{"title":"A critical note on the exponentiated EWMA chart","authors":"Abdul Haq, William H. Woodall","doi":"10.1007/s00362-024-01601-w","DOIUrl":null,"url":null,"abstract":"<p>In this short note, we reevaluate the run-length performance of the EWMA and exponentiated EWMA (Exp-EWMA) charts using the conditional expected delay metric. It is found that the enhancements offered by the Exp-EWMA chart over the EWMA chart in the zero-state setup are marginal. Given its simplicity in implementation and its ability to encompass the functionality of the Exp-EWMA chart in detecting delayed shifts in the process mean, the EWMA chart remains the preferred choice over the Exp-EWMA chart.</p>","PeriodicalId":51166,"journal":{"name":"Statistical Papers","volume":"16 1","pages":""},"PeriodicalIF":1.2000,"publicationDate":"2024-08-23","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":null,"platform":"Semanticscholar","paperid":null,"PeriodicalName":"Statistical Papers","FirstCategoryId":"100","ListUrlMain":"https://doi.org/10.1007/s00362-024-01601-w","RegionNum":3,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q2","JCRName":"STATISTICS & PROBABILITY","Score":null,"Total":0}
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Abstract
In this short note, we reevaluate the run-length performance of the EWMA and exponentiated EWMA (Exp-EWMA) charts using the conditional expected delay metric. It is found that the enhancements offered by the Exp-EWMA chart over the EWMA chart in the zero-state setup are marginal. Given its simplicity in implementation and its ability to encompass the functionality of the Exp-EWMA chart in detecting delayed shifts in the process mean, the EWMA chart remains the preferred choice over the Exp-EWMA chart.
期刊介绍：
The journal Statistical Papers addresses itself to all persons and organizations that have to deal with statistical methods in their own field of work. It attempts to provide a forum for the presentation and critical assessment of statistical methods, in particular for the discussion of their methodological foundations as well as their potential applications. Methods that have broad applications will be preferred. However, special attention is given to those statistical methods which are relevant to the economic and social sciences. In addition to original research papers, readers will find survey articles, short notes, reports on statistical software, problem section, and book reviews.
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