Table 5.

${\mathrm{ARL}}_1$ of two EWMA-type schemes for ratio V, with n = 5 and ${\mathrm{ARL}}_0=370$.

	$\gamma =(0.02,0.02,0.02)$		$(0.1,0.1,0.1)$		$(0.2,0.2,0.2)$		$(0.3,0.3,0.3)$		$(0.1,0.2,0.3)$		$(0.3,0.2,0.1)$
τ	EWMA	MOSE	EWMA	MOSE	EWMA	MOSE	EWMA	MOSE	EWMA	MOSE	EWMA	MOSE
$\rho =(-0.4,-0.4,-0.4)$
0.90	1.0	1.0	5.2	4.8	16.9	14.5	40.5	32.6	28.5	23.8	9.0	8.1
0.93	1.3	1.2	9.1	8.1	36.7	29.5	83.4	66.7	61.7	50.1	18.2	15.7
0.95	1.9	1.9	17.0	15.0	72.2	57.8	143.5	117.9	117.7	92.0	36.2	30.6
0.97	3.2	3.0	49.4	41.4	160.8	135.6	246.1	218.1	222.8	185.2	94.3	80.2
0.98	5.4	5.0	103.2	86.2	244.5	207.8	313.4	292.3	294.5	263.4	170.6	147.0
0.99	17.6	15.5	237.0	211.8	330.3	314.6	351.6	339.3	354.9	340.1	285.4	267.3
1.00	370.0	368.5	369.5	368.8	373.7	367.7	374.8	368.1	373.0	370.0	369.7	373.9
1.01	17.9	15.8	226.7	206.9	320.1	311.7	348.0	338.1	324.5	324.7	301.5	289.3
1.02	5.4	5.1	104.5	88.5	230.9	213.6	284.7	284.4	243.4	233.9	189.5	165.5
1.03	3.2	3.1	49.9	41.7	149.8	135.6	232.4	212.1	175.8	162.2	110.2	96.6
1.05	2.0	1.9	18.0	16.1	70.9	61.2	136.4	119.0	90.7	79.7	44.1	38.9
1.07	1.4	1.3	9.9	8.9	37.3	33.1	82.1	72.5	50.5	44.3	22.8	20.3
1.10	1.0	1.0	5.6	5.3	19.1	17.0	42.3	37.7	25.4	22.6	11.6	10.7
$\rho =(0,0,0)$
0.90	1.0	1.0	4.1	3.8	12.2	10.8	28.5	23.5	22.7	19.1	7.7	6.8
0.93	1.1	1.0	6.9	6.3	25.4	21.5	62.0	47.6	49.8	40.7	14.7	12.7
0.95	1.7	1.6	12.3	11.2	52.1	42.2	114.6	90.1	95.5	76.5	29.3	24.5
0.97	2.6	2.5	35.1	29.9	130.2	105.0	214.8	184.2	199.5	169.7	79.6	66.0
0.98	4.2	4.0	77.2	64.7	209.8	179.5	283.8	255.9	279.2	251.5	148.7	124.4
0.99	12.6	11.3	203.8	178.2	313.9	292.9	341.6	329.4	354.9	347.7	274.1	248.9
1.00	369.3	367.8	368.7	369.8	373.2	368.6	367.6	372.9	368.0	372.4	372.3	367.4
1.01	12.7	11.6	202.6	179.9	305.0	288.8	336.6	330.4	318.6	303.5	303.6	288.7
1.02	4.3	4.1	78.6	65.1	202.0	180.3	267.6	256.0	216.3	202.8	180.5	160.3
1.03	2.7	2.5	35.2	30.7	124.7	107.9	202.9	189.2	150.5	134.8	103.8	88.9
1.05	1.7	1.6	13.1	11.8	53.6	45.6	110.9	96.7	70.1	62.2	39.5	35.1
1.07	1.1	1.1	7.4	6.9	26.8	24.2	61.9	55.1	38.5	34.2	20.4	18.3
1.10	1.0	1.0	4.5	4.2	13.7	12.4	31.8	27.8	19.3	17.6	10.4	9.7
$\rho =(0.4,0.4,0.4)$
0.90	1.0	1.0	3.0	2.9	7.8	7.1	17.0	14.9	16.5	14.7	6.3	5.7
0.93	1.0	1.0	4.8	4.5	15.2	13.5	37.5	31.0	35.7	30.3	11.4	10.1
0.95	1.2	1.1	7.9	7.3	30.5	26.3	73.3	59.6	74.3	60.3	22.1	19.3
0.97	2.1	2.0	21.1	18.0	85.1	70.8	166.2	138.9	171.1	141.4	61.9	51.5
