When control limits are determined from the input data, three methods (referred to as default, MVLUE, and MVGRANGE) are available for estimating .
The default estimate for is

where N is the number of subgroups for which , and is the sample range of the observations , . . . , in the ith 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 N unbiased estimates of . This method is described in the American Society for Testing and Materials (1976).
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 N unbiased estimates of of the form , and it is computed as

where

A subgroup range is included in the calculation only if , and N 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.
If you specify SMETHOD=MVGRANGE, is estimated by using a moving range of subgroup averages. This is appropriate for constructing control charts for means when the jth measurement in the ith subgroup can be modeled as , where is the betweensubgroup variance, is the withinsubgroup variance, the are independent with zero mean and unit variance, and the are independent of the .
The estimate for is

where is the average of the moving ranges, n is the number of consecutive subgroup averages used to compute each moving range, and the unbiasing factor is defined so that if the subgroup averages are normally distributed, the expected value of is

This method is appropriate for constructing the threeway control chart that is advocated for this situation by Wheeler (1995). A threeway control chart is useful when sampling, or withingroup variation is not the only source of variation, as discussed in Multiple Components of Variation. A threeway control chart comprises a chart of subgroup means, a moving range chart of the subgroup means, and a chart of subgroup ranges. When you specify the SMETHOD=MVGRANGE option, the XRCHART statement produces the appropriate charts of subgroup means and subgroup ranges.