ENBIS-8 in Athens

21 – 25 September 2008 Abstract submission: 14 March – 11 August 2008

An EWMA Chart for Monitoring the Process Standard Deviation when Parameters are Estimated

23 September 2008, 09:00 – 09:20


Submitted by
Petros Maravelakis
PETROS E. MARAVELAKIS Department of Statistics and Actuarial-Financial Mathematics, University of the Aegean, Samos, Karlovassi, 83200, Greece. PHILIPPE CASTAGLIOLA Université de Nantes & IRCCyN UMR CNRS 6597, Carquefou, France
The EWMA chart for the standard deviation is usually used under the assumption of known parameters. However, in practice, this assumption is rarely fulfilled. The research has shown that if we consider the parameters of a process unknown and we estimate them during Phase I, then the ability of a chart to detect out of control situations is affected. In this paper we derive the run length distribution of the EWMA chart for process dispersion with estimated process parameters along with its first two moments using suitable integral equations.

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