A study of the median run length (MRL) performance of the EWMA t chart for the mean
The exponentially weighted moving average (EWMA) X chart is effective in detecting small shifts. However, the EWMA X chart is not robust enough to prevent errors in estimating the process standard deviation or a changing standard deviation. To overcome this problem, Zhang et al. suggested the EWM...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Stellenbosch University
2012
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| Subjects: | |
| Online Access: | http://eprints.usm.my/38208/ http://eprints.usm.my/38208/1/A_STUDY_OF_THE_MEDIAN_RUN_LENGTH_%28MRL%29_PERFORMANCE_OF_THE_EWMA_t_CHART_FOR_THE_MEAN.pdf |
| Summary: | The exponentially weighted moving average (EWMA) X chart is effective in detecting small
shifts. However, the EWMA X chart is not robust enough to prevent errors in estimating the
process standard deviation or a changing standard deviation. To overcome this problem,
Zhang et al. suggested the EWMA t chart in 2009. The existing optimal design of the EWMA t
chart is based on the average run length (ARL) criterion. This paper proposes that the
optimal design of the EWMA t chart be based on the median run length (MRL). The MRL
performances of the optimal EWMA X and optimal EWMA t charts are compared. |
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