3. COMPARISON OF RUN LENGTH PERFORMANCES
Statistical performance of control charts is usually evaluated using
average run lengths (ARLs) and standard deviations of run lengths
(SDRLs). Commonly the ARL at a satisfactory process level (in-control
ARL) is desired to be long, say for example 200. The ARLs and SDRLs
at various process shift levels are then compared between charts. In this
section, we compare the performance of the PDEWMA chart with that of
the PEWMA chart using ARLs and SDRLs. For the PEWMA chart, yt
defined in Eq. (2.1) is the control statistic, and the control limits are set as
zt, is defined via the system of equations