A Program for Approximating the In-Control ARL for the MEWMA Chart

Abstract

The multivariate exponentially weighted moving average (MEWMA) control chart is a control charting scheme that uses weighted averages of previously observed random vectors to monitor the mean vector of a process. The in-control average run length (ARL) for the MEWMA control chart can be expressed as the solution of an integral equation. We give a FORTRAN program that uses the quadrature method to approximate the solution of this integral equation. The program can be used to obtain either the in-control ARL for a given value of the upper control limit or the appropriate upper control limit for a desired in-control ARL.

• Integral Equation
• Multivariate Control Charts

Additional information

Notes on contributors

Kevin M. Bodden

Mr. Bodden is a graduate student in the Department of Industrial Engineering. He is a Member of ASQ.

Steven E. Rigdon

Dr. Rigdon is Professor in the Department of Mathematics and Statistics. He is a Senior Member of ASQ. His email address is [email protected].