0.98	3.1	2.9	48.3	40.4	157.6	134.8	250.9	216.0	251.9	229.4	122.2	103.2
0.99	8.1	7.4	155.7	133.9	281.9	265.7	339.1	316.2	351.2	327.9	247.0	221.2
1.00	372.3	369.5	372.7	369.6	368.2	370.6	373.1	368.3	372.2	369.5	372.0	370.0
1.01	8.2	7.5	149.4	128.7	274.4	252.8	330.6	309.7	284.3	271.2	305.2	286.7
1.02	3.2	3.0	47.5	41.6	153.7	134.1	231.2	212.5	189.5	171.4	172.0	151.6
1.03	2.1	2.0	21.2	19.1	85.6	71.7	158.6	136.8	118.0	103.6	94.9	82.1
1.05	1.2	1.1	8.3	7.8	31.6	27.6	75.4	62.4	50.2	44.1	34.7	31.3
1.07	1.0	1.0	5.1	4.7	16.4	14.8	39.6	34.2	26.6	23.4	17.6	16.0
1.10	1.0	1.0	3.2	3.1	8.8	8.1	19.8	17.2	13.5	12.5	9.2	8.5
$\rho =(0.8,0.8,0.8)$
0.90	1.0	1.0	1.9	1.8	3.6	3.4	6.5	6.0	10.8	9.8	4.9	4.5
0.93	1.0	1.0	2.5	2.4	5.9	5.5	12.4	10.8	22.5	19.8	8.4	7.7
0.95	1.0	1.0	3.7	3.4	10.4	9.3	24.2	20.8	47.3	39.4	15.6	13.7
0.97	1.1	1.1	7.5	6.9	29.4	25.0	69.9	57.3	126.0	103.6	43.9	36.9
0.98	1.9	1.8	15.6	13.9	66.5	54.0	137.1	115.3	211.8	182.9	91.0	77.3
0.99	3.7	3.5	63.7	54.3	185.8	161.9	268.7	246.4	339.2	307.3	205.6	188.7
1.00	367.6	368.7	373.8	372.9	373.3	373.3	367.8	369.5	367.9	369.0	368.7	372.5
1.01	3.7	3.5	64.5	54.6	184.8	162.3	262.4	248.8	249.3	232.0	294.3	282.0
1.02	1.9	1.8	15.9	14.6	66.4	56.5	136.5	120.2	137.4	116.9	152.3	139.6
1.03	1.1	1.1	7.8	7.2	29.7	25.8	71.5	60.2	73.7	63.1	82.0	70.5
1.05	1.0	1.0	3.8	3.6	11.1	10.1	26.1	23.1	28.7	25.1	29.2	25.5
1.07	1.0	1.0	2.6	2.5	6.4	5.9	13.4	12.1	15.4	13.6	14.8	13.4
1.10	1.0	1.0	1.9	1.8	4.0	3.7	7.2	6.8	8.3	7.7	7.8	7.3
$\rho =(0.4,0.6,0.8)$
0.90	1.0	1.0	1.9	1.8	3.8	3.5	6.9	6.3	11.7	10.7	3.9	3.7
0.93	1.0	1.0	2.5	2.4	6.2	5.7	13.0	11.6	24.5	21.8	6.6	6.1
0.95	1.0	1.0	3.7	3.5	10.8	9.8	26.3	22.6	52.7	44.1	11.8	10.5
0.97	1.1	1.1	7.7	7.1	30.4	26.3	76.0	62.8	135.0	110.6	32.3	27.4
0.98	1.9	1.8	16.1	14.4	69.8	57.8	149.0	123.3	221.0	195.4	69.3	60.2
0.99	3.7	3.5	64.9	54.9	197.2	169.1	283.1	254.1	336.9	325.1	184.9	162.3
1.00	369.2	372.0	371.6	368.9	371.1	367.2	367.7	369.2	368.7	368.2	370.6	368.1
1.01	3.7	3.5	61.9	52.2	168.1	154.0	246.5	225.8	254.5	241.9	256.7	231.8
1.02	1.9	1.8	15.6	14.1	60.9	52.0	120.3	105.1	143.5	126.5	116.6	98.5
1.03	1.1	1.1	7.6	7.0	27.3	23.7	62.1	52.5	78.7	69.5	55.0	47.1
1.05	1.0	1.0	3.7	3.5	10.4	9.5	22.9	19.8	31.5	27.7	19.4	17.5
1.07	1.0	1.0	2.5	2.4	6.1	5.7	12.0	10.9	16.7	15.1	10.3	9.4
1.10	1.0	1.0	1.9	1.8	3.8	3.6	6.7	6.2	8.8	8.3	5.7	5.4