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A study on EWMA charts with runs rules – the Markov chain approach. (English) Zbl 1397.62594

Summary: Runs rules are usually used with Shewhart-type charts to enhance the charts’ sensitivities toward small and moderate shifts. In [“Enhancing the performance of EWMA charts”, Qual. Reliab. Eng. Int. 27, No. 6, 821–833 (2010; doi:10.1002/qre.1175)], N. Abbas et al. took it a step further by proposing two runs rules schemes, applied to the exponentially weighted moving average (EWMA) chart and evaluated their average run length (ARL) performances using simulation. They showed that the proposed schemes are superior to the classical EWMA chart and other schemes being investigated. Besides pointing out some erroneous ARL and standard deviation of the run length (SDRL) computations in Abbas et al., this paper presents a Markov chain approach for computing the ARL, percentiles of the run length (RL) distribution and SDRL, for the two runs rules schemes of Abbas et al. Using Markov chain, we also propose two combined runs rules EWMA schemes to quicken the two schemes of Abbas et al. in responding to large shifts. The runs rules (basic and combined rules) EWMA schemes will be compared with some existing control charting methods, where the former charts are shown to prevail.

MSC:

62P30 Applications of statistics in engineering and industry; control charts
62E15 Exact distribution theory in statistics
Full Text: DOI

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