When in-control process parameters are estimated, this can have a substantial effect on the control chart performance. In particular, it may lead to high false alarm rates for a large number of practitioners. In recent literature, control limit adjustments have been proposed for Shewhart, CUSUM and EWMA control charts in order to provide a specified in-control performance with a specified high probability. In this paper, we compare the out-of-control performance of these adjusted Shewhart, CUSUM and EWMA control charts for sustained shifts in the process mean. We find that the CUSUM control chart has faster detection of sustained shifts compared to both the EWMA and Shewhart control charts. This finding generalizes to almost all shift sizes and estimation errors considered in this paper. The performance of the EWMA is not far worse than that of the CUSUM, but the Shewhart control chart is much slower in detecting sustained shifts in the mean compared to these other two charts.

估计控制中过程参数时，这可能会对控制图性能产生重大影响。特别是，它可能导致大量从业人员高误报率。在最近的文献中，已经提出了针对Shewhart，CUSUM和EWMA控制图的控制极限调整，以便以指定的高概率提供指定的控制内性能。在本文中，我们比较了这些调整后的Shewhart，CUSUM和EWMA控制图的失控性能，以求过程平均值的持续变化。我们发现，与EWMA和Shewhart控制图相比，CUSUM控制图具有更快的持续换档检测能力。这一发现普遍适用于本文所考虑的几乎所有移位大小和估计误差。