A EWMA Control Chart for Exponential Distributed Quality Based on Moving Average Statistics

Abstract

We propose an exponentially weighted moving average (EWMA) control chart for monitoring exponential distributed quality characteristics. The proposed control chart first transforms the sample data to approximate normal variables, then calculates the moving average (MA) statistic for each subgroup, and finally constructs the EWMA statistic based on the current and the previous MA statistics. The upper and the lower control limits are derived using the mean and the variance of EWMA statistics. The in-control and the out-of-control average run lengths are derived and tabularized according to process shift parameters and smoothing constants. It is shown that the proposed control chart outperforms the MA control chart for all shift parameters. Copyright (c) 2015 John Wiley & Sons, Ltd.