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. 2024 Aug 13;19(8):e0307559. doi: 10.1371/journal.pone.0307559

Table 9. The OOC RL characteristics (the first row contains ARL1 values with SDRL1 values in parenthesis, while MRL1 values are in the second row) of the MA sign, EWMA sign, CUSUM sign, mixed EWMA-CUSUM, and the EWMA-MA sign control charts using arcsine transformation for various continuous distributions at n = 10 and ARL0≅370.

Control Chart δ AEQL RMI
0.1 0.25 0.50 0.75 1.00 1.50 2.00 2.5 3.0
Normal distribution i.e. N(0,1)
MA Sign 171.7(169.5) 35.8(34.4) 7.3(5.5) 3.4(1.8) 2.3(1.0) 1.5(0.6) 1.2(0.4) 1.1(0.2) 1.0(0.1) 11.74 0.45
119 25 6 3 2 2 1 1 1
EWMA Sign 73.2(57.8) 19.5(9.8) 8.3(2.8) 5.4(1.5) 4.1(1.0) 2.9(0.6) 2.4(0.5) 2.1(0.3) 2(0.2) 20.1 0.84
57 17 8 5 4 3 2 2 2
CUSUM sign 92.8(80.9) 20.8(11.8) 8.3(2.8) 5.4(1.3) 4.3(0.8) 3.3(0.5) 3.0(0.2) 3.0 (0.0) 3.0 (0.0) 26.5 1.21
68 18 8 5 4 3 3 3 3
EWMA-CUSUM sign 74.2(39.2) 31.2(8.0) 18.5(2.9) 13.9(1.8) 11.4(1.3) 8.9(0.8) 7.8 (0.6) 7.3(0.5) 7.1(0.3) 64.6 4.15
64 30 18 14 11 9 8 7 7
EWMA-MA sign 64.1(55.7) 15.8(10.5) 5.9(3.6) 3.1(2.1) 1.9(1.2) 1.2(0.4) 1.0(0.1) 1.0(0.0) 1.0(0.0) 9.9 0
49 14 6 3 1 1 1 1 1
Student’s t-distribution with df = 5
MA Sign 132.9(131.2) 22.5(20.5) 5.0(3.3) 2.7(1.2) 2.0(0.8) 1.5(0.5) 1.2(0.4) 1.1(0.3) 1.1(0.2) 11.19 0.46
93 16 4 3 2 1 1 1 1
EWMA Sign 54.7 (40.4) 15.1 (6.8) 6.8 (2.1) 4.6 (1.2) 3.6 (0.9) 2.8 (0.6) 2.4 (0.5) 2.2 (0.4) 2.1 (0.3) 19.9 0.96
44 14 7 5 3 3 2 2 2
CUSUM sign 65.3(54.0) 15.5(7.6) 6.8(2.0) 4.7(1.0) 3.9(0.7) 3.2(0.4) 3.0(0.2) 3.0(0.1) 3.0(0.0) 25.8 1.31
49 14 6 4 4 3 3 3 3
EWMA-CUSUM sign 59.7(26.9) 26.8(5.9) 16.2(2.3) 12.4(1.5) 10.5(1.1) 8.7(0.7) 7.9(0.6) 7.5(0.5) 7.3(0.5) 64.7 4.58
54 26 16 12 10 9 8 8 7
EWMA-MA sign 47.2(42.1) 11.9(7.5) 4.4(2.7) 2.3(1.5) 1.5(0.9) 1.1(0.4) 1.0(0.2) 1.0(0.1) 1.0(0.0) 9.3 0
36 11 4 2 1 1 1 1 1
Laplace distribution i.e. Laplace(0,12)
MA Sign 80.9(78.7) 13.1(11.6) 3.9(2.3) 2.5(1.1) 1.9(0.8) 1.5 (0.6) 1.3 (0.4) 1.1 (0.3) 1.1(0.3) 10.78 0.41
57 10 3 2 2 1 1 1 1
EWMA Sign 35.1 (22.7) 11.4 (4.5) 5.9 (1.7) 4.3 (1.1) 3.5 (0.8) 2.8 (0.6) 2.5 (0.5) 2.3 (0.4) 2.1 (0.3) 20.0 0.99
29 11 6 4 3 3 2 2 2
CUSUM sign 39.3(28.1) 11.5(4.7) 5.9(1.6) 4.5(0.9) 3.8(0.6) 3.3(0.5) 3.1(0.2) 3.0(0.1) 3.0(0.0) 25.7 1.34
32 11 6 4 4 3 3 3 3
EWMA-CUSUM sign 44.5(15.6) 22.5(4.2) 14.8(2.0) 11.9(1.4) 10.4(1.1) 8.8(0.8) 8.0 (0.6) 7.6(0.5) 7.4(0.5) 65.0 4.76
41 22 15 12 10 9 8 8 7
EWMA-MA sign 29.4(22.1) 8.6(5.3) 3.6(2.3) 2.1(1.4) 1.5(0.8) 1.1(0.4) 1.0(0.2) 1.0(0.1) 1.0(0.0) 9.0 0
24 8 3 2 1 1 1 1 1
Logistic distribution i.e. LG(0,3π)
MA Sign 149.4(148.0) 26.8(24.5) 5.7(4.0) 2.9(1.4) 2.1(0.8) 1.5(0.6) 1.2(0.4) 1.1(0.3) 1.0(0.2) 11.16 0.43
