An EWMA sign chart for dispersion with exact run length properties
Résumé
The EWMA Sign control chart is a distribution-free scheme used for monitoring shifts in the location parameter during process monitoring. In this work, we propose a modified Phase II EWMA chart based on a general Sign statistic, capable of monitoring shifts in the process variability. Regarding the determination of the proposed chart's in-and out-of-control Run Length properties, Markov chain methods are used in combination with a continuous transformation of the suggested general Sign statistic. Our results show the power of the proposed method regarding the proposed chart's exact Run Length properties and its efficiency in detecting shifts in the process variability.
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