A REVISED DOUBLE SAMPLING CONTROL CHART

Dradjad Irianto
Department of Industrial Engineering
Bandung Institute of Technology, Indonesia
dradjad@mail.ti.itb.ac.id

Abstract:
Standard Shewhart control chart has been widely used, but it is slow in detecting small shift.
A number of alternatives have been proposed to improve the sensitivity of control chart, for
example by employing warning limits. The double sampling (DS) control chart is aimed at
improving the ability to detect any out-of control condition by observing the second sample
without any interruption. The DS control chart was firstly proposed by Croasdale (1974).
Daudin (1992) proposed DS control chart that utilizes the information from both samples at
the second stage. Irianto and Shinozaki (1998) analyzed both DS procedures, and found that
Daudin’s procedure is better than Croasdale’s.

Instead of minimizing the expected sample size, Irianto and Shinozaki (1998) maximized the
power to detect a small shift of mean value. This optimization produced an out-of-control
limit at the first sample as high as 3.6 standard deviation. In many applications in
manufacturing companies, this high out-of-control limit is meaningless since it has only 0.3
per thousand opportunities of out-of-control condition. This result leads to a revised DS
control chart, by neglecting the decision for out-of-control condition at the first sample. This
implies to a reduction of limits parameter from three into two, which thus it simplifies the
optimization procedure.

Keywords: Double Sampling Control Chart, Optimization, Power of Control Chart, Sample
Size.

1. Introduction

Statistical process control is a well-known method to monitor process variability in order to

control and improve quality of the process. Among the statistical process control tools,
control chart is aimed at monitoring the process. A control chart is designed to identify
variation in process, either as a result of unassignable causes, or as a result of assignable (or
special) causes. In this respect, the standard Shewhart X control chart has been widely used,
especially for detecting large shift. A number of alternatives have been proposed to improve
the sensitivity of control chart for small shift, e.g. by employing warning limits.

Reynolds et al. (1988) proposed a variable sampling interval (VSI) control chart in
accordance to an out-of-control warning or signal. If an out-of-control warning or signal
occurs, next sampling is taken in a shorter sampling interval; otherwise it is reasonable to take
a longer sampling interval. Instead of sampling interval, Costa (1992) proposed a variable
sample size (VSS) control chart in dealing with an out-of-control warning or signal. VSS has
the same idea with VSI. The double sampling procedure (DS) uses the both ideas of VSI and
VSS. In case an out-of-control warning or signal occurs, in addition to the first sample, the
second sample is observed with zero (the shortest) time intervals.

The double sampling (DS) control chart was firstly proposed by Croasdale (1974). In this first
DS control chart, information from the first and second samples is evaluated unconnectedly.
Daudin, Duby and Trecourt (1990) and Daudin (1992) proposed DS control chart that utilizes
the information from both samples at the second stage. Irianto and Shinozaki (1998)
discussed both DS procedures and proposed the advantage of Daudin's DS control chart
compared to Croasdale’s DS control chart. Daudin's DS control chart uses optimization of the
expected sample size for obtaining the control chart parameters. Instead of minimizing the
expected sample size, Irianto and Shinozaki (1998) maximized the power to detect a small
shift of mean value. He at al. (2002), and Costa and Claro (2007) have made further
development of double sampling control chart.

2. The DS Control Chart Procedures

Croasdale’s DS control chart procedure is described as follows (its scheme is exhibited in

Figure 1):
1. Take the first sample of size n1 , X 1i , i = 1,2,L.n1 and the second sample of size n 2 ,
X 2i , i = 1,2,L.n2 from a population with mean value µ 0 and a known standard deviation
σ.
n1
2. Calculate the sample mean X 1 = ∑ X 1i / n1 .
i =1

X 1 − µ0
3. If is in [− M 1 , M 1 ] , the process is considered to be under control, otherwise
σ / n1
n2
observe the second sample and calculate the sample mean X 2 = ∑ X 2i / n 2 .
i =1

X 1 − µ0 X 2 − µ0 X 1 − µ0 X 2 − µ0
4. If < − M 1 and < − M 2 , or if > M 1 and
> M 2 , then
σ / n1 σ / n2 σ / n1 σ / n2
the process is considered to be out-of-control, otherwise the process is considered to be
under control.

