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Tests for Special Causes

Interpreting Standard Tests for Special Causes

Nelson (1984, 1985) makes the following comments concerning the interpretation of the tests:

Nelson (1985) also comments that "the probabilities quoted for getting false signals should not be considered to be very accurate" since the probabilities are based on assumptions of normality and independence that may not be satisfied. Consequently, he recommends that the tests "should be viewed as simply practical rules for action rather than tests having specific probabilities associated with them." Nelson cautions that "it is possible, though unlikely, for a process to be out of control yet not show any signals from these eight tests."

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