October 2004

Some Comments on Control Charts with Large Subgroup Sizes

by Keith M. Bower

Six Sigma practitioners, especially those in the service quality/transactional arena, may
encounter large volumes of data available for analysis. Large subgroup sizes present a
relatively new challenge in the history of control chart usage. This article discusses the
implications of large subgroup sizes for the control charts frequently used in Six Sigma
projects and provides some general advice for practitioners.

Overview of frequently used control charts

An integral part of the DMAIC (Define, Measure, Analyze, Improve, Control)

methodology is process monitoring via control charts. These charts (Xbar-R, I-MR, etc.)
date from the pioneering work of Walter Shewhart. With continuous data, four or five
observations, a “small” subgroup size, would be sampled from the process. A statistic
such as the mean or range would then be computed from the sample and plotted on a
control chart.

A Shewhart chart model

The X-bar chart serves as a specific illustration of the general form of a Shewhart chart.
Consider a mathematical model with the response Y, composed of some constant mean,
1, plus an error component, :

(1) Y = 1 +

Next, consider the process to have shifted by an amount, , to a new process mean, 2,
where:

(2) 2 = 1 +

The new model takes the form:

(3) Y’ = ( 1 + ) + , or equivalently
(4) Y’ = 2 +

Larger subgroup sizes can be shown to result in a higher probability of correctly detecting
a change in the mean (a shift from 1 to 2). This is merely a feature of the increased
sensitivity obtained when looking at the mean of a group of observations as opposed to
looking at, say, one data point.

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For “large” shifts in a process, a value of the order of 1.5 standard deviations or more,
the mean from a sample of four or five observations will have a very good chance of
falling outside the control chart limits (i.e., 3 ˆ / n ). Incidentally, this does not depend
upon an assumption of having sampled from a Normal distribution.

Sensitivity to changes

A chart with a large subgroup size will be not only very sensitive to large shifts in the
process mean, but also sensitive to much smaller shifts. That is, may be very small
indeed, yet it will be detected with a high probability.

As noted by Wadsworth, Stephens, and Godfrey:

[M]any applications may not require great sensitivity in the detection of small
shifts as they may occur from day to day. Hence, using larger subgroups “just to
be sure!” may actually be counterproductive when too much time is spent
checking the process for unimportant changes signaled by an oversensitive chart.1

A pertinent question is, what is the practical impact on our interpretation of control charts
when large sample sizes are employed?

Data collection in the modern age

With the advent of new technology, it is frequently possible to obtain very large numbers
of observations from a process, as in the case of call centers receiving inbound telephone
calls from customers. The manner in which these data are obtained for analysis may be as
straightforward as simply querying a database where massive data sets are automatically
updated. As such, one hour may be an entirely reasonable period in which data would be
collected, and the resulting subgroup size may be extremely large.

It does not make sense to remove observations solely to fit the scheme of creating a chart
that would be sensitive to large shifts in a process characteristic. However, one finds in
practice that arbitrary “data destruction” schemes are employed in many Six Sigma
projects.

A key consideration at this point is to note that by monitoring, say, the mean of a large
sample, we are by the very construction of the chart looking solely at a measure of central
tendency. If our concern is to isolate “unusual” observations such as long cycle times, it
would be more appropriate to look at the individual values themselves rather than bury
them in an estimate of the process mean. These data points are typically the raisons d’être
for process monitoring and thereby warrant investigation, not camouflaging.

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Summary

Large subgroup sizes may result in very sensitive Shewhart control charts. In fact, a chart
with a large subgroup size may be sensitive to small and even practically irrelevant
changes in a process characteristic.2

Six Sigma practitioners would be advised against arbitrarily removing data points to
“desensitize” a control chart. They should, however, keep in mind that such a chart would
now be sensitive to much smaller shifts. Moreover, a clear focus as to precisely why a
particular control chart and subgrouping scheme are being used should, of course, be of
paramount concern.

About the author

Keith M. Bower is a statistician and webmaster for www.KeithBower.com, a site devoted

to providing access to online learning materials for quality improvement using statistical
methods. He received a bachelor’s degree in mathematics with economics from
Strathclyde University in Great Britain and a master’s degree in quality management and
productivity from the University of Iowa in Iowa City, USA. He is a member of ASQ and
the Six Sigma Forum.

References
1
Harrison M. Wadsworth, Kenneth S. Stephens, and A. Blanton Godfrey, Modern
Methods for Quality Control and Improvement (New York: John Wiley & Sons, 1986),
223.
2
For a more detailed perspective on the effects of large sample sizes in the use of P-
charts (frequently encountered in the service quality/transactional arena), see Peter A.
Heimann, “Attributes Control Charts with Large Sample Sizes,” Journal of Quality
Technology 28, no. 4 (1996): 451-459.

Bibliography

Montgomery, Douglas C. Introduction to Statistical Quality Control. 5th ed. New Jersey:
John Wiley & Sons, Inc., 2004.

Shewhart, Walter A. Economic Control of Quality of Manufactured Product. New York:

Van Nostrand-Reinhold, 1931.

Copyright © 2004 American Society for Quality. All rights reserved.

www.asq.org/sixsigma