For a shift from the mean value δ = ( µ 0 − µ ) / σ , the probability that the process is monitored
as under control is given as follows:
P = Φ[ M 1 + δ n1 ] − Φ[− M 1 + δ n1 ]
+ {1 − Φ[ M 1 + δ n1 ]} Φ[ M 2 + δ n 2 ] + Φ[− M 1 + δ n1 ] ⋅ {1 − Φ[− M 2 + δ n 2 ]} (1)

where, Φ (⋅) is the cumulative distribution function of standard normal distribution

respectively. We assume the characteristic of output of process follows a normal distribution
N ( µ , σ 2 ) . The average run length is ARL = 1 /(1 − P) , and the expected total sample size is
n1 + n 2 ⋅ (1 − P1 ) , where P1 = 1 − Φ[ M 1 + δ n1 ] + Φ[− M 1 + δ n1 ] .

2
 X 1 − µ0 X 2 − µ0
σ / n1 σ / n2

Take second sample Out of control

M1 M2

Under control Under control

0

- M1
-M2
Take second sample
Out of control

(First sample) (Second sample)

Figure 1. Croasdale’s DS control chart procedure.

With Daudin’s DS control chart, the second sample will be observed only if the first sample
is signaling a warning of deviation of the mean value. The procedure is described as follows
(and its scheme is exhibited in Figure 2):
1.Take the first sample of size n1 , X 1i , i = 1,2, L.n1 and the second sample of size n 2 , X 2i ,
i = 1,2,L.n2 from a population with mean value µ 0 and a known standard deviation σ .
n1
2. Calculate the sample mean X 1 = ∑ X 1i / n1 .
i =1

3. If ( X 1 − µ 0 ) /(σ / n1 ) is in I 1 , the process is considered to be under control.

4. If ( X 1 − µ 0 ) /(σ / n1 ) is in I 3 , the process is considered to be out-of-control.
5. If ( X 1 − µ 0 ) /(σ / n1 ) is in I 2 , observe the second sample.
n2
6. Calculate the second sample mean X 2 = ∑ X 2i / n 2 .
i =1

7. Calculate the total sample mean X = ( n1 X 1 + n 2 X 2 ) /( n1 + n 2 ) .

X 1 − µ0 X 1 − µ0 X − µ0
8. If −L< < − L1 or L1 < < L, and if < − L2 or
σ / n1 σ / n1 σ / n1 + n 2
X − µ0
> L2 , then the process is considered to be out-of-control, otherwise the
σ / n1 + n 2
process is considered under control.
Let Z1 = ( X 1 − µ0 ) /(σ / n1 ) and Z = ( X − µ 0 ) /(σ / n1 + n2 ) , then the probabilities that the
process is considered to be under control by the first sample and after observing the second
sample can be formulated as Pa1 = Pr[ Z 1 ∈ I1 ] and Pa 2 = Pr[ Z1 ∈ I 2 and Z ∈ I 4 ] respectively,
and the probability that process under control is Pa = Pa1 + Pa 2 .

X1 − µ0 X − µ0
σ / n1 σ / n1 + n 2

Out of control ( I 3 )
L Out of control
Take second
sample ( I 2 ) L2
L1

Under Under
0
control ( I 1 ) control ( I 4 )
- L1
Take second
sample ( I 2 ) - L2
-L
Out of control
Out of control ( I 3 )

(First sample) (Second sample)

Figure 2. The Daudin’s DS control chart procedure.

For a shift from the mean value δ = ( µ0 − µ ) / σ , the probability that the process is considered
to be under control becomes:
Pa = Φ[ L1 + δ n1 ] − Φ[− L1 + δ n1 ]
+ ∫ {Φ[cL 2 + rcδ − z n1 n2 ] − Φ[−cL2 + rcδ − z n1 n2 ]}φ ( z )dz (2)
z∈I 2*

where, φ (⋅) and Φ (⋅) are the density and cumulative distribution functions of standard
normal distribution respectively, r = n1 + n 2 , c = r / n2 and
I2* = [− L + δ n1 ,− L1 + δ n1 ) U ( L1 + δ n1 , L + δ n1 ] . The average run length is ARL = 1 / (1 − Pa ) ,
and the expected total sample size is n1 + n2 ⋅ Pr[Z1 ∈ I2 ] .

