A STUDY OF THE MEDIAN RUN LENGTH (MRL) PERFORMANCE OF THE EWMA t CHART FOR THE MEAN

被引:8
|
作者
Chin, W. S. [1 ]
Khoo, M. B. C. [1 ]
机构
[1] Univ Sains Malaysia, Sch Math Sci, George Town, Malaysia
关键词
AUTOCORRELATED PROCESSES; OPTIMAL-DESIGN; CUSUM; PARAMETER; SHEWHART;
D O I
10.7166/23-3-510
中图分类号
T [工业技术];
学科分类号
08 ;
摘要
The exponentially weighted moving average (EWMA) (X) over bar chart is effective in detecting small shifts. However, the EWMA (X) over bar 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) over bar and optimal EWMA t charts are compared.
引用
收藏
页码:42 / 55
页数:14
相关论文
共 50 条
  • [1] Optimal design of the adaptive EWMA chart for the mean based on median run length and expected median run length
    Tang, Anan
    Castagliola, Philippe
    Sun, Jinsheng
    Hu, Xuelong
    QUALITY TECHNOLOGY AND QUANTITATIVE MANAGEMENT, 2019, 16 (04): : 439 - 458
  • [2] The Expected Average Run Length of the EWMA Median Chart with Estimated Process Parameters
    Woon, You Huay
    Chong, Michael Khoo Boon
    Lin, Chong Zhi
    Lin, Teoh Wei
    AUSTRIAN JOURNAL OF STATISTICS, 2020, 49 (03) : 19 - 24
  • [3] A study on average run length of fuzzy EWMA control chart
    Muhammad Zahir Khan
    Muhammad Farid Khan
    Muhammad Aslam
    Abdur Razzaque Mughal
    Soft Computing, 2022, 26 : 9117 - 9124
  • [4] A study on average run length of fuzzy EWMA control chart
    Khan, Muhammad Zahir
    Khan, Muhammad Farid
    Aslam, Muhammad
    Mughal, Abdur Razzaque
    SOFT COMPUTING, 2022, 26 (18) : 9117 - 9124
  • [5] An adaptive EWMA median chart for monitoring the process mean
    Teng, Huang
    Hu, Xuelong
    Tang, Anan
    Shu, Wu
    Min, Zhao
    PROCEEDINGS OF THE 2019 31ST CHINESE CONTROL AND DECISION CONFERENCE (CCDC 2019), 2019, : 3817 - 3821
  • [6] Percentiles of the run-length distribution of the Exponentially Weighted Moving Average (EWMA) median chart
    Tan, K. L.
    Chong, Z. L.
    Khoo, M. B. C.
    Teoh, W. L.
    Teh, S. Y.
    1ST INTERNATIONAL CONFERENCE ON APPLIED & INDUSTRIAL MATHEMATICS AND STATISTICS 2017 (ICOAIMS 2017), 2017, 890
  • [7] Optimal design of the synthetic chart for the process mean based on median run length
    Khoo, Michael B. C.
    Wong, V. H.
    Wu, Zhang
    Castagliola, Philippe
    IIE TRANSACTIONS, 2012, 44 (09) : 765 - 779
  • [8] Guaranteed conditional performance of the median run length based EWMA (X)over-bar chart with unknown process parameters
    Hu, XueLong
    Castagliola, Philippe
    Tang, Anan
    Zhong, Jianlan
    COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION, 2021, 50 (12) : 4280 - 4299
  • [9] Optimal designs of the exponentially weighted moving average (EWMA) median chart for known and estimated parameters based on median run length
    Chong, Z. L.
    Tan, K. L.
    Khoo, Michael B. C.
    Teoh, W. L.
    Castagliola, P.
    COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION, 2022, 51 (07) : 3660 - 3684
  • [10] An EWMA sign chart for dispersion with exact run length properties
    Perdikis, Theodoros
    Psarakis, Stelios
    Castagliola, Philippe
    Giner-Bosch, Vicent
    Maravelakis, Petros E.
    Rakitzis, Athanasios C.
    JOURNAL OF STATISTICAL COMPUTATION AND SIMULATION, 2023, 93 (11) : 1799 - 1829