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

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.OPSOMMING Die eksponensiaalgeweegde bewegende gemiddelde (EWMA) X -kaart is geskik om klein verskuiwings te bespeur.Die EWMA X -kaart is egter nie robuust genoeg om foute in die beraming van die proses standaardafwyking of 'n veranderende standaardafwyking te voorkom nie.Om die probleem te oorkom het Zhang et al. in 2009 die EWMA t-kaart voorgestel.Die bestaande, optimale ontwerp van die EWMA t-kaart is gebaseer op die gemiddelde lopielengte kriterium.Dié artikel stel voor dat die optimale ontwerp van die EWMA t-kaart eerder op die mediaanlopielengte gebaseer word.Die resultate van die gebruik van die mediaanlopielengte met die EWMA X -en die optimale EWMA t-kaarte word vergelyk.

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