An Examination of the Robustness to Non Normality of the EWMA Control Charts for the Dispersion

Authors: Maravelakis, Petros; Panaretos, John; Psarakis, Stelios

Source: Communications in Statistics: Simulation and Computation, Volume 34, Number 4, Number 4/2005 , pp. 1069-1079(11)

Publisher: Taylor and Francis Ltd

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Abstract:

The EWMA control chart is used to detect small shifts in a process. It has been shown that, for certain values of the smoothing parameter, the EWMA chart for the mean is robust to non normality. In this article, we examine the case of non normality in the EWMA charts for the dispersion. It is shown that we can have an EWMA chart for dispersion robust to non normality when non normality is not extreme.

Keywords: Average run length; Control charts; Exponentially weighted moving average control char; Median run length; Non normality; Statistical process control

Document Type: Research article

DOI: http://dx.doi.org/10.1080/03610910500308719

Affiliations: 1: Department of Statistics, Athens University of Economics and Business, Athens, Greece

Publication date: 2005-01-01