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

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Author Info
Maravelakis, Petros
Panaretos, John
Psarakis, Stelios

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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.

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File URL: http://mpra.ub.uni-muenchen.de/6396/
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Publisher Info
Paper provided by University Library of Munich, Germany in its series MPRA Paper with number 6396.

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Date of creation: 2005
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Publication status: Published in Communications in Statistics, Simulation and Computation 4.34(2005): pp. 1069-1079
Handle: RePEc:pra:mprapa:6396

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Related research
Keywords: Average run length; Control charts; Exponntially weighted moving average control chart; Median run length; Non normality; Statistical process control;

Find related papers by JEL classification:
C1 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: General

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