A Technique to compare ewmad2 scheme with different sample sizes

Abstract

Basically the Exponentially Weighted Moving Average (EWMA) charts were introduced for monitoring the process mean in 1959 by Robert. It is much sensitive in detecting small shifts of mean than Shewhart charts. But lately it was felt that monitoring process mean was not enough in some cases. Then it was essential to introduce EWMA chart for monitoring sample variance and such a chart was introduced by Chen and Gan in 1993. These both EWMA charts can be used to monitor process mean and variance independently. But later it was identified monitoring mean and variance is a bivariate problem. In this series Exponentially Weighted Moving Average Distance square scheme (EWMAD2) was introduced with the claim that the control limits of the schemes are independent of sample size. In this research project the effect of sample size in EWMAD2 scheme is analyzed with the simulated samples with the different sample size and Average Run Lengths. In conclusion it is proved that EWMAD2 scheme is independent of sample size in determining the control limits.