Paper Info
Title
Guaranteed conditional performance of the median run length based EWMA (X)over-bar chart with unknown process parameters
Abstract
Exponentially weighted moving average (EWMA) type charts are very popular and efficient in monitoring various kind of statistics. Much researches have been done on the EWMA chart with known process parameters. But, in practice, the process parameters used to set the control chart limits are often unknown and they need to be estimated from different Phase I samples. Moreover, because the shape of the run length distribution for the EWMA chart changes with the mean shift, the median run length (MRL) can serve as a good alternative to evaluate the performance of the EWMA chart. In this article, we will investigate the conditional properties of the EWMA chart with unknown process parameters based on the MRL metric. In order to investigate the chart's properties, the average MRL (AMRL) and the standard deviation of MRL (SDMRL) will be used together when the process parameters are unknown. To prevent too many lower in-control MRL values, the adjusted control limits of the MRL based EWMA chart are obtained by using a bootstrap type approach and the results show that the adjusted control limits can give a good tradeoff between the in-control and out-of-control MRL performances.
Year
DOI
Venue
2021
10.1080/03610918.2019.1642485
COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION
Keywords
DocType
Volume
EWMA (X)over-bar chart, Median run length, Estimated parameters, Average median run length, Standard deviation of median run length
Journal
50
Issue
ISSN
Citations 
12
0361-0918
0
PageRank 
References 
Authors
0.34
0
4
Name
Order
Citations
PageRank
XueLong Hu100.68
Philippe Castagliola252961.65
Anan Tang300.34
Jianlan Zhong400.34