MDEWMA chart: an efficient and robust alternative to monitor process dispersion

Abstract

Control chart is the most important statistical process control tool used to monitor changes in process location and dispersion. In this study, an EWMA control chart is proposed for efficient and robust monitoring of process dispersion. The proposed chart, namely the MDEWMA chart, is based on estimating the process standard deviation (σ ) using the mean absolute deviations (MD), taken from the sample median. The performance of the proposed chart has been compared with the EWMASR chart (a dispersion EWMA chart based on sample range) and MD chart (a Shewhart-type dispersion chart based on MD), under the existence and violation of normality assumption. It has been observed that the proposed MDEWMA chart is more efficient and robust when compared with both EWMASR and MD charts in terms of run length (RL) characteristics such as average RL, median RL and standard deviation of the RL distribution.

Dispersion chart for some popular distributions under repetitive sampling

“…In this section, we will compare the performance of the proposed control chart with (Abbasi & Miller, 2013).…”

“…An alternative measure that is more reliable and acceptable is the median of the run length distribution (MDRL) (Abbasi & Miller, 2013;Maravelakis et al, 2005). Usually the standard deviation of the run length distribution (SDRL) is estimated whenever the average run length is calculated (Abbasi & Miller, 2013;Maravelakis et al, 2005). In this article we used these three measures i.e.…”

“…Generate 1,000 such subgroups. Any of the sample size can be used but we used the same values as suggested by Abbasi and Miller (2013) in order to maintain similarity for the purpose of comparison.…”

“…F. Gan, 1993;Woodall, 1983) as it produces the misleading results when the run length distribution is skewed or if it follows a non-normal distribution or the form of the distribution is unknown. An alternative measure that is more reliable and acceptable is the median of the run length distribution (MDRL) (Abbasi & Miller, 2013;Maravelakis et al, 2005). Usually the standard deviation of the run length distribution (SDRL) is estimated whenever the average run length is calculated (Abbasi & Miller, 2013;Maravelakis et al, 2005).…”

On Auxiliary Information Based Improved EWMA Median Control Charts

“…Many researchers studied EWMA control charts for variance, e.g. [12][13][14][15][16][17][18][19][20][21][22][23].…”