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

Petros Maravelakis, John Panaretos and Stelios Psarakis

MPRA Paper from University Library of Munich, Germany

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.

Keywords: Average run length; Control charts; Exponntially weighted moving average control chart; Median run length; Non normality; Statistical process control (search for similar items in EconPapers)
JEL-codes: C1 (search for similar items in EconPapers)
Date: 2005
References: View complete reference list from CitEc
Citations: View citations in EconPapers (1)

Published in Communications in Statistics, Simulation and Computation 4.34(2005): pp. 1069-1079

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Persistent link: https://EconPapers.repec.org/RePEc:pra:mprapa:6396

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