Irianto and Shinozaki (1998) discussed both DS control chart procedures and proposed the
advantage of Daudin's DS control chart compared to Croasdale’s DS control chart.

3. Estimating Control Chart Parameters

There are five parameters required to specify the Daudin’s DS control charts, i.e. L1 , L2 , L ,
n1 and n2 . Daudin et al. (1990) suggested an optimization procedure as follows :
Min n1 + n2 ⋅ Pr[ X 1 ∈ I 2 | µ = µ 0 ] (3)
n 1 , n 2 , L, L1 , L 2

Subject to:
4
(i) Pr[Out of Control | µ = µ0 ] = α , that is
1 − {Φ[ L1 ] − Φ[− L1 ]} − ∫ {Φ[cL
z∈I 2
2 − z n1 n2 ] − Φ[−cL2 − z n1 n2 ]}φ ( z )dz = α .

(ii) Pr[Out of control | µ = µ1 ] = β (for a given intended shift δ = µ1 − µ0 ), that is

1 − {Φ[ L1 + δ n1 ] − Φ[− L1 + δ n1 ]}
− ∫ {Φ[cL 2 + rcδ − z n1 n2 ] − Φ[−cL2 + rcδ − z n1 n2 ]}φ ( z )dz = β .
z∈I 2*

To find the solution, Daudin et al. (1990) proposed an algorithm as follows :

(i) Determine n1 and n2 .
(ii) For a given value of L , both constraints are used to determine the values of L1 and L2 .
(iii) Find the optimal composition of L1 , L2 and L that minimize the objective function for
all possible pairs of ( n1 , n2 ).

This optimization procedure for minimizing sample size is mainly motivated by minimizing
the inspection cost. Differently, Irianto and Shinozaki (1998) considered the power o
capability of control chart in detecting deviation of the process' mean. Therefore the
motivation is to minimize risk of not knowing that the process mean has deviated while
setting sample sizes n1 and n2 so that the expected total sample size is fixed. The
optimization is formulated as follows:
Max 1 − {Φ[ L1 + δ n1 ] − Φ[− L1 + δ n1 ]}
L,L1 ,L 2

− ∫ {Φ[cL 2 + rcδ − z n1 n2 ] − Φ[−cL2 + rcδ − z n1 n2 ]}φ ( z )dz . (4)

z∈I 2*

Subject to:
(i) E[total sample size | µ = µ 0 ] = n, that is
n1 + n2 ⋅ Pr[ Z 1 ∈ I 2 | µ = µ 0 ] = n ⇔ L = Φ −1 [n −n1
2 n2 ]
+ Φ[ L1 ] .
(ii) Pr[Out of Control | µ = µ0 ] = α , that is
1 − {Φ[ L1 ] − Φ[− L1 ]} − ∫ {Φ[cL 2 − n1 n2 z ] − Φ[−cL2 − n1 n2 z ]}φ ( z )dz = α
z∈I 2*

From the first constraint, L can be expressed in terms of L1 , which then it reduces the
number of parameter. Since the left hand side of the second constraint is an increasing
function of L2 , then L2 can be uniquely determined for fixed L1 and L . Since
Φ( L1 ) = Φ ( L) − (n − n1 ) /(2n2 ) and (1 − α / 2) ≤ Φ( L) ≤ 1 , then
−1
[ n−n1
] −1 n − n
[ ]
Φ 1 − 2 n2 − α2 ≤ L1 ≤ Φ 1 − 2 n21 . This range of L1 is quite small if α is small.

