A study of the median run length (MRL) performance of the EWMA t chart for the mean

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

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Official URL: http://sajie.journals.ac.za/pub/article/view/510

Abstract

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.

Item Type:	Article
Subjects:	Q Science > QA Mathematics > QA1-939 Mathematics
Divisions:	Pusat Pengajian Sains Matematik (School of Mathematical Sciences) > Article
Depositing User:	Mr Noorazilan Noordin
Date Deposited:	04 Jan 2018 00:52
Last Modified:	04 Jan 2018 00:52
URI:	http://eprints.usm.my/id/eprint/38208

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