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. 2023 Nov 8;51(12):2298–2325. doi: 10.1080/02664763.2023.2279015

Table 6.

ARL1 of three proposed schemes for ratio V with shift of correlation coefficient, with n = 1, 5 and ARL0=370.

  n = 1 n = 5
  γ=(0.02,0.02,0.02) (0.1,0.1,0.1) γ=(0.02,0.02,0.02) (0.1,0.1,0.1)
τ Shewhart EWMA MOSE Shewhart EWMA MOSE Shewhart EWMA MOSE Shewhart EWMA MOSE
ρ=(0.4,0.4,0.4) to (0.4,0.2,0.4)
0.90 1.4 2.1 2.0 161.1 22.4 18.6 1.0 1.0 1.0 16.3 5.1 4.8
0.93 3.5 3.0 2.8 276.5 51.2 40.2 1.0 1.3 1.2 49.0 9.2 8.3
0.95 10.8 4.5 4.2 388.6 104.9 81.4 1.2 1.9 1.9 110.1 17.5 15.3
0.97 52.8 10.1 9.0 527.3 246.1 193.1 4.1 3.1 3.0 264.7 55.8 44.7
0.98 136.2 23.4 19.7 569.0 370.0 312.3 15.9 5.3 5.0 400.2 128.7 102.1
0.99 353.5 105.1 83.2 593.4 522.3 471.5 104.7 18.3 16.1 549.6 329.2 275.5
1.00 616.6 601.1 564.1 595.8 590.1 564.3 624.6 602.8 574.0 609.0 590.2 554.1
1.01 340.8 106.5 87.4 575.2 536.1 489.7 103.2 18.6 16.3 525.9 334.6 297.4
1.02 127.1 24.0 20.8 532.5 385.0 329.6 16.0 5.5 5.1 375.1 129.3 108.0
1.03 49.6 10.4 9.7 457.3 250.7 213.8 4.3 3.2 3.1 244.6 58.2 48.6
1.05 11.5 4.7 4.5 332.5 110.6 93.5 1.3 2.0 1.9 101.2 19.3 16.9
1.07 3.9 3.1 3.0 223.8 54.9 47.1 1.0 1.4 1.3 44.3 10.0 9.2
1.10 1.6 2.2 2.1 126.5 25.6 22.5 1.0 1.0 1.0 16.4 5.7 5.3
ρ=(0.4,0.4,0.4) to (0.4,0.6,0.4)
0.90 1.4 2.1 2.0 92.9 20.5 17.5 1.0 1.0 1.0 12.5 5.1 4.8
0.93 3.3 3.0 2.8 147.3 42.4 34.9 1.0 1.3 1.2 32.1 9.0 8.2
0.95 8.9 4.5 4.2 191.6 75.7 63.1 1.2 1.9 1.8 66.0 16.7 14.6
0.97 34.2 9.9 9.0 230.3 146.5 128.8 3.8 3.2 3.0 134.6 44.3 37.9
0.98 73.8 20.4 18.0 249.6 192.7 181.2 12.3 5.3 5.0 186.6 85.7 73.9
0.99 161.6 72.3 61.4 250.6 239.1 240.2 60.3 17.1 14.9 230.4 177.7 166.4
1.00 240.6 252.0 254.4 246.3 246.6 253.8 240.9 255.7 258.9 244.5 251.2 258.6
1.01 152.8 70.6 62.9 232.1 226.5 226.4 60.7 16.9 15.3 209.7 167.2 159.5
1.02 69.9 20.8 18.8 216.2 177.2 170.9 12.0 5.4 5.1 163.4 81.0 73.0
1.03 32.8 10.1 9.2 192.8 133.8 118.8 4.0 3.2 3.1 115.1 43.0 38.4
1.05 9.1 4.7 4.4 142.4 70.3 63.3 1.3 2.0 1.9 54.9 17.1 15.3
1.07 3.7 3.1 3.0 106.7 40.7 36.2 1.0 1.4 1.3 28.9 9.4 9.0
1.10 1.6 2.2 2.1 65.1 21.9 19.6 1.0 1.0 1.0 12.3 5.6 5.3
ρ=(0.4,0.4,0.4) to (0.4,0.6,0.4)
0.90 1.0 1.3 1.2 91.6 9.8 8.7 1.0 1.0 1.0 4.0 3.0 2.8
0.93 1.2 2.0 1.9 231.8 21.6 17.8 1.0 1.0 1.0 16.1 4.8 4.4
0.95 2.8 2.7 2.6 432.6 51.0 40.1 1.0 1.1 1.1 53.4 8.1 7.4
0.97 18.5 5.1 4.8 787.8 179.3 132.1 1.3 2.1 2.0 224.7 24.1 20.3
0.98 75.8 10.0 9.1 998.2 386.2 289.8 4.2 3.1 2.9 482.4 68.9 53.1
0.99 400.8 52.2 41.0 1233.0 847.1 673.1 51.6 8.4 7.5 1018.0 321.8 245.3
1.00 1462.4 1352.7 1185.3 1301.6 1335.2 1166.7 1505.6 1373.5 1195.4 1444.1 1368.4 1195.7
1.01 389.5 53.3 42.0 1230.7 974.6 815.1 52.8 8.4 7.7 1010.0 345.0 261.8
1.02 72.5 10.4 9.5 1033.1 458.3 361.4 4.4 3.1 3.0 473.3 72.1 57.3
1.03 18.8 5.3 5.0 794.1 213.4 161.3 1.4 2.1 2.0 219.1 25.5 21.7
1.05 3.1 2.8 2.6 409.1 59.4 48.3 1.0 1.2 1.1 52.5 8.7 8.0
1.07 1.3 2.0 2.0 212.9 25.0 21.6 1.0 1.0 1.0 17.0 5.0 4.8
1.10 1.0 1.4 1.3 83.0 11.6 10.3 1.0 1.0 1.0 4.8 3.2 3.1
ρ=(0.4,0.4,0.4) to (0.4,0.2,0.4)
0.90 1.0 1.4 1.3 32.6 9.3 8.6 1.0 1.0 1.0 3.4 3.1 2.9
0.93 1.3 2.0 1.9 62.2 17.7 15.8 1.0 1.0 1.0 9.4 4.8 4.5
0.95 2.6 2.7 2.6 95.7 32.3 28.6 1.0 1.2 1.1 20.9 7.9 7.2
0.97 10.2 5.1 4.8 135.1 71.2 64.8 1.4 2.1 2.0 55.1 18.6 16.7
0.98 25.7 9.3 8.7 149.2 108.4 103.2 3.5 3.1 3.0 91.3 38.0 33.8
0.99 76.2 30.9 27.2 160.4 151.5 155.1 20.5 7.9 7.3 131.9 92.9 88.6
1.00 150.9 166.2 174.9 156.5 170.2 177.8 152.4 165.5 174.0 153.6 164.6 174.6
1.01 73.5 31.2 27.8 147.6 137.9 143.6 20.1 8.0 7.4 126.2 89.0 82.5
1.02 25.2 9.6 8.8 131.6 97.5 93.8 3.6 3.2 3.0 81.1 36.9 32.9
1.03 9.8 5.3 4.9 111.4 64.6 59.9 1.5 2.1 2.0 49.9 18.8 16.8
1.05 2.8 2.8 2.7 75.2 31.7 28.2 1.0 1.2 1.2 20.2 8.1 7.5
1.07 1.4 2.0 1.9 48.9 18.3 16.5 1.0 1.0 1.0 9.2 5.0 4.8
1.10 1.0 1.4 1.4 26.6 10.1 9.4 1.0 1.0 1.0 3.9 3.2 3.1