Table 8.
Comparative analysis based on run length profile for p = 3.
δ | ARL | SDRL | P5th | P10th | P25th | P50th | P75th | P90th | P95th | |
---|---|---|---|---|---|---|---|---|---|---|
0.25 | AEWMA-II | 2.01 | 0.13 | 2 | 2 | 2 | 2 | 2 | 2 | 2 |
AEWMA-I | 2.82 | 0.82 | 2 | 2 | 2 | 3 | 3 | 4 | 4 | |
0.50 | AEWMA-II | 3.84 | 2.82 | 2 | 2 | 2 | 2 | 5 | 8 | 10 |
AEWMA-I | 6.16 | 2.69 | 2 | 3 | 4 | 6 | 7 | 10 | 11 | |
0.75 | AEWMA-II | 24.18 | 26.83 | 2 | 2 | 4 | 15 | 35 | 60 | 78 |
AEWMA-I | 23.19 | 14.94 | 5 | 7 | 11 | 20 | 32 | 44 | 51 | |
0.80 | AEWMA-II | 41.77 | 47.15 | 2 | 2 | 7 | 26 | 60 | 103 | 136 |
AEWMA-I | 33.40 | 21.89 | 6 | 8 | 16 | 30 | 46 | 63 | 75 | |
0.85 | AEWMA-II | 75.84 | 87.21 | 2 | 2 | 11 | 48 | 108 | 188 | 249 |
AEWMA-I | 50.82 | 34.21 | 7 | 11 | 25 | 45 | 70 | 97 | 115 | |
0.92 | AEWMA-II | 206.90 | 241.65 | 2 | 2 | 30 | 128 | 295 | 519 | 688 |
AEWMA-I | 113.31 | 87.33 | 10 | 21 | 50 | 94 | 155 | 228 | 282 | |
0.95 | AEWMA-II | 315.57 | 364.54 | 2 | 3 | 48 | 198 | 453 | 791 | 1041 |
AEWMA-I | 188.16 | 163.58 | 14 | 31 | 73 | 144 | 255 | 399 | 513 | |
0.97 | AEWMA-II | 377.05 | 432.48 | 2 | 3 | 60 | 237 | 545 | 941 | 1238 |
AEWMA-I | 276.88 | 260.64 | 16 | 38 | 94 | 200 | 379 | 618 | 795 | |
1.00 | AEWMA-II | 369.24 | 420.27 | 2 | 4 | 63 | 235 | 527 | 918 | 1208 |
AEWMA-I | 370.37 | 358.69 | 19 | 46 | 117 | 262 | 511 | 838 | 1084 | |
1.03 | AEWMA-II | 261.05 | 291.31 | 2 | 4 | 48 | 170 | 374 | 644 | 838 |
AEWMA-I | 252.80 | 222.24 | 18 | 40 | 95 | 193 | 346 | 541 | 689 | |
1.05 | AEWMA-II | 192.61 | 212.98 | 2 | 4 | 38 | 125 | 273 | 470 | 619 |
AEWMA-I | 179.51 | 146.03 | 16 | 33 | 75 | 144 | 243 | 371 | 467 | |
1.08 | AEWMA-II | 121.26 | 130.09 | 2 | 4 | 27 | 82 | 171 | 292 | 381 |
AEWMA-I | 116.82 | 86.65 | 13 | 25 | 54 | 98 | 159 | 232 | 284 | |
1.10 | AEWMA-II | 93.54 | 98.67 | 2 | 4 | 22 | 64 | 132 | 221 | 289 |
AEWMA-I | 92.22 | 66.20 | 11 | 21 | 44 | 79 | 126 | 180 | 219 | |
1.15 | AEWMA-II | 52.80 | 52.95 | 2 | 3 | 14 | 38 | 74 | 122 | 159 |
AEWMA-I | 57.17 | 39.31 | 8 | 14 | 28 | 50 | 78 | 110 | 132 | |
1.30 | AEWMA-II | 17.78 | 16.17 | 2 | 2 | 6 | 13 | 25 | 39 | 50 |
AEWMA-I | 22.94 | 15.24 | 5 | 7 | 11 | 20 | 31 | 44 | 52 | |
1.75 | AEWMA-II | 4.91 | 3.58 | 2 | 2 | 2 | 4 | 6 | 10 | 12 |
AEWMA-I | 6.87 | 3.96 | 2 | 3 | 4 | 6 | 9 | 12 | 15 | |
3.50 | AEWMA-II | 2.13 | 0.47 | 2 | 2 | 2 | 2 | 2 | 2 | 3 |
AEWMA-I | 2.39 | 0.78 | 2 | 2 | 2 | 2 | 3 | 3 | 4 |
Significant values are in bold.