The effect of autocorrelation on the ewma maxmin tolerance limits

Abstract

Amin et al. (1999) developed an exponentially weighted moving average (EWMA) control chart, based on the smallest and largest observations in each sample. The resulting plot of the extremes suggests that the MaxMin EWMA may also be viewed as smoothed tolerance limits. Tolerance limits are limits that include a specific proportion of the population at a given confidence level. In the context of process control, they are used to make sure that production will not be outside specifications. Amin and Li (2000) provided the coverages of the MaxMin EWMA tolerance limits for independent data. In this article, it is shown how autocorrelation affects the confidence level of MaxMin tolerance limits, for a specified level of coverage of the population, and modified smoothed tolerance limits are suggested for autocorrelated processes.

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