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EWMA Chart and Measurement Error

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Author Info
Petros Maravelakis
John Panaretos
Stelios Psarakis

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Abstract

Measurement error is a usually met distortion factor in real-world applications that influences the outcome of a process. In this paper, we examine the effect of measurement error on the ability of the EWMA control chart to detect out-of-control situations. The model used is the one involving linear covariates. We investigate the ability of the EWMA chart in the case of a shift in mean. The effect of taking multiple measurements on each sampled unit and the case of linearly increasing variance are also examined. We prove that, in the case of measurement error, the performance of the chart regarding the mean is significantly affected.

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Publisher Info
Article provided by Taylor and Francis Journals in its journal Journal of Applied Statistics.

Volume (Year): 31 (2004)
Issue (Month): 4 (January)
Pages: 445-455
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Handle: RePEc:taf:japsta:v:31:y:2004:i:4:p:445-455

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Related research
Keywords: Exponentially Weighted Moving Average Control Chart; Average Run Length; Average Time To Signal; Measurement Error; Markov Chain; Statistical Process Control;

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References listed on IDEAS
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
  1. G. Robin Henderson, 2001. "EWMA and industrial applications to feedback adjustment and control," Journal of Applied Statistics, Taylor and Francis Journals, vol. 28(3-4), pages 399-407, March. [Downloadable!] (restricted)
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(explanations, Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.)

  1. E. Andersson & D. Bock & M. Frisén, 2006. "Some statistical aspects of methods for detection of turning points in business cycles," Journal of Applied Statistics, Taylor and Francis Journals, vol. 33(3), pages 257-278, April. [Downloadable!] (restricted)
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This page was last updated on 2009-12-5.


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