Simulation Study for Parametric EWMA and NPWEWPA-SR Control Charts Against Non-Normality Assumptions

Anwar Fitrianto (Department of Statistics, IPB University)
Lai Ming Choon (Department of Mathematics and Statistics, Universiti Putra Malaysia, Serdang)
Wan Zuki Azman Wan Muhamad (Institute of Engineering Mathematics, Universiti Malaysia Perlis)

CAUCHY: Jurnal Matematika Murni dan Aplikasi
Vol 8, No 2 (2023): CAUCHY: JURNAL MATEMATIKA MURNI DAN APLIKASI

Common control chart types such as EWMA require assumptions to have valid information.  The study compares IC robustness and OOC performance for parametric EWMA and NPEWMA-SR control charts in violation of symmetrical assumption. The Monte Carlo simulation study held scale parameters with various shape parameters in Weibull distribution. First finding in this paper was both parametric EWMA and NPEWMA-SR control charts were not suitable for the application in asymmetrical distribution due to weak IC robustness and frequent false alarm will be occurred. Although EWMA-X ̅ The control chart showed a most stable OOC performance; the weak IC robustness made the control chart unacceptable. Whereas, NPEWMA-SR control chart lost the ability in small shift detection when symmetrical assumption violated. Moreover, two different weightage of current sample for both parametric EWMA and NPEWMA-SR control charts were also investigated. The results showed that weightage of current sample for both parametric EWMA and NPEWMA-SR control charts did not affect the ARL value trend in different skewness of Weibull distribution.