A Phase I estimator of the dispersion should be efficient under in-control data and robust against contaminations. Most estimation methods proposed in the literature are either efficient or robust against either sustained shifts or scattered disturbances. In this article, we propose a new estimation method of the dispersion parameter, based on exponentially weighted moving average charting, whi...

Article history: Received 28 March 2010 Received in revised form 14 February 2012 Accepted 16 April 2012 Available online 25 April 2012

The control limits of an exponentially weighted moving average (EWMA) control chart should vary with time, approaching asymptotic limits as time increases. However, previous analytic analyses of EWMA charts consider only asymptotic control limits. In this article, the run length properties of EWMAs with time-varying control limits are approximated using nonhomogeneous Markov chains. Comparing t...

In this paper, a comparative study of performance of some parametric and nonparametric EWMA control charts for detecting the process mean shift is considered. In section 2, we briefly describe each of the various EWMA models that are taken into account in our present study, Viz. the Parametric X -EWMA and Nonparametric Grouped Signed Rank (GSR)-EWMA, for the purpose of comparative study. In Sec...

Charts for Autocorrelated Processes Hyun Cheol Lee Samsung Electronics, Semiconductor Business Quality Assurance Dept. Banwol-Dong, Hwasung-City Gyeonggi-Do, Korea 445-701 Phone: 82-31-208-4717 Fax: 82-31-208-6699 Email: [email protected] Daniel W. Apley (Corresponding Author) Department of Industrial Engineering and Management Sciences Northwestern University Evanston, IL 60208-3119 Phone: 8...

Nonparametric control charts can provide a robust alternative in practice to the data analyst when there is a lack of knowledge about the underlying distribution. A nonparametric exponentially weighted moving average (NPEWMA) control chart combines the advantages of a nonparametric control chart with the better shift detection properties of a traditional EWMA chart. A NPEWMA chart for the media...