Introduction
A popular control chart used to detect small
shifts in a process mean is the EWMA (Roberts,
1959). In an effort to increase the sensitivity of
EWMA control charts to detect small shifts and
drifts in a process, a double EWMA (DEWMA)
control chart was developed by Shamma and
Shamma (1992). Zhang (2002) has conducted
extensive studies on DEWMA control charts for
the mean.