
30
40
50
60
70
80
90
100
num
744
984
1224
1464
1704
1944
2184
2424
denom
115
155
195
235
275
315
355
395
F
3.294
3.240
3.209
3.189
3.174
3.164
3.155
3.149
UCL
21.3087
20.5692
20.1422
19.8641
19.6685
19.5237
19.4119
19.3232
390
400
410
411
412
9384
9624
9864
9888
9912
1555
1595
1635
1639
1643
3.106
3.105
3.105
3.105
3.105
18.7424
18.7376
18.7330
18.7324
18.7318
411 preliminary samples must be taken to ensure that the exact Phase II limit is within
1% of the chi-square limit.
10-6
F0.005,10,41
25(3) 25 10 1
520
(3.101)
41
39.326
(b)
2
2
chi-square UCL: UCL , p 0.005,10 25.188
The Phase II UCL is more than 55% larger than the chi-square limit.
(c)
Quality characteristics, p = 10. Samples size, n = 3. = 0.005. Find "m" such that exact
Phase II limit is within 1% of chi-square limit, 1.01(25.188) = 25.440.
Excel : workbook Chap10.xls : worksheet Ex10-7
m
25
35
45
55
65
75
85
95
105
num
520
720
920
1120
1320
1520
1720
1920
2120
denom
41
61
81
101
121
141
161
181
201
F
3.101
2.897
2.799
2.742
2.704
2.677
2.657
2.641
2.629
UCL
39.3259
34.1991
31.7953
30.4024
29.4940
28.8549
28.3808
28.0154
27.7246
986
987
988
989
990
19740
19760
19780
19800
19820
1963
1965
1967
1969
1971
2.530
2.530
2.530
2.530
2.530
25.4405
25.4401
25.4399
25.4398
25.4394
988 preliminary samples must be taken to ensure that the exact Phase II limit is within
1% of the chi-square limit.
10-7
F0.005,10,91
25(5) 25 10 1
1040
(2.767)
91
31.625
(b)
2
2
chi-square UCL: UCL , p 0.005,10 25.188
The Phase II UCL is more than 25% larger than the chi-square limit.
(c)
Quality characteristics, p = 10. Samples size, n = 5. = 0.005. Find "m" such that exact
Phase II limit is within 1% of chi-square limit, 1.01(25.188) = 25.440.
Excel : workbook Chap10.xls : worksheet Ex10-8
m
25
35
45
55
65
75
85
95
105
num denom
F
UCL
1040
91 2.767 31.6251
1440
131 2.689 29.5595
1840
171 2.648 28.4967
2240
211 2.623 27.8495
2640
251 2.606 27.4141
3040
291 2.594 27.1011
3440
331 2.585 26.8651
3840
371 2.578 26.6812
4240
411 2.572 26.5335
540
541
542
543
544
545
21640
21680
21720
21760
21800
21840
2151
2155
2159
2163
2167
2171
2.529
2.529
2.529
2.529
2.529
2.529
25.4419
25.4413
25.4408
25.4405
25.4399
25.4394
544 preliminary samples must be taken to ensure that the exact Phase II limit is within
1% of the chi-square limit.
10-8
F0.01,10,41
25(3) 25 10 1
480
(2.788)
41
32.638
Phase II UCL:
p (m 1)(n 1)
UCL
F , p ,mn m p 1
mn m p 1
10(25 1)(3 1)
F0.01,10,41
25(3) 25 10 1
520
(2.788)
41
35.360
10-10.
Excel : workbook Chap10.xls : worksheet Ex10-10
(a)
1 0.7 0.7 0.7
0.7 1 0.7 0.7
10-9
0 1 0.7 0.7
0 0.7 1 0.7
0 0.7 0.7 1
0
0.7 0.7 0.7
0
0.7 1 3.5
0.7 3.5
0
0.7 3.5
0
1 3.5
(d)
1
T(1)2 n y (1) - (1) (1)
y (1) - (1)
3.5
1 3.5
3.5
0 1 0.7 0.7 1
0 0.7 1 0.7
0
0.7 0.7 1
0
3.5
3.5
3.5
15.313
2
2
T T(2)
T(3)2 T(4)
15.313
2
(1)
di T 2 T(2i )
d1 d 2 d3 d 4 15.806 15.313 0.493
2
0.01,1
6.635
2
No. First, since all di are smaller than 0.01,1 , no variable is identified as a relatively large
contributor. Second, since the standardized observations are equal (that is, all variables
had the same shift), this information does not assist in identifying which a process
variable shifted.
