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

Maravelakis, Petros and Panaretos, John and Psarakis, Stelios (2005): An Examination of the Robustness to Non Normality of the EWMA Control Charts for the Dispersion. Published in: Communications in Statistics, Simulation and Computation , Vol. 34, No. 4 (2005): pp. 1069-1079.

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.

• Item Type: MPRA Paper
• Language: English
• Keywords: Average run length, Control charts, Exponntially weighted moving average control chart, Median run length, Non normality, Statistical process control
• Subjects: C - Mathematical and Quantitative Methods > C1 - Econometric and Statistical Methods and Methodology: General