Compute the constant \(d_2\), the expected value of the relative range \(W = R / \sigma\) for a sample of size \(n\) drawn from a normal distribution, where \(R\) is the sample range and \(\sigma\) is the process standard deviation.
Details
Under normality, \(W\) has the studentized range distribution with infinite
denominator degrees of freedom. Its expectation is the integral of the
survival function, \(E[W] = \int_0^\infty \{1 - F_W(w)\} dw\), which is
evaluated numerically using ptukey with infinite
degrees of freedom.
References
Montgomery, D. C. (2009). Introduction to Statistical Quality Control, 6th ed. Wiley.
Barbosa, E. P., Gneri, M. A. and Meneguetti, A. (2013). Range control charts revisited: Simpler Tippett-like formulae, its practical implementation, and the study of false alarm. Communications in Statistics - Simulation and Computation, 42(2), 247–262. doi:10.1080/03610918.2011.639967 .
See also
d3, c4, table.const