Methods for Estimating the Standard Deviation

When control limits are determined from the input data, two methods (referred to as default and MVLUE) are available for estimating .

Default Method

The default estimate for is

     

where is the number of subgroups for which , and is the sample range of the observations , . . . , in the th subgroup.

     

A subgroup range is included in the calculation only if . The unbiasing factor is defined so that, if the observations are normally distributed, the expected value of is . Thus, is the unweighted average of unbiased estimates of . This method is described in the American Society for Testing and Materials (1976).

MVLUE Method

If you specify SMETHOD=MVLUE, a minimum variance linear unbiased estimate (MVLUE) is computed for . Refer to Burr (1969, 1976) and Nelson (1989, 1994). The MVLUE is a weighted average of unbiased estimates of of the form , and it is computed as

     

where

     

A subgroup range is included in the calculation only if , and is the number of subgroups for which . The unbiasing factor is defined so that, if the observations are normally distributed, the expected value of is . The MVLUE assigns greater weight to estimates of from subgroups with larger sample sizes, and it is intended for situations where the subgroup sample sizes vary. If the subgroup sample sizes are constant, the MVLUE reduces to the default estimate.