Teh, Sin Yin and Khoo, Michael Boon Chong and Ong, Ker Hsin and Soh, Keng Lin and Teoh, Wei Lin (2015) A study on the S2EWMA chart for monitoring the process variance based on the MRL performance. Sains Malaysiana, 44 (7). pp. 10671075. ISSN 01266039

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Abstract
The existing optimal design of the fixed sampling interval S2EWMA control chart to monitor the sample variance of a process is based on the average run length (ARL) criterion. Since the shape of the run length distribution changes with the magnitude of the shift in the variance, the median run length (MRL) gives a more meaningful explanation about the incontrol and outofcontrol performances of a control chart. This paper proposes the optimal design of the S2EWMA chart, based on the MRL. The Markov chain technique is employed to compute the MRLs. The performances of the S2EWMA chart, double sampling (DS) S2 chart and S chart are evaluated and compared. The MRL results indicated that the S2EWMA chart gives better performance for detecting small and moderate variance shifts, while maintaining almost the same sensitivity as the DS S2 and S charts toward large variance shifts, especially when the sample size increases.
Item Type:  Article 

Keywords:  Exponentially weighted moving average (EWMA); Markov chain; median run length (MRL); sample variance 
Journal:  Sains Malaysiana 
ID Code:  8993 
Deposited By:  ms aida  
Deposited On:  08 Sep 2015 14:21 
Last Modified:  14 Dec 2016 06:48 
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