Table 3. ARL performance of EWMA-MA-chart for Normal(0,1) distribution by varying λ and given ARL0 = 370 and w = 5.
Shift size (δ) |
λ = 0.05 | λ = 0.10 | λ = 0.25 | λ = 0.50 | λ = 0.75 |
---|---|---|---|---|---|
H4 = 5.568 | H4 = 6.041 | H4 = 6.480 | H4 = 6.658 | H4 = 6.698 | |
-4.00 | 1.57±0.00 | 1.15±0.00 | 1.02±0.00 | 1.01*±0.00 | 1.03±0.00 |
-3.00 | 2.35±0.00 | 1.76±0.00 | 1.27±0.00 | 1.21*±0.00 | 1.37±0.00 |
-2.00 | 3.98±0.00 | 3.18±0.00 | 2.47*±0.00 | 2.55±0.00 | 3.55±0.01 |
-1.50 | 5.76±0.00 | 4.81±0.00 | 4.19*±0.01 | 5.06±0.01 | 8.03±0.02 |
-1.00 | 9.76±0.01 | 8.75*±0.01 | 9.26±0.02 | 14.30±0.03 | 24.81±0.05 |
-0.75 | 14.35±0.02 | 13.77*±0.02 | 17.00±0.03 | 29.30±0.06 | 49.95±0.11 |
-0.50 | 25.49*±0.03 | 27.29±0.04 | 40.10±0.08 | 70.82±0.16 | 109.19±0.24 |
-0.25 | 72.45*±0.13 | 88.50±0.18 | 134.98±0.29 | 195.52±0.43 | 242.47±0.54 |
-0.10 | 216.78*±0.45 | 248.37±0.54 | 294.27±0.65 | 326.42±0.73 | 342.49±0.76 |
-0.05 | 314.05*±0.67 | 329.12±0.72 | 347.12±0.77 | 358.46±0.80 | 363.35±0.81 |
0.00 | 370.16±0.80 | 370.15±0.81 | 370.32±0.82 | 370.52±0.83 | 370.59±0.83 |
0.05 | 312.99*±0.67 | 329.58±0.72 | 346.89±0.77 | 357.14±0.80 | 363.63±0.81 |
0.10 | 216.22*±0.45 | 247.16±0.54 | 293.07±0.65 | 325.39±0.72 | 342.39±0.76 |
0.25 | 72.02*±0.13 | 88.04±0.18 | 134.23±0.29 | 194.95±0.43 | 241.31±0.54 |
0.50 | 25.41*±0.03 | 27.22±0.04 | 39.99±0.08 | 70.52±0.15 | 108.54±0.24 |
0.75 | 14.28±0.02 | 13.70*±0.02 | 16.92±0.03 | 29.06±0.06 | 49.57±0.11 |
1.00 | 9.72±0.01 | 8.72*±0.01 | 9.21±0.01 | 14.25±0.03 | 24.71±0.05 |
1.50 | 5.75±0.00 | 4.80±0.00 | 4.18*±0.01 | 5.06±0.01 | 8.02±0.02 |
2.00 | 3.98±0.00 | 3.18±0.00 | 2.48*±0.00 | 2.55±0.00 | 3.54±0.01 |
3.00 | 2.35±0.00 | 1.76±0.00 | 1.27±0.00 | 1.21*±0.00 | 1.38±0.00 |
4.00 | 1.57±0.00 | 1.15±0.00 | 1.02±0.00 | 1.01*±0.00 | 1.03±0.00 |
* is minimal ARL1 and after the mark (±) is standard deviation of ARL.