Using ranges to estimate variability

摘要

Sample ranges are often used to estimate the variance and standard deviation of a normally distributed random variable in many statistical quality control applications. A brief review of two estimators of variability based on the sample range is given and a new estimator proposed. Also discussed is the use of moving ranges when subgroups are of size 1, and note that, in general, using moving ranges of span exceeding 2 is not desirable. A review of a generalization of the moving range is given useful in multivariate quality control. (24 refs.)