Table 3.
The proposed AEWMA-I RL for ARL0 = 370 and = 0.15 at diverse dimensions.
2 | 3 | 4 | 5 | |||||
---|---|---|---|---|---|---|---|---|
L = 0.2148 | L = 0.2181 | L = 0.2203 | L = 0.2217 | |||||
ARL | SDRL | ARL | SDRL | ARL | SDRL | ARL | SDRL | |
0.05 | 2.05 | 0.21 | 2.00 | 0.00 | 2.00 | 0.00 | 2.00 | 0.00 |
0.10 | 2.47 | 0.55 | 2.01 | 0.09 | 2.00 | 0.00 | 2.00 | 0.00 |
0.15 | 2.95 | 0.76 | 2.15 | 0.37 | 2.00 | 0.05 | 2.00 | 0.01 |
0.20 | 3.46 | 0.94 | 2.45 | 0.61 | 2.06 | 0.25 | 2.00 | 0.05 |
0.30 | 4.60 | 1.44 | 3.26 | 1.02 | 2.53 | 0.73 | 2.17 | 0.43 |
0.40 | 6.32 | 2.51 | 4.38 | 1.55 | 3.40 | 1.21 | 2.76 | 0.94 |
0.50 | 9.33 | 4.69 | 6.16 | 2.69 | 4.69 | 1.92 | 3.81 | 1.56 |
0.60 | 14.92 | 8.65 | 9.55 | 5.22 | 7.05 | 3.66 | 5.62 | 2.79 |
0.70 | 25.56 | 15.68 | 16.65 | 10.39 | 12.21 | 7.60 | 9.58 | 5.87 |
0.80 | 48.14 | 30.73 | 33.40 | 21.89 | 25.15 | 16.91 | 20.05 | 13.80 |
0.85 | 71.97 | 48.03 | 50.82 | 34.21 | 39.51 | 26.96 | 32.09 | 22.47 |
0.90 | 117.22 | 86.90 | 86.13 | 62.99 | 68.91 | 50.07 | 57.20 | 41.89 |
0.92 | 151.91 | 121.29 | 113.31 | 87.33 | 90.75 | 69.43 | 76.24 | 57.90 |
0.95 | 237.34 | 213.39 | 188.16 | 163.58 | 157.01 | 134.59 | 134.43 | 114.47 |
0.97 | 317.89 | 302.00 | 276.88 | 260.64 | 246.13 | 232.69 | 219.94 | 206.33 |
1.00 | 370.25 | 352.14 | 370.37 | 358.69 | 370.01 | 360.90 | 370.21 | 363.32 |
1.03 | 273.53 | 246.38 | 252.80 | 222.24 | 237.23 | 202.39 | 222.06 | 187.51 |
1.05 | 207.36 | 177.60 | 179.51 | 146.03 | 161.49 | 126.83 | 147.86 | 112.34 |
1.08 | 140.57 | 111.18 | 116.82 | 86.65 | 101.42 | 72.60 | 90.42 | 62.92 |
1.10 | 112.37 | 85.06 | 92.22 | 66.20 | 78.41 | 54.05 | 69.65 | 46.95 |
1.15 | 72.92 | 52.63 | 57.17 | 39.31 | 48.12 | 32.08 | 42.16 | 27.39 |
1.20 | 51.12 | 35.74 | 39.53 | 26.75 | 33.04 | 21.75 | 28.45 | 18.28 |
1.30 | 30.44 | 21.22 | 22.94 | 15.24 | 18.86 | 12.15 | 16.14 | 10.03 |
1.40 | 20.73 | 14.36 | 15.42 | 10.01 | 12.61 | 7.79 | 10.90 | 6.41 |
1.50 | 15.33 | 10.40 | 11.48 | 7.24 | 9.43 | 5.55 | 8.13 | 4.50 |
1.75 | 9.04 | 5.90 | 6.87 | 3.96 | 5.73 | 3.03 | 5.03 | 2.48 |
2.00 | 6.46 | 3.98 | 4.96 | 2.69 | 4.20 | 2.07 | 3.73 | 1.70 |
2.50 | 4.24 | 2.36 | 3.36 | 1.60 | 2.91 | 1.21 | 2.64 | 0.97 |
3.00 | 3.30 | 1.67 | 2.70 | 1.09 | 2.42 | 0.78 | 2.25 | 0.59 |
3.50 | 2.81 | 1.25 | 2.39 | 0.78 | 2.20 | 0.52 | 2.10 | 0.36 |
4.00 | 2.55 | 1.00 | 2.22 | 0.57 | 2.10 | 0.36 | 2.04 | 0.23 |
5.00 | 2.27 | 0.65 | 2.08 | 0.33 | 2.03 | 0.18 | 2.01 | 0.10 |
6.00 | 2.14 | 0.47 | 2.04 | 0.21 | 2.01 | 0.10 | 2.00 | 0.05 |
7.00 | 2.09 | 0.35 | 2.02 | 0.14 | 2.00 | 0.06 | 2.00 | 0.03 |