An EWMA sign chart for dispersion with exact run length properties

Abstract

The EWMA Sign control chart is a distribution-free scheme used for monitoring shifts in the location parameter during process monitoring. In this work, we propose a modified Phase II EWMA chart based on a general Sign statistic, capable of monitoring shifts in the process variability. Regarding the determination of the proposed chart's in- and out-of-control Run Length properties, Markov chain methods are used in combination with a continuous transformation of the suggested general Sign statistic. Our results show the power of the proposed method regarding the proposed chart's exact Run Length properties and its efficiency in detecting shifts in the process variability.

Keywords:

• Distribution-free
• sign statistic
• Markov chain
• EWMA control chart
• variability

Acknowledgements

The authors would like to express their gratitude to the Editor and the two anonymous reviewers for their constructive comments which improved the content and the presentation of this paper.

Disclosure statement

No potential conflict of interest was reported by the author(s).

Additional information

Funding

VGB's research work was supported by the Ministerio de Ciencia e Innovación (MICINN) of Spain [grant number PID2019-110442GB-I00].