Student Seminar Series - July 18, 2005
University of Minnesota
School of Statistics
College of Liberal Arts
Performance
Comparison of EWMA Chart Based on Log and Natural Scaled Sample
Variance
Liying Zhang
Monday, July 18, 2005
9:00 AM, 120
Amundson Hall
Minneapolis, East Bank Campus
Refreshments at 8:30 AM
300 Ford Hall
Abstract
The Exponentially Weighted Moving Average (EWMA) control chart is
effective in detecting shifts in the process mean and standard
deviation. For monitoring process standard deviation, the EWMA control
charts can be constructed by using an EWMA based on the sample variance
naturally or the log transformation of the sample variance. In the
paper we compare the performance of the two EWMA control charts in
terms of the average run length (ARL). Fortran programs for ARL
calculation and their outputs are discussed. The examples and
comparison graphs show that the EWMA based on natural-scaled sample
variance reacts to the shifts in process variability faster than the
EWMA based on log-scaled sample variance does, particularly when the
shifts are small.