Walter Shewhart’s average and range chart had been around for more than a decade when, in 1941, W. J. Jennett came up with the chart for individual values and moving ranges (an XmR chart). The XmR is built on the same foundation as the average and range chart, but it involves two unique ideas. First, it works directly with the original data rather than averages; second, it uses the successive differences to compute the limits. These unique aspects of an XmR chart have caused more than one statistician to ask, “Can it really be that simple?”

When confronted with the simplicity created by the two unique aspects of the XmR chart, various statisticians have come up with three erroneous caveats regarding the chart.¹ The first of these is, “The XmR chart requires normally distributed data.” The second is, “The XmR chart will result in too many false alarms.” And the third is, “The XmR chart will miss signals of a process change.” The contradictory nature of the last two reveals the lack of any real theoretical basis for any of these caveats.

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