Computing Average Run Lengths for the MaxEWMA Chart

The MaxEWMA chart has recently been introduced as an alternative to control charting procedures that are designed to jointly detect changes in the mean and standard deviation of a normally distributed process. Here, a method for computing both in-control and out-of-control average run lengths for pu...

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Bibliographic Details
Published in:	Communications in statistics. Simulation and computation Vol. 33; no. 2; pp. 489 - 503
Main Authors:	Calzada, Maria E., Scariano, Stephen M., Chen, Gemai
Format:	Journal Article
Language:	English
Published:	Colchester Taylor & Francis Group 02-01-2004 Taylor & Francis
Subjects:	62-XX Average run length EWMA chart Exact sciences and technology Experimental design Integral equation Mathematics MaxEWMA chart Numerical analysis Numerical analysis. Scientific computation Numerical methods in probability and statistics Probability and statistics Sciences and techniques of general use Statistics Statistical method Experimental design Gaussian distribution Average Numerical simulation Standard deviation Computing Application Mean estimation Computing method
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Summary:	The MaxEWMA chart has recently been introduced as an alternative to control charting procedures that are designed to jointly detect changes in the mean and standard deviation of a normally distributed process. Here, a method for computing both in-control and out-of-control average run lengths for purposes of effectively designing this chart is offered. Design strategies are considered, numerical results to aid the design effort are given, and examples are discussed.
ISSN:	0361-0918 1532-4141
DOI:	10.1081/SAC-120037248