In this paper we derive the operating characteristic of the control chart for sample means when process standards are unspecified. Under the null hypothesis the distribution of the process is $N(\mu, \sigma^2)$, where $\mu$ and $\sigma$ are fixed but unknown. Under the alternative the process mean is a random variable with a $N(\mu, \theta^2\sigma^2)$ distribution. Exact results are obtained for cases ranging from two samples of size 2 to four samples of 10. Bounds on the operating characteristic are obtained in particular cases ranging from five samples of 5 to 25 samples of 10.