Table 9.
Comparative analysis based on run length profile for p = 5.
δ | ARL | SDRL | P5th | P10th | P25th | P50th | P75th | P90th | P95th | |
---|---|---|---|---|---|---|---|---|---|---|
0.25 | AEWMA-II | 2.00 | 0.00 | 2 | 2 | 2 | 2 | 2 | 2 | 2 |
AEWMA-I | 2.04 | 0.21 | 2 | 2 | 2 | 2 | 2 | 2 | 2 | |
0.50 | AEWMA-II | 2.32 | 0.90 | 2 | 2 | 2 | 2 | 2 | 3 | 4 |
AEWMA-I | 3.81 | 1.56 | 2 | 2 | 2 | 4 | 5 | 6 | 6 | |
0.75 | AEWMA-II | 10.73 | 12.25 | 2 | 2 | 2 | 6 | 15 | 27 | 36 |
AEWMA-I | 13.50 | 8.92 | 2 | 4 | 7 | 11 | 18 | 26 | 31 | |
0.80 | AEWMA-II | 19.11 | 22.68 | 2 | 2 | 2 | 10 | 27 | 49 | 65 |
AEWMA-I | 20.05 | 13.80 | 3 | 5 | 9 | 17 | 28 | 39 | 46 | |
0.85 | AEWMA-II | 37.41 | 45.52 | 2 | 2 | 4 | 21 | 54 | 97 | 130 |
AEWMA-I | 32.09 | 22.47 | 4 | 7 | 14 | 28 | 45 | 63 | 74 | |
0.92 | AEWMA-II | 127.07 | 154.70 | 2 | 2 | 11 | 74 | 183 | 329 | 442 |
AEWMA-I | 76.24 | 57.90 | 6 | 13 | 34 | 65 | 105 | 152 | 186 | |
0.95 | AEWMA-II | 232.96 | 280.30 | 2 | 2 | 23 | 139 | 338 | 597 | 800 |
AEWMA-I | 134.43 | 114.47 | 8 | 19 | 52 | 106 | 184 | 285 | 360 | |
0.97 | AEWMA-II | 328.84 | 390.18 | 2 | 2 | 36 | 200 | 474 | 840 | 1121 |
AEWMA-I | 219.94 | 206.33 | 10 | 27 | 75 | 162 | 302 | 487 | 625 | |
1.00 | AEWMA-II | 369.19 | 430.74 | 2 | 2 | 50 | 227 | 532 | 939 | 1237 |
AEWMA-I | 370.21 | 363.32 | 14 | 40 | 112 | 261 | 514 | 843 | 1084 | |
1.03 | AEWMA-II | 238.93 | 270.50 | 2 | 3 | 41 | 151 | 344 | 594 | 780 |
AEWMA-I | 222.06 | 187.51 | 15 | 38 | 90 | 174 | 303 | 466 | 589 | |
1.05 | AEWMA-II | 160.94 | 176.94 | 2 | 3 | 33 | 106 | 229 | 388 | 510 |
AEWMA-I | 147.86 | 112.34 | 14 | 30 | 67 | 123 | 201 | 296 | 364 | |
1.08 | AEWMA-II | 93.57 | 98.81 | 2 | 3 | 22 | 64 | 132 | 222 | 290 |
AEWMA-I | 90.42 | 62.92 | 12 | 21 | 45 | 78 | 122 | 173 | 209 | |
1.10 | AEWMA-II | 68.66 | 69.90 | 2 | 3 | 17 | 49 | 97 | 159 | 207 |
AEWMA-I | 69.65 | 46.95 | 10 | 17 | 35 | 61 | 94 | 132 | 159 | |
1.15 | AEWMA-II | 36.65 | 35.06 | 2 | 3 | 11 | 27 | 51 | 82 | 106 |
AEWMA-I | 42.16 | 27.39 | 8 | 11 | 21 | 37 | 57 | 79 | 94 | |
1.30 | AEWMA-II | 12.25 | 10.19 | 2 | 2 | 5 | 10 | 17 | 26 | 32 |
AEWMA-I | 16.14 | 10.03 | 4 | 6 | 9 | 14 | 21 | 30 | 36 | |
1.75 | AEWMA-II | 3.56 | 2.15 | 2 | 2 | 2 | 3 | 5 | 7 | 8 |
AEWMA-I | 5.03 | 2.48 | 2 | 2 | 3 | 5 | 6 | 8 | 10 | |
3.50 | AEWMA-II | 2.02 | 0.16 | 2 | 2 | 2 | 2 | 2 | 2 | 2 |
AEWMA-I | 2.10 | 0.36 | 2 | 2 | 2 | 2 | 2 | 2 | 3 |
Significant values are in bold.