The exponentially weighted moving-average (or
EWMA) control chart was first introduced by
Roberts. 4 Hunter 5 and Montgomery 3 give good
introductory discussions of the EWMA.
It is wellknown (see Hunter 5 and Montgomery 3) that the
EWMA control chart is a good alternative to the
historical Shewhart chart when we are interested in
detecting small shifts in the reliability parameter of
interest. We also demonstrate this in Section 4.
We now develop the EWMA control chart for the
general case of unbalanced Poisson and binomial data.
Suppose that time period i is the current time period
of interest. For k = 1, 2,..,, i, let Ok = Ak when we are
considering Poisson data, and let Ok =,0k for the case
of binomial data.
The EWMA is defined as