2007
DOI: 10.1080/07474940701404823
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Accurate ARL Calculation for EWMA Control Charts Monitoring Normal Mean and Variance Simultaneously

Abstract: Exponentially weighted moving average (EWMA) control charts designed for monitoring the variance or the mean and the variance of a normally distributed variable are either based on the log transformation of the sample variance S 2 or provide only rough average run length (ARL) results. Gan (1995), as the most prominent example for the simultaneous case, calculated ARL values precisely for X-ln S 2 EWMA schemes. The results in Knoth and Schmid (2002) for X-S 2 ones are less accurate than the former one. The rea… Show more

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Cited by 40 publications
(19 citation statements)
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“…Average run length (ARL) is used to evaluate the performance of any control chart scheme . The ARL measure for the chart performance is studied by many authors including . The MDS sampling scheme has been utilized in the SPC by many authors including Ahmad et al, Aslam et al, Azam et al, Khan et al, and Knoth …”
Section: Introductionmentioning
confidence: 99%
“…Average run length (ARL) is used to evaluate the performance of any control chart scheme . The ARL measure for the chart performance is studied by many authors including . The MDS sampling scheme has been utilized in the SPC by many authors including Ahmad et al, Aslam et al, Azam et al, Khan et al, and Knoth …”
Section: Introductionmentioning
confidence: 99%
“… To achieve this, the collocation method proposed by Knoth [23][24] is used to compute the ARL for a fixed control limit of the chart. Details can be found in the Appendix.…”
Section:  mentioning
confidence: 99%
“…Chen et al suggested an MaxEWMA control chart by combining the plotting statistics of the two EWMA control charts—one to detect the process mean and the other to detect changes in the process dispersion. Knoth used the collocation approach to obtain the accurate ARL values of trueX¯S2 EWMA control charts. Sheu et al developed an extended maximum generally weighted moving average (MaxGWMA) control chart to concurrently detect both increases and decreases in the process mean and variability of a process.…”
Section: Introductionmentioning
confidence: 99%