4. Numerical Results

Usually, standard Shewhart chart is used as the basis for comparison. The power Pa =Pr[Out
of Control | µ = µ1 ] and the average run length (ARL) of the standard Shewhart X control
chart (for n=5 and L=3) is shown in Table 1. The power Pa =Pr[Out of Control | µ = µ 1 ] of DS
control chart (Irianto and Shinozaki, 1998) for some shift are presented in Table 2, where α is
set at 0.0027 and sample sizes n1 = n2 =4 and n =5.
 Table 1. ARL and Pa of Shewhart X Chart (for n =5 and L=3)
Shift δ = µ1 − µ0 Pa ARL
0 0.0027 370.4
0.5 0.0064 155.2
1 0.0228 43.9

Table 2. Pa of Daudin’s DS Chart (for n1 = n2 =4 and n =5)

Limits Power at δ = µ1 − µ0
L1 L L2 0.0 0.2 0.4 0.5 0.6 0.8 1
1.15 3.8014 2.9924 0.0027 0.0076 0.0303 0.055 0.094 0.2253 0.4229

Clearly, the numerical result of the DS control chart gives better performance shown by
higher power. Accordingly, the out of control signal occurs in a shorter interval than the
standard Shewhart X control chart, thus further adjustment or improvement action can be
performed sooner. However, it should be noted that the average sample size increases as the
shift of process mean gets larger.

5. Revised DS Control Chart

Table 3 shows some control limits of DS control charts for some pairs of n1 and n2 but still
give an expected sampling number n=5.

Table 3. Pa DS control chart for some pairs of sample sizes.

Power
Sample size L1 L L2
δ = 0.5 δ = 1.0
n1 =4 0.673 3.3057 3.0720 0.0357 0.2766
n2 =2 0.674 3.6057 3.0149 0.0375 0.2882
n =5 0.6744 ∞ 2.9999 0.0379 0.2910
n1 =4 0.966 3.3854 3.0557 0.0440 0.3459
n2 =3 0.967 3.7058 3.0087 0.0461 0.3577
n =5 0.9674 ∞ 2.9961 0.0467 0.3606
n1 =4 1.280 3.4575 3.0135 0.0611 0.4662
n2 =5 1.281 3.7271 2.9754 0.0637 0.4762
n =5 1.2815 ∞ 2.9593 0.0647 0.4801
n1 =4 1.381 3.4261 2.9966 0.0683 0.5069
n2 =6 1.382 3.6110 2.9590 0.0711 0.5158
n =5 1.3829 ∞ 2.9292 0.0733 0.5225

This result shows that maximizing power leads to higher value of L1 with lower value of L2 .
Based on the first constraint, the higher value of L1 is related to higher value of L, which is
limited to L = ∞ . In this case, L is too big and thus it is no longer necessary. As a result, the
DS control chart can be simplified eliminating L, and its scheme is shown in Figure 3.
6
 X1 − µ0 X − µ0
σ / n1 σ / n1 + n 2

Take second
Out of control
sample ( I 2 )
L1
L2
Under Under
0
control ( I 1 ) control ( I 4 )
- L1 - L2
Take second
sample ( I 2 ) Out of control

(First sample) (Second sample)

Figure 3. Revised DS control chart.

Procedure for the revised DS control chart is as follows:

1. Take the first sample of size n1 , X 1i , i = 1,2, L.n1 and the second sample of size n 2 ,
X 2i , i = 1,2,L.n2 from a population with mean value µ 0 and a known standard deviation
σ.
n1
2. Calculate the sample mean X 1 = ∑ X 1i / n1 .
i =1

3. If ( X 1 − µ 0 ) /(σ / n1 ) is in I 1 , the process is considered to be under control.

4. If ( X 1 − µ 0 ) /(σ / n1 ) is in I 2 , observe the second sample.
n2
5. Calculate the second sample mean X 2 = ∑ X 2i / n 2 .
i =1

6. Calculate the total sample mean X = (n1 X 1 + n 2 X 2 ) /(n1 + n 2 ) .

− − − −
X 1 − µ0 X 1 − µ0 X 1 − µ0 X 1 − µ0
7. If < − L1 or L1 < , and if < − L2 or > L2 , then
σ / n1 σ / n1 σ / n1 + n2 σ / n1 + n2
the process is considered to be out-of-control, otherwise the process is considered under
control.

