Accounting for phase I sampling variability in the performance of the MEWMA control chart with estimated parameters. Issue 6 (3rd July 2017)

• Record Type: Journal Article
• Authors: Saleh, Nesma A.; Mahmoud, Mahmoud A.
• Is Part Of: Communications in statistics. Volume 46:Issue 6(2017)
• Page Start: 4333
• Page End: 4347
• Publication Date: 2017-07-03
• Subjects: Bootstrap -- Estimation effect -- MEWMA control chart -- Phase I -- SPC -- Standard deviation of average run length -- Statistical process control; Primary 62 -- Secondary 62P30 -- 62HXX -- 62F40; Mathematical statistics -- Periodicals; Mathematical statistics -- Data processing -- Periodicals; Digital computer simulation -- Periodicals; 519.5
• DOI: 10.1080/03610918.2015.1116570
• Languages: English
• ISSNs: 0361-0918

Abstract

ABSTRACT: In this article, we assess the performance of the multivariate exponentially weighted moving average (MEWMA) control chart with estimated parameters while considering the practitioner-to-practitioner variability. We evaluate the chart performance in terms of the in-control average run length (ARL) distributional properties; mainly the average (AARL), the standard deviation (SDARL), and some percentiles. We show through simulations that using estimates in place of the in-control parameters may result in an in-control ARL distribution that almost completely lies below the desired value. We also show that even with the use of larger amounts of historical data, there is still a problem with the excessive false alarm rates. We recommend the use of a recently proposed bootstrap-based design technique for adjusting the control limits. The technique is quite effective in controlling the percentage of short in-control ARLs resulting from the estimation error.