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Posted 04-17-2018 04:10 PM
(1450 views)

In proc rareevents the control limits by default are alpha=0.005, whereas in Shewhart charts by default they are 3 sigma limits. I know the limits in Shewhart procedure can be set up either by alpha or sigma for any chart, but since we tend to use default values, I wonder why proc rareevents default limits are set differently from Shewhart charts? Is it because rareevents procedure is based on two skewed distributions (geometric or exponential) and alpha=0.005 limits can be wider than 3 sigma? Can anyone here help me out? Thanks in advance!

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In the RAREEVENTS procedure you can specify alpha values for the lower and upper probability limits independently. Each defaults to 0.005, for a total probability of 0.01 that a measurement from the (estimated or specified) distribution will fall outside the limits, i.e. the probability of a type I error is 0.01. That is higher than with a standard 3-sigma limits Shewhart chart, so the default RAREEVENTS limits are more sensitive (narrower).

There is nothing magical about the default alpha=0.005 values. Using 0.005 instead of 0.00135 (for example) produces a more sensitive chart at the expense of more false positives.

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Need to double check the answer with SAS support though.

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