A program for ARL calculation for multivariate EWMA charts

W. E. Molnau, George Runger, Douglas Montgomery, K. R. Skinner, E. N. Loredo, S. S. Prabhu

Research output: Contribution to journalArticle

32 Citations (Scopus)

Abstract

We present a computer program that calculates the average run length (ARL) for multivariate exponentially weighted moving average control charts. The program returns the ARL given values of the shift in the mean vector, the control limit, and the smoothing constant. The program may be modified to respond to single inputs or to vectors of inputs. The ARL values are determined using a Markov chain approximation.

Original languageEnglish (US)
Pages (from-to)515-521
Number of pages7
JournalJournal of Quality Technology
Volume33
Issue number4
StatePublished - Oct 2001

Fingerprint

EWMA Chart
Average Run Length
Markov Chain Approximation
Exponentially Weighted Moving Average Control Chart
Markov processes
Computer program listings
Smoothing
Calculate
Charts
Exponentially weighted moving average
Average run length

Keywords

  • Average run length
  • Control charts
  • Statistical process control

ASJC Scopus subject areas

  • Industrial and Manufacturing Engineering
  • Statistics and Probability
  • Management Science and Operations Research

Cite this

Molnau, W. E., Runger, G., Montgomery, D., Skinner, K. R., Loredo, E. N., & Prabhu, S. S. (2001). A program for ARL calculation for multivariate EWMA charts. Journal of Quality Technology, 33(4), 515-521.

A program for ARL calculation for multivariate EWMA charts. / Molnau, W. E.; Runger, George; Montgomery, Douglas; Skinner, K. R.; Loredo, E. N.; Prabhu, S. S.

In: Journal of Quality Technology, Vol. 33, No. 4, 10.2001, p. 515-521.

Research output: Contribution to journalArticle

Molnau, WE, Runger, G, Montgomery, D, Skinner, KR, Loredo, EN & Prabhu, SS 2001, 'A program for ARL calculation for multivariate EWMA charts', Journal of Quality Technology, vol. 33, no. 4, pp. 515-521.
Molnau, W. E. ; Runger, George ; Montgomery, Douglas ; Skinner, K. R. ; Loredo, E. N. ; Prabhu, S. S. / A program for ARL calculation for multivariate EWMA charts. In: Journal of Quality Technology. 2001 ; Vol. 33, No. 4. pp. 515-521.
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