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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