Autocorrelation and tolerance limits
Tolerance limits are limits that include a specified proportion of the population at a given confidence level. They are used to make sure that the production will not be outside specifications. Tolerance limits are either designed based on the normality assumption, or nonparametric tolerance limits are established. In either case, no provision for autocorrelated processes is made in the available design tables of tolerance limits. It is shown how to construct tolerance limits to cover a specified proportion of the population when autocorrelation is present in the process. A comparison of four different tolerance limits is provided, and recommendations are given for choosing the "best" estimator of the process variability for the construction of tolerance limits.
tolerance limits ewma control chart correlation moment estimator