February, 2003
© 2000, 2001 Scott S. Emerson, M.D., Ph.D.
I think it makes more sense to use
the best estimate of the variance of an observation when estimating
a sampling distribution. This avoids the possibility of negative
information, but allows the conflicting results described above.
In the
absence of a need to estimate the statistical information, monitoring
on the sample mean or error spending scales would agree exactly (modulo
interpolation to obtain the error spending function).