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Gini's Mean Difference Based Time-Varying EWMA Charts

Author

Listed:
  • Riaz Muhammad

    (Department of Statistics, Quaid-e-Azam University, Islamabad, Pakistan. riaz76qau@yahoo.com)

  • Abbasi Saddam Akber

    (Department of Statistics, The University of Auckland, Auckland, New Zealand. saddamabbasi@yahoo.com)

Abstract

The concept of time-varying control limits with reference to EWMA charts is briefly introduced and for the asymptotic control charts proposed by Riaz and Abbasi [Interstat : 3, 2007], a proposal of time-varying control limits is made. The proposed limits are subsequently compared with those of Riaz and Abbasi [Interstat : 3, 2007] asymptotic charts and different time-varying EWMA control structures based on the sample range R, the sample standard deviation S and Downton's estimator σ*. The probability of detection of outliers is used as comparison criterion.

Suggested Citation

  • Riaz Muhammad & Abbasi Saddam Akber, 2009. "Gini's Mean Difference Based Time-Varying EWMA Charts," Stochastics and Quality Control, De Gruyter, vol. 24(2), pages 269-286, January.
    • Handle: RePEc:bpj:ecqcon:v:24:y:2009:i:2:p:269-286:n:10
    DOI: 10.1515/EQC.2009.269
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