ENBIS: European Network for Business and Industrial Statistics

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

Abstract

Submitted by

Petros Maravelakis

Authors

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

Abstract

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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