The Statistical Design of EWMA Control Charts with Estimated Parameters

Abstract

The existing procedures for designing exponentially weighted moving average (EWMA) control charts are based on the assumption of known process parameters. In practice, these parameters are usually unknown and replaced with estimates from an in-control reference sample. Using parameter estimates with design procedures intended for known parameters can lead to significantly deteriorated chart performance. In this paper, the assumption of known parameters is relaxed and design procedures for the EWMA chart are developed accordingly.