SOME STOCHASTIC PROPERTIES OF UPPER ONE-SIDED AND EWMA CHARTS FOR μ IN THE PRESENCE OF SHIFTS IN σ

Abstract

In this paper we shall discuss certain stochastic properties of the run length of upper one-sided andEWMA control charts for the process mean when the quality characteristic is normally distributed. We look at the performance of these two charts in the presence of shifts in the process mean and the standard deviation, and at their ability to detect these latter shifts and to give misleading signals.

Keywords:

• Quality control
• Stochastic order relations
• Run length
• Shift detection
• Markovian approach
• Misleading signal

ACKNOWLEDGMENTS

We are grateful to the editor, the two referees and the associate editor for their valuable suggestions and comments that lead to an improved version of the original draft of this paper.

This paper was written with the partial support of grants Praxis PCEX/P/MAT/41/96 and PCEX/P/MAT/10002/98.