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South African Journal of Industrial Engineering
On-line version ISSN 2224-7890
Print version ISSN 1012-277X
Abstract
THAGA, K.. A control chart for heavy tailed distributions. S. Afr. J. Ind. Eng. [online]. 2009, vol.20, n.2, pp.107-115. ISSN 2224-7890.
Standard control charts with control limits determined by the mean and standard error of the mean are constructed based on the assumption that the distribution of the quality characteristic being monitored follows a normal distribution. However, this assumption is not always valid. It is proposed to use a chart based on computing the control limits using the process mean and the standard error of the least absolute deviation for the case where the process quality characteristics follow a heavy tailed t distribution. Such a control chart is more effective than the normal distribution based chart since it has a low out-of-control average run length for both small and large values of process shift.