An EWMA sign chart for dispersion with exact run length properties

The EWMA Sign control chart is a distribution-free scheme used for monitoring shifts in the location parameter during process monitoring. In this work, we propose a modified Phase II EWMA chart based on a general Sign statistic, capable of monitoring shifts in the process variability. Regarding the...

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Bibliographic Details
Published inJournal of statistical computation and simulation Vol. 93; no. 11; pp. 1799 - 1829
Main Authors Perdikis, Theodoros, Psarakis, Stelios, Castagliola, Philippe, Giner-Bosch, Vicent, Maravelakis, Petros E., Rakitzis, Athanasios C.
Format Journal Article
LanguageEnglish
Published Abingdon Taylor & Francis 24.07.2023
Taylor & Francis Ltd
Subjects
Control charts
Distribution-free
EWMA control chart
Markov chain
Markov chains
Monitoring
Parameter modification
Process parameters
sign statistic
Statistics
variability
Markov chain
distribution-free Sign statistic Markov chain EWMA control chart variability
Sign statistic
EWMA control chart
variability
distribution-free
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Summary:The EWMA Sign control chart is a distribution-free scheme used for monitoring shifts in the location parameter during process monitoring. In this work, we propose a modified Phase II EWMA chart based on a general Sign statistic, capable of monitoring shifts in the process variability. Regarding the determination of the proposed chart's in- and out-of-control Run Length properties, Markov chain methods are used in combination with a continuous transformation of the suggested general Sign statistic. Our results show the power of the proposed method regarding the proposed chart's exact Run Length properties and its efficiency in detecting shifts in the process variability.
ISSN:0094-9655
1563-5163
DOI:10.1080/00949655.2022.2154767