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EWMA charts efficiency

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  • #27029

    f clause
    Participant

    I’m looking for calculation formula of ARL (=f(lambda, delta, deviation) of EWMA charts
    Thank you

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    #65736

    Neil Polhemus
    Participant

    The ARL calculations performed by STATGRAPHICS Plus use the results of Crowder from “A Simple Method for Studying Run-Length Distributions of Exponentially Weighted Moving Average Charts.” Technometrics 29, pp. 401-407 (1987). Crowder also had an article in the Journal of Quality Technology that same year. The formula is given on p. 83 of my book on Statistical Analysis Using STATGRAPHICS Plus. Note: the resulting equations must be solved numerically using Gaussian quadrature. Or you could download an evaluation version of STATGRAPHICS and it will do the calculations for you.

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