I have to design a control chart based on an article of samples with size 500 each (generated from random observations with mean=0 and std=1). My main issue is that I'm unable to obtain the desired ARL out of control for different mean shifts (0.2,0.4,0.6,0.8...) because my standard deviation is so small (about 0.003). My out of control ARL for a 0.2 mean shift is 1 instead of about 180 in the article. I designed both an I-MR, xbar-R and also xbar-S for the same samples but the outcome is the same. Can someone give me a hint of what could probably be wrong in my design please? thanks

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