On moving average control charts and their conditional average run lengths

Moving average control charts have been presented in the Quality Control literature in the past 75 years; however, their conditional average run lengths have not been obtained. The objective of this article is to derive the autocorrelation function between two moving averages, and then make application of the bivariate normal distribution to compute the conditional type II error probability at the future time, t +1, given that a manufacturing process is in statistical control at the present time t. Our Tables 3 through 8 show that the values of Shewhart's average run length and the corresponding conditional first-order moving average run lengths are almost the same after one standard deviation shift from the target of a normal process mean. Our conclusion section 6 describes that the comparisons of the two average run lengths are not on a valid statistical basis.