The EWMA sign chart revisited: performance and alternatives without and with ties

An EWMA sign chart for dispersion with exact run length properties

“…In particular, they showed that this transformation not only improves significantly the chart's RL properties but it also enables practitioners to optimize the chart's parameters in order to achieve in-control ARL value exactly equal to the desired one (say 370.4). Recently, many authors used this method for the design of several nonparametric EWMA control charts and they proved the superiority of the "continuousify" method (see [33], [34]). As a consequence, motivated by these results in the related literature, we will use this technique for the design of our proposed chart (to be denoted as the D-SN-C EWMA chart).…”

“…of the Normal (ψ, h) distribution, respectively, where h > 0 is the "continuousified" parameter and it is a value to be fixed. For more details regarding the definition or similar applications of the "continuousify"method the reader is refereed to [33], [34]. For our proposed "continuousified" two-sided Sign EWMA chart for dispersion instead of using SD t , a new continuous statistic will be used, denoted as SD * t .…”