Accordingly the optimization of power can be formulated as follows:

Max 1 − Φ[[ L1 + δ n1 ] + Φ[− L1 + δ n1 ]
L1 , L 2

− {1 − Φ[ L1 + δ n1 ] + Φ[− L1 + δ n1 ]}.{Φ[ L2 + δ n1 + n2 ] − Φ[− L2 + δ n1 + n2 ]} (5)

Subject to:
(i) E[total sample size | µ = µ0 ] = n, and then
n1 + n2 ⋅ Pr[ Z 1 ∈ I 2 | µ = µ 0 ] = n ⇔ n1 + n2 .{1 − Φ[ L1 ] + Φ[− L1 ]} = n .
(ii) Pr[Out of Control | µ = µ 0 ] = α , and then
 {1 − Φ[ L1 ] + Φ[− L1 ]}.{1 − Φ[ L2 ] + Φ[− L2 ]} = α .

It is clear that by defining the sample size n1 , n2 and n, control limit L1 can be found from
the first constraint and thus L2 can be found from the second constraint. Table 4 shows some
control limits of DS control charts for some pairs of n1 and n2 but still give an expected
sampling number n=5.

Based on numerical example in Table 3 and Table 4, the revised DS control chart provides
higher value of power for deviation δ = µ1 − µ0 of half and one process standard deviation.
This result means that the revised DS control chart has higher capability in detecting shift in
case there is a deviation δ = µ1 − µ0 from the designed process mean.

Table 4. Pa of revised DS control chart for some pairs of sample sizes.

Power δ = µ1 − µ0
Sample size L1 L2
δ = 0.5 δ = 1.0
n1 =4
0.672 2.7832 0.040270 0.336669
0.673 2.7827 0.040280 0.336770
n2 =2
0.674 2.7823 0.040281 0.336828
n =5
0.6744 2.7821 0.040286 0.336879
n1 =4
0.965 2.6491 0.049780 0.424442
0.966 2.6486 0.049783 0.424494
n2 =3
0.967 2.6481 0.049785 0.424545
n =5
0.9674 2.6478 0.049775 0.424579
n1 =4
1.279 2.4718 0.066476 0.536531
1.280 2.4712 0.066471 0.536484
n2 =5
1.281 2.4706 0.066461 0.536421
n =5
1.2815 2.4703 0.066460 0.536399
n1 =4
1.380 2.4063 0.073804 0.567977
1.381 2.4057 0.073788 0.567860
n2 =6
1.382 2.4050 0.073777 0.567753
n =5
1.3829 2.4043 0.073766 0.567647

6. Discussion

In the economic design of control charts, there are three categories of costs (Montgomery,
2002), i.e. costs for sampling and sample inspection, costs for investigating out-of-control
signal and correcting the deviation, and costs of producing non-conforming products.
Accordingly, there are three motivations in designing a control chart and in estimating of
control chart parameter, i.e. (i) minimizing cost for inspection, (ii) maximizing capability or
probability to detect out-of-control signal, and (iii) minimizing customer risk. Minimizing
cost for inspection will lead to minimize the sample size (in single sampling) or to minimize
the expected number of sample (in double sampling). This motivation was used by Daudin
(1992) in order to estimate control limits as in equation (3).

8
Quick and accurate detection of mean shift is the main reason for the second motivation (He
et al. 2002). Instead of using the first motivation, Irianto and Shinozaki (1998) used
maximizing capability or probability to detect out-of-control signal of mean shift, as in
equation (4), while keeping the estimate of sample size equal to 5 as commonly used. This
paper estimates the parameter of DS control chart also by maximizing the power of control
chart as in equation (5). Since power (often states in term of 1 − β ) measures the capability of
correctly detecting that the process is out-of-control, maximizing power will also minimize
risk at the customer because β also denotes the probability of delivering poor quality of
product or allowing a process operating under deviation of process mean.

7. Conclusion

Despite of the advantage of giving higher capability in detecting out-of-control signal of mean
shift, the DS procedure needs a complicated calculation. Efficiency of the calculation is
improved by changing the optimization problem (3) and (4) into (5). Since the value of L1 is
limited by the first constraint, numerical calculation in the optimization procedure is much
less complicated.

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