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 |
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Stellenbosch University
2012
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| 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 |
| _version_ | 1848878403684401152 |
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| author | Chin, W.S. Khoo, M.B.C. |
| author_facet | Chin, W.S. Khoo, M.B.C. |
| author_sort | Chin, W.S. |
| building | USM Institutional Repository |
| collection | Online Access |
| description | 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. |
| first_indexed | 2025-11-15T17:30:47Z |
| format | Article |
| id | usm-38208 |
| institution | Universiti Sains Malaysia |
| institution_category | Local University |
| language | English |
| last_indexed | 2025-11-15T17:30:47Z |
| publishDate | 2012 |
| publisher | Stellenbosch University |
| recordtype | eprints |
| repository_type | Digital Repository |
| spelling | usm-382082018-01-04T00:52:55Z http://eprints.usm.my/38208/ A study of the median run length (MRL) performance of the EWMA t chart for the mean Chin, W.S. Khoo, M.B.C. QA1-939 Mathematics 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. Stellenbosch University 2012-11 Article PeerReviewed application/pdf en 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 Chin, W.S. and Khoo, M.B.C. (2012) A study of the median run length (MRL) performance of the EWMA t chart for the mean. South African Journal of Industrial Engineering, 23 (3). pp. 42-55. ISSN 1012-277X http://sajie.journals.ac.za/pub/article/view/510 |
| spellingShingle | QA1-939 Mathematics Chin, W.S. Khoo, M.B.C. A study of the median run length (MRL) performance of the EWMA t chart for the mean |
| title | A study of the median run length (MRL) performance of the EWMA t chart for the mean
|
| title_full | A study of the median run length (MRL) performance of the EWMA t chart for the mean
|
| title_fullStr | A study of the median run length (MRL) performance of the EWMA t chart for the mean
|
| title_full_unstemmed | A study of the median run length (MRL) performance of the EWMA t chart for the mean
|
| title_short | A study of the median run length (MRL) performance of the EWMA t chart for the mean
|
| title_sort | study of the median run length (mrl) performance of the ewma t chart for the mean |
| topic | QA1-939 Mathematics |
| url | http://eprints.usm.my/38208/ 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 |