Design of a sign chart using a new EWMA statistic

Abstract

In this article, a new non parametric control chart based on the modified or controlled exponentially weighted moving average (EWMA) statistic is developed to monitor the process deviation from the target value. The proposed control chart is evaluated for different values of design parameters using the average run length as a performance criterion under various sample sizes. The proposed chart is compared with the existing non parametric EWMA sign control chart. It is observed that the proposed chart is better than the existing EWMA sign control chart in terms of run length characteristics. An empirical example is provided for the practical implementation of the proposed chart.

Keywords:

• EWMA statistic
• average run length
• non parametric control charts
• sign statistic
• binomial distribution
• Monte Carlo simulation

MATHEMATICS SUBJECT CLASSIFICATION:

• 62P30; 62N05

Acknowledgment

The authors are deeply thankful to the editor and reviewers for their valuable suggestions to improve the quality of this manuscript.

Additional information

Funding

This article was funded by the Deanship of Scientific Research (DSR) at King Abdulaziz University, Jeddah. The author, Muhammad Aslam, therefore, acknowledge with thanks DSR technical and financial support. The work by Chi-Hyuck Jun was supported by a research grant from Samsung Electronics Company.