(e)
Since (T 2 28.280) (UCL 13.277) , an out-of-control signal is generated.
(f)
2
0.01,1
6.635
T(1)2 15.694; d1 12.585
2
T(2)
21.979; d 2 6.300
10-10
2
Yes. Since T 11.154 UCL 7.815 , an out-of-control signal is generated.
(d)
2
0.05,1
3.841
T(1)2 11.111; d1 0.043
2
T(2)
2.778; d 2 8.376
2
T(3)
5.000; d3 6.154
Variables 2 and 3 should be investigated.
(e)
Since (T 2 6.538) (UCL 7.815) , an out-of-control signal is not generated.
(f)
2
0.05,1
3.841
T(1)2 5.000; d1 1.538
2
T(2)
5.000; d 2 1.538
10-11
0.016 0.001
121.101 0.256
1.553 0.003
VV
; S2
0.256 0.071
0.003 0.001
10-13.
Excel : workbook Chap10.xls : worksheet Ex10-13
m 40
4.440 0.016 5.395
x 15.339 0.104 88.125 ; S1 0.016 0.001 0.014
5.395 0.014 27.599
121.101 0.256 43.720
1.553 0.003 0.561
VV 0.256 0.071
0.950 ; S 2 0.003 0.001 0.012
43.720 0.950 587.000
0.561 0.012 7.526
10-14.
Excel : workbook Chap10.xls : worksheet Ex10-14
xbar
xbar1
xbar2
10.607
21.207
S1
3.282
3.305
3.305
5.641
V'V
133.780 80.740
80.740 67.150
S2
2.307 1.392
1.392 1.158
10-12
y' =
4
0
1
0.75
0.75
0.75
0.75
1
0.75
0.75
0.75
0.75
1
0.75
0.75
0.75
0.75
1
y' Sigma-1 =
y' Sigma-1 y =
1.231
delta =
1.109
ARL0 =
200
Sigma-1 =
3.0769
-0.9231
-0.9231
-0.9231
y=
-0.9231
3.0769
-0.9231
-0.9231
-0.9231
-0.9231
3.0769
-0.9231
-0.9231
-0.9231
-0.9231
3.0769
1
1
1
1
From Table 10-3, select (lambda, H) pair that closely minimizes ARL1
delta =
1
1.5
lambda =
0.1
0.2
UCL = H =
12.73 13.87
ARL1 =
12.17 6.53
Select = 0.1 with an UCL = H = 12.73. This gives an ARL1 between 7.22 and 12.17.
10-13
y' =
4
0
1
0.9
0.9
0.9
0.9
1
0.9
0.9
0.9
0.9
1
0.9
0.9
0.9
0.9
1
y' Sigma-1 =
y' Sigma-1 y =
1.081
delta =
1.040
ARL0 =
500
Sigma-1 =
y=
7.568
-2.432
-2.432
-2.432
-2.432
7.568
-2.432
-2.432
-2.432
-2.432
7.568
-2.432
-2.432
-2.432
-2.432
7.568
1
1
1
1
Select = 0.105 with an UCL = H = 15.26. This gives an ARLmin near 14.60.
10-14
y' =
2
0
1
0.8
0.8
1
y' Sigma-1 =
0.556 0.556
y' Sigma-1 y =
1.111
delta =
1.054
ARL0 =
200
Sigma-1 =
2.7778 -2.2222
-2.2222 2.7778
y=
1
1
From Table 10-3, select (lambda, H) pair that closely minimizes ARL1
delta =
1
1 1.5
1.5
lambda =
0.1
0.2 0.2
0.3
UCL = H =
8.64 9.65 9.65 10.08
ARL1 =
10.15 10.20 5.49 5.48
Select = 0.2 with an UCL = H = 9.65. This gives an ARL1 between 5.49 and 10.20.
10-15
Individual Value
105
1
5
100
UCL=100.12
5
6
95
_
X=91.25
90
6
85
5
5
LCL=82.38
80
4
12
16
20
24
Observation
28
32
36
40
TEST 1. One point more than 3.00 standard deviations from center line.
