The unknown parameters related to a process are generally estimated by using m samples, which must be selected when the process is believed to be in control. It is also quite common to
assume that the various samples have the same size n. Note that expressions for the case of samples with different sizes can be easily derived from the existing literature (see, for example,Montgomery, 2009, p. 255). It is also common to use simple random sampling without replacement for the problem of selecting the m samples. Note that the problem of selecting the
best sampling design for the selection of the various samples is also a topic which is beyond the scope of this paper.