Joint Monitoring of Process Mean and Variance Using Exponentially Weighted Moving Average Control Charts

Abstract

The performances of control-charting schemes for thejoint monitoring of a process mean and a variance are evaluated and compared. Certain schemes are shown to be inadequate for this purpose, and the potential risk of using these schemes alone is discussed. A combined scheme consisting of a two-sided exponentially weighted moving average (EWMA) mean chart and a two-sided EWMA variance chart is found to perform well under several types of out-of-control situations. A simple method is provided for approximating the average run length and the percentage points of a run-length distribution of a combined EWMA scheme. A simple procedure is also proposed for the design of a combined EWMA scheme.

KEY WORDS:

• Average run length (ARL)
• Extrapolation method
• Normal distribution
• Run-length distribution
• Statistical quality control