Table 10. Performance comparison of the proposed charts with w = 5, λ = 0.25 and ARL0 = 370 under the Student t10 distribution.
| δ | Shewhart | MA | EWMA | MA-EWMA | EWMA-MA | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| H = 3.958 | H1 = 3.314 | H2 = 3.465 | H3 = 8.778 | H4 = 7.640 | |||||||||||
| ARL | SDRL | MRL | ARL | SDRL | MRL | ARL | SDRL | MRL | ARL | SDRL | MRL | ARL | SDRL | MRL | |
| -4.00 | 1.94 | 0.00 | 1.00 | 1.02 | 0.00 | 1.00 | 1.18 | 0.01 | 1.00 | 0.27 | 0.00 | 0.00 | 1.09 | 0.00 | 1.00 |
| -3.00 | 5.56 | 0.01 | 4.00 | 1.24 | 0.00 | 1.00 | 1.67 | 0.02 | 1.00 | 0.85 | 0.00 | 1.00 | 1.61 | 0.00 | 1.00 |
| -2.00 | 25.33 | 0.06 | 18.00 | 2.66 | 0.00 | 2.00 | 3.35 | 0.04 | 3.00 | 2.51 | 0.00 | 2.00 | 3.33 | 0.00 | 3.00 |
| -1.50 | 58.62 | 0.13 | 41.00 | 5.32 | 0.01 | 4.00 | 5.87 | 0.09 | 5.00 | 5.22 | 0.01 | 4.00 | 5.86 | 0.01 | 5.00 |
| -1.00 | 134.32 | 0.30 | 93.00 | 15.37 | 0.03 | 11.00 | 15.26 | 0.26 | 11.00 | 13.91 | 0.03 | 11.00 | 14.11 | 0.03 | 11.00 |
| -0.75 | 196.28 | 0.44 | 137.00 | 31.99 | 0.07 | 23.00 | 28.01 | 0.36 | 21.00 | 27.43 | 0.07 | 20.00 | 31.89 | 0.07 | 23.00 |
| -0.50 | 271.76 | 0.61 | 188.00 | 77.57 | 0.17 | 54.00 | 67.98 | 0.45 | 48.50 | 66.05 | 0.17 | 47.00 | 77.71 | 0.17 | 54.00 |
| -0.25 | 341.86 | 0.76 | 237.00 | 206.56 | 0.46 | 143.00 | 203.98 | 0.54 | 137.00 | 189.04 | 0.47 | 132.00 | 207.36 | 0.47 | 143.00 |
| -0.10 | 365.70 | 0.82 | 254.00 | 330.53 | 0.74 | 229.00 | 331.30 | 0.74 | 250.50 | 323.68 | 0.63 | 225.00 | 331.00 | 0.72 | 229.00 |
| -0.05 | 368.83 | 0.82 | 256.00 | 360.35 | 0.81 | 249.00 | 361.75 | 0.81 | 276.50 | 357.74 | 0.68 | 249.00 | 359.78 | 0.79 | 249.00 |
| 0.00 | 370.51 | 0.83 | 257.00 | 370.47 | 0.83 | 256.00 | 370.64 | 0.82 | 284.00 | 370.07 | 0.83 | 256.00 | 370.80 | 0.82 | 258.00 |
| 0.05 | 369.06 | 0.82 | 256.00 | 360.03 | 0.81 | 250.00 | 363.35 | 0.81 | 278.00 | 356.68 | 0.68 | 248.00 | 360.57 | 0.79 | 249.00 |
| 0.10 | 365.53 | 0.82 | 254.00 | 331.75 | 0.74 | 230.00 | 331.80 | 0.75 | 240.00 | 323.77 | 0.65 | 225.00 | 331.88 | 0.72 | 229.00 |
| 0.25 | 340.93 | 0.76 | 237.00 | 206.97 | 0.46 | 144.00 | 201.83 | 0.53 | 137.00 | 188.80 | 0.42 | 131.00 | 207.90 | 0.47 | 144.00 |
| 0.50 | 271.83 | 0.61 | 189.00 | 77.60 | 0.17 | 54.00 | 68.06 | 0.45 | 48.00 | 66.00 | 0.14 | 47.00 | 77.62 | 0.17 | 54.00 |
| 0.75 | 196.57 | 0.44 | 136.00 | 31.96 | 0.07 | 23.00 | 28.09 | 0.36 | 21.00 | 27.44 | 0.05 | 20.00 | 32.04 | 0.07 | 22.00 |
| 1.00 | 134.33 | 0.30 | 93.00 | 15.39 | 0.03 | 11.00 | 14.18 | 0.26 | 11.00 | 14.13 | 0.02 | 11.00 | 15.35 | 0.03 | 11.00 |
| 1.50 | 58.82 | 0.13 | 41.00 | 5.31 | 0.01 | 4.00 | 5.90 | 0.08 | 5.00 | 5.21 | 0.01 | 4.00 | 5.83 | 0.01 | 5.00 |
| 2.00 | 25.36 | 0.06 | 18.00 | 2.65 | 0.00 | 2.00 | 3.39 | 0.04 | 3.00 | 2.52 | 0.00 | 2.00 | 3.33 | 0.00 | 3.00 |
| 3.00 | 5.54 | 0.01 | 4.00 | 1.24 | 0.00 | 1.00 | 1.73 | 0.02 | 2.00 | 0.85 | 0.00 | 1.00 | 1.60 | 0.00 | 1.00 |
| 4.00 | 1.94 | 0.00 | 1.00 | 1.02 | 0.00 | 1.00 | 1.18 | 0.01 | 1.00 | 0.27 | 0.00 | 0.00 | 1.09 | 0.00 | 1.00 |
The bold is minimal of ARL, SDRL and MRL.