Test Failed at points: 9, 10
TEST 5. 2 out of 3 points more than 2 standard deviations from center line (on
one side of CL).
Test Failed at points: 8, 9, 10, 11, 35, 37, 39, 40
TEST 6. 4 out of 5 points more than 1 standard deviation from center line (on
one side of CL).
Test Failed at points: 5, 10, 11, 12, 36, 37, 38, 39, 40
TEST 8. 8 points in a row more than 1 standard deviation from center line
(above and below CL).
Test Failed at points: 40
10-16
Stat > Control Charts > Variables Charts for Individuals > Individuals
UCL=6.57
5
5
Individual Value
5.0
2.5
_
X=-0.00
0.0
-2.5
-5.0
LCL=-6.57
4
12
16
20
24
Observation
28
32
36
40
TEST 1. One point more than 3.00 standard deviations from center line.
Test Failed at points: 7, 18
TEST 5. 2 out of 3 points more than 2 standard deviations from center line (on
one side of CL).
Test Failed at points: 19, 21, 25
TEST 6. 4 out of 5 points more than 1 standard deviation from center line (on
one side of CL).
Test Failed at points: 21
Plot points on the residuals control chart are spread between the control limits and do not
exhibit the downward trend of the response y2 control chart.
10-17
Autocorrelation
0.6
0.4
0.2
0.0
-0.2
-0.4
-0.6
-0.8
-1.0
1
10
Lag
Autocorrelation
0.6
0.4
0.2
0.0
-0.2
-0.4
-0.6
-0.8
-1.0
1
10
Lag
The decaying sine wave of ACFs for Response y2 suggests an autoregressive process,
while the ACF for the residuals suggests a random process.
10-18
T
a
b
1
0
5
x
9
X
X
X
X
X
X
X
X
X
X
X
X
X
******
T
a
b
1
0
5
x
9
X
X
X
X
X
X
X
X
X
X
X
******
For output variables y1 and y2, a regression model of input variables x1, x3, x4, x8, and
x9 maximize adjusted R2 (minimize S) and minimize Mallows C-p.
10-19
Coef
818.80
0.43080
-0.12396
-0.09146
2.6367
114.81
S = 0.830201
SE Coef
29.14
0.08113
0.03530
0.02438
0.7604
23.65
R-Sq = 79.5%
Analysis of Variance
Source
DF
SS
Regression
5
90.990
Residual Error 34
23.434
Total
39 114.424
T
28.10
5.31
-3.51
-3.75
3.47
4.85
P
0.000
0.000
0.001
0.001
0.001
0.000
R-Sq(adj) = 76.5%
MS
18.198
0.689
F
26.40
P
0.000
Coef
244.4
-0.6329
0.4540
0.1758
11.175
-235.7
SE Coef
123.6
0.3441
0.1497
0.1034
3.225
100.3
R-Sq = 67.7%
Analysis of Variance
Source
DF
SS
Regression
5
882.03
Residual Error 34
421.47
Total
39 1303.50
T
1.98
-1.84
3.03
1.70
3.47
-2.35
P
0.056
0.075
0.005
0.098
0.001
0.025
R-Sq(adj) = 62.9%
MS
176.41
12.40
F
14.23
P
0.000
10-20
I ndividual Value
UCL=2.105
1
_
X=-0.000
0
2 2
-1
-2
LCL=-2.105
4
12
16
20
24
Observation
28
32
36
40
Moving Range
3
UCL=2.586
2
__
MR=0.791
LCL=0
12
16
20
24
Observation
28
32
36
40
1. One point more than 3.00 standard deviations from center line.
Failed at points: 25
2. 9 points in a row on same side of center line.
Failed at points: 10, 11
1. One point more than 3.00 standard deviations from center line.
Failed at points: 26
2. 9 points in a row on same side of center line.
Failed at points: 11
10-21
I ndividual Value
UCL=6.52
4
_
X=-0.00
0
-4
5
LCL=-6.52
-8
4
12
16
20
24
Observation
28
32
36
40
Moving Range
UCL=8.02
6
4
__
MR=2.45
2
0
LCL=0
4
12
16
20
24
Observation
28
32
36
40
TEST 1. One point more than 3.00 standard deviations from center line.
Test Failed at points: 26
For response y1, there is not a significant difference between control charts for residuals
from either the full regression model (Figure 10-10, no out-of-control observations) and
the subset regression model (observation 25 is OOC).
