IJPAM: Volume 73, No. 4 (2011)

AN ANALYTICAL ARL OF
BINOMIAL DOUBLE MOVING AVERAGE CHART

Yupaporn Areepong$^1$, Saowanit Sukparungsee$^2$
$^{1,2}$Department of Applied Statistics
Faculty of Applied Science
King Mongkut's University of Technology North Bangkok
Bangkok, 10800, THAILAND


Abstract. The objective of this paper is to study Statistical Process Control (SPC) with Double Moving Average control chart (DMA) chart. The characteristic of control chart is Average Run Length (ARL) which is the average number of samples taken before an action signal is given. The explicit formula for when observations are Binomial distribution is presented. This formula is easy to implement and useful to practitioners. In addition, the comparisons of performance of DMA, Moving Average control chart(MA), Exponentially weighted Moving Average chart (EWMA) and np chart are considered. The numerical results found that the performance of the EWMA chart is superior to DMA and MA charts for small shifts, DMA performs appreciably better than EWMA and MA for moderate shifts but that MA performs better than EWMA and DMA for large shifts.

Received: August 27, 2011

AMS Subject Classification: 60A05

Key Words and Phrases: double moving average chart, average run length, binomial distribution, stopping times

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Source: International Journal of Pure and Applied Mathematics
ISSN printed version: 1311-8080
ISSN on-line version: 1314-3395
Year: 2011
Volume: 73
Issue: 4