An EWMA chart for monitoring the process standard deviation when parameters are estimated

Authors:
Petros E. Maravelakis;Philippe Castagliola
Affiliations:
Department of Statistics and Actuarial-Financial Mathematics, University of the Aegean, Karlovassi, 83200, Samos, Greece;Université de Nantes & IRCCyN UMR CNRS 6597, Carquefou, France
Venue:
Computational Statistics & Data Analysis
Year:
2009

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Abstract

The EWMA chart for the standard deviation is a useful tool for monitoring the variability of a process quality characteristic. The performance of this chart is usually evaluated under the assumption of known parameters. However, in practice, process parameters are estimated from an in-control Phase I data set. A modified EWMA control chart is proposed for monitoring the standard deviation when the parameters are estimated. The Run Length properties of this chart are studied and its performance is evaluated by comparing it with the same chart but with process parameters assumed known.