For response y2, there is not a significant difference between control charts for residuals
from either the full regression model (Exercise 10-18, observations 7 and 18 are OOC)
and the subset regression model (observations 7 and 18 are OOC).
10-22
0.4
0.3
EWMA
0.2
0.1
__
X=-0.000
0.0
-0.1
-0.2
-0.3
-0.4
-2.7SL=-0.435
4
12
16
20
24
Sample
28
32
36
40
+2.7SL=1.347
EWMA
1.0
0.5
__
X=-0.000
0.0
-0.5
-1.0
-2.7SL=-1.347
-1.5
4
12
16
20
24
Sample
28
32
36
40
The EWMA control chart for residuals from the response y1 subset model has no out-ofcontrol signals. However the chart for y2 residuals still indicates a problem beginning
near observation 20. A potential advantage to using the EWMA control chart for
residuals from a regression model is the quicker detection of small shifts in the process.
10-23
PC1
0.594
0.607
0.286
0.444
PC2
-0.334
-0.330
0.794
0.387
PC3
0.257
0.083
0.534
-0.801
PC4
0.685
-0.718
-0.061
0.104
Ex10-21z2
-0.60340
0.49153
0.64094
1.46958
0.87917
-2.29514
1.67046
-0.36089
0.56081
-0.31493
0.50471
-0.09129
-0.42176
-0.08767
1.47259
-0.94763
0.13529
-1.30494
-0.21893
-1.17849
Ex10-21z3
0.02496
1.23823
-0.20787
0.03929
0.12420
0.62545
-0.58815
1.82157
0.23100
0.33164
0.17976
-1.11787
-1.19166
-0.19592
0.01299
-1.31445
-0.11243
0.32286
0.64480
-0.86838
10-24
2
0
Ex10-21z1
-2
2
Ex10-21z2
-2
1.9
0.7
Ex10-21z3
-0.5
-2
-0.5
0.7
1.9
(c) Note: Principal component scores for new observations were calculated in Excel.
See Excel : workbook Chap10.xls : worksheet Ex10-21.
Graph > Matrix Plot > Matrix of Plots with Groups
Matrix Plot of Ex10-21z1all, Ex10-21z2all, Ex10-21z3all
Principal Component Scores
-3.0
-0.5
2.0
Ex10-21Obs
New
Original
4
Ex10-21z1all
0
-4
2.0
-0.5
Ex10-21z2all
-3.0
2
Ex10-21z3all
0
-2
-4
-2
Although a few new points are within area defined by the original points, the majority of
new observations are clearly different from the original observations.
10-25
PC1
-0.406
0.074
-0.465
0.022
-0.436
-0.163
-0.425
-0.120
0.448
PC2
0.204
-0.267
0.050
0.409
-0.372
0.579
-0.407
0.145
-0.238
PC3
-0.357
0.662
-0.000
0.575
0.089
0.108
0.175
0.202
-0.115
PC4
-0.261
-0.199
0.156
-0.200
0.048
0.032
-0.014
0.874
0.247
0.6129
0.068
0.912
PC5
0.068
0.508
0.525
-0.431
-0.277
0.332
-0.127
-0.123
0.240
0.3121
0.035
0.947
PC6
-0.513
-0.380
0.232
0.135
0.262
0.419
0.193
-0.368
0.323
0.2542
0.028
0.975
PC7
0.322
0.166
-0.602
-0.162
0.262
0.529
0.188
0.089
0.297
0.1973
0.022
0.997
PC8
0.467
-0.006
0.256
0.471
0.152
-0.244
-0.105
0.021
0.632
0.0287
0.003
1.000
PC9
0.090
-0.124
-0.018
0.099
-0.651
-0.022
0.723
0.035
0.133
(b)
72.7% of the variability is explained by the first 3 principal components.
(c)
Graph > Matrix Plot > Simple Matrix of Plots
3
0
Ex10-22z1
-3
3
Ex10-22z2
-3
2
0
Ex10-22z3
-2
-3
-2
10-26
Ex10-22Obs
First
Last
0
Ex10-22z1all
-3
4
Ex10-22z2all
-4
2
0
Ex10-22z3all
-2
-3
-2
Several points lie outside the area defined by the first 30 observations, indicating that the
process is not in control.
10-27