102 19 5 3 2 1 1 1 1
EWMA Sign 60.4(45.8) 16.6(7.9) 7.3(2.4) 4.9(1.3) 3.8(0.9) 2.8(0.6) 2.4(0.5) 2.2(0.4) 2.1(0.3) 20.2 0.91
48 15 7 5 4 3 2 2 2
CUSUM sign 74.5(63.1) 17.1(8.9) 7.3(2.3) 5.0(1.2) 4.1(0.7) 3.3(0.5) 3.0(0.2) 3.0(0.1) 3.0(0.0) 26.1 1.27
55 15 7 5 4 3 3 3 3
EWMA-CUSUM sign 64.7(30.8) 28.3(6.5) 17.1(2.5) 13.0(1.6) 10.9(1.2) 8.8(0.8) 7.9(0.6) 7.5(0.5) 7.2(0.4) 64.8 4.43
57 27 17 13 11 9 8 7 7
EWMA-MA sign 55.5(43.6) 13.4(8.5) 4.8(3.0) 2.6(1.7) 1.7(1.0) 1.1(0.4) 1.0(0.2) 1.0(0.1) 1.0(0.0) 9.5 0
45 12 5 2 1 1 1 1 1
Contaminated Normal distribution with a 10% contamination proportion
MA Sign 152.2(151.5) 29.1(27.0) 6.1(4.4) 3.1(1.6) 2.2(0.9) 1.5(0.6) 1.2(0.4) 1.1(0.2) 1.0(0.1) 11.33 0.46
106 21 5 3 2 1 1 1 1
EWMA Sign 64.0(49.6) 17.4(8.4) 7.6(2.5) 5.0(1.4) 3.9(1) 2.8(0.6) 2.4(0.5) 2.1(0.3) 2(0.2) 19.8 0.89
50 16 7 5 4 3 2 2 2
CUSUM sign 78.3(66.7) 18.1(9.7) 7.6(2.5) 5.1(1.2) 4.1(0.7) 3.3(0.5) 3.0(0.2) 3.0(0.0) 3.0(0.0) 26.2 1.27
58 16 7 5 4 3 3 3 3
EWMA-CUSUM sign 67.5(33.1) 29.2(6.9) 17.4(2.6) 13.3(1.7) 11.0(1.2) 8.8(0.8) 7.8(0.6) 7.3(0.5) 7.1(0.2) 64.1 4.33
59 28 17 13 11 9 8 7 7
EWMA-MA sign 54.5(47.2) 14.0(9.0) 5.1(3.2) 2.7(1.8) 1.8(1.1) 1.1(0.4) 1.0(0.1) 1.0(0.0) 1.0(0.0) 9.6 0
44 13 5 2 1 1 1 1 1
Gamma distribution, i.e., Gamma(3,1)
MA Sign 160.3(159.0) 32.5(30.5) 7.1(5.3) 3.4(1.9) 2.4(1.0) 1.6(0.6) 1.3(0.5) 1.1(0.3) 1.0(0.2) 11.9 0.46
113 23 5 3 2 2 1 1 1
EWMA Sign 68.1(53.4) 18.5(9.2) 8.2(2.8) 5.4(1.5) 4.2(1.1) 3(0.7) 2.5(0.6) 2.2(0.4) 2.1(0.3) 20.9 0.88
53 17 8 5 4 3 3 2 2
CUSUM sign 84.1(72.7) 19.4(10.6) 8.2(2.7) 5.5(1.4) 4.3(0.9) 3.4(0.5) 3.1(0.3) 3.0(0.1) 3.0(0.0) 26.6 1.22
62 17 8 5 4 3 3 3 3
EWMA-CUSUM sign 70.4(35.7) 30.3(7.4) 18.3(2.9) 14.0(1.8) 11.7(1.3) 9.2(0.9) 8.2(0.6) 7.6(0.5) 7.3(0.4) 66.7 4.29
61 29 18 14 12 9 8 8 7
EWMA-MA sign 59.9(49.8) 15.1(10.0) 5.6(3.5) 3.1(2.1) 2.0(1.3) 1.2(0.5) 1.0(0.2) 1.0(0.1) 1.0(0.0) 9.9 0
47 13 6 3 2 1 1 1 1
Weibull distribution, i.e., Weibull(2,1)
MA Sign 198.4(197.0) 53.8(52.3) 14.0(12.0) 6.6(4.9) 4.4(2.7) 2.8(1.3) 2.2(0.9) 2.0(0.8) 1.8(0.7) 20.95 0.54
137 37 10 5 4 3 2 2 2
EWMA Sign 89.7 (74.1) 25.5 (14.7) 11.6 (4.6) 7.9 (2.6) 6.3 (1.9) 4.7 (1.3) 4.0 (1.0) 3.5 (0.9) 3.3 (0.8) 32.5 0.74
68 22 11 8 6 5 4 3 3
CUSUM sign 113.2(102.9) 27.8(17.5) 11.7(4.9) 7.9(2.6) 6.3(1.8) 4.8(1.1) 4.2(0.8) 3.8(0.6) 3.6(0.6) 34.6 0.85
82 23 11 8 6 5 4 4 4
EWMA-CUSUM sign 86.6(48.3) 36.8(11.0) 22.8(4.3) 18.0(2.8) 15.4(2.1) 12.7(1.5) 11.2(1.3) 10.4(1.1) 9.7(1.0) 89.7 3.26
74 35 22 18 15 13 11 10 10
EWMA-MA sign 82.7(76.2) 21.6(15.5) 8.8(5.3) 5.4(3.4) 3.9(2.5) 2.5(1.6) 1.8(1.1) 1.5(0.8) 1.3(0.7) 15.6 0
60 18 8 5 3 2 1 1 1