The Performance of the MEWMA Control Chart When Parameters Are Estimated

Mahmoud A Mahmoud (1) , Petros Maravelakis (2)

1 Statistics
2 University of the Aegean

In the present article, we study the effect of estimating the vector of means and variance-covariance matrix in the performance of the MEWMA control chart. We show through simulation that the performance of the MEWMA control chart is affected when the parameters are estimated compared to the known parameters case. The control limit that achieves the desired in control ARL when estimating the parameters is computed in several cases and formulas used to find approximately its values are given. Finally, an optimal design strategy for the MEWMA chart with estimated parameters is presented.

Mots clés: Physical Sciences

Mahmoud A Mahmoud, Petros Maravelakis. The Performance of the MEWMA Control Chart When Parameters Are Estimated. Communications in Statistics - Simulation and Computation, 2010, 39 (09), pp.1803-1817. ⟨10.1080/03610918.2010.518269⟩. ⟨hal-00637026⟩