Table 6.

Comparative analysis based on run length profile for p = 5.

δ		ARL	SDRL	P5th	P10th	P25th	P50th	P75th	P90th	P95th
0.25	EWMA	2.70	0.51	2	2	2	3	3	3	3
	AEWMA-I	2.04	0.21	2	2	2	2	2	2	2
0.50	EWMA	5.11	1.64	3	3	4	5	6	7	8
	AEWMA-I	3.81	1.56	2	2	2	4	5	6	6
0.75	EWMA	19.91	14.14	5	7	10	16	26	38	48
	AEWMA-I	13.50	8.92	2	4	7	11	18	26	31
0.80	EWMA	32.99	26.53	7	9	14	25	44	68	87
	AEWMA-I	20.05	13.80	3	5	9	17	28	39	46
0.85	EWMA	62.20	56.07	9	12	22	45	84	135	174
	AEWMA-I	32.09	22.47	4	7	14	28	45	63	74
0.92	EWMA	182.72	176.31	15	24	57	129	252	413	536
	AEWMA-I	76.24	57.90	6	13	34	65	105	152	186
0.95	EWMA	293.04	289.29	19	35	87	204	407	671	870
	AEWMA-I	134.43	114.47	8	19	52	106	184	285	360
0.97	EWMA	362.89	359.34	23	42	106	250	504	830	1082
	AEWMA-I	219.94	206.33	10	27	75	162	302	487	625
1.00	EWMA	369.30	363.54	24	44	110	258	511	838	1090
	AEWMA-I	370.21	363.32	14	40	112	261	514	843	1084
1.03	EWMA	258.03	250.42	20	33	79	180	356	588	756
	AEWMA-I	222.06	187.51	15	38	90	174	303	466	589
1.05	EWMA	186.20	179.75	17	27	59	131	254	418	545
	AEWMA-I	147.86	112.34	14	30	67	123	201	296	364
1.08	EWMA	115.32	108.31	13	19	39	82	157	254	331
	AEWMA-I	90.42	62.92	12	21	45	78	122	173	209
1.10	EWMA	85.47	77.86	11	16	30	62	115	188	243
	AEWMA-I	69.65	46.95	10	17	35	61	94	132	159
15	EWMA	46.73	39.49	8	11	19	35	62	97	126
	AEWMA-I	42.16	27.39	8	11	21	37	57	79	94
1.30	EWMA	16.04	10.69	5	6	9	13	21	30	37
	AEWMA-I	16.06	10.03	4	6	9	14	21	30	36
1.75	EWMA	5.25	2.34	2	3	4	5	6	8	10
	AEWMA-I	5.03	2.43	2	2	3	5	6	8	10
3.50	EWMA	2.21	0.47	2	2	2	2	2	3	3
	AEWMA-I	2.10	0.36	2	2	2	2	2	2	3

Significant values are in bold.