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

摘要

The exponentially weighted moving average (EWMA) X chart is effective in detecting smallshifts. However, the EWMA X chart is not robust enough to prevent errors in estimating theprocess 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 tchart is based on the average run length (ARL) criterion. This paper proposes that theoptimal design of the EWMA t chart be based on the median run length (MRL). The MRLperformances of the optimal EWMA X and optimal EWMA t charts are compared.