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

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.

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Year of publication:	2005
Authors:	Maravelakis, Petros ; Panaretos, John ; Psarakis, Stelios
Institutions:	Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
Subject:	Average run length \| Control charts \| Exponntially weighted moving average control chart \| Median run length \| Non normality \| Statistical process control

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Extent:	application/pdf
Series:	MPRA Paper.
Type of publication:	Book / Working Paper
Notes:	Published in Communications in Statistics, Simulation and Computation 4.34(2005): pp. 1069-1079
Classification:	C1 - Econometric and Statistical Methods: General
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005837256