Design and analysis of control charts for standard deviation with estimated parameters

This paper concerns the design and analysis of the standard deviation control chart with estimated limits. We consider an extensive range of statistics to estimate the in-control standard deviation (Phase I) and design the control chart for real-time process monitoring (Phase II) by determining the factors for the control limits. The Phase II performance of the design schemes is assessed when the Phase I data are uncontaminated and normally distributed as well as when the Phase I data are contaminated. We propose a robust estimation method based on the mean absolute deviation from the median supplemented with a simple screening method. It turns out that this approach is efficient under normality and performs substantially better than the traditional estimators and several robust proposals when contaminations are present.