Average Run Lengths of Geometric Moving Average Charts by Numerical Methods

Abstract

A numerical procedure is presented for the tabulation of average run lengths (ARL's) of geometric moving average charts. Both one-and two-sided ARL's are given for various settings of the control limits, smoothing constant and shift in the nominal level of the process mean. Where comparison is possible. the tabulated ARL's are in agreement with those obtained by Roberts [3]. [4] using simulation techniques.