Like most commonly used control
charts, the traditional EWMA and DEWMA
control charts for monitoring process means
were developed under the assumption of
normality. The behavior of the EWMA control
chart performance for non-normal distributions
has been investigated. Borror, et al. (1999) used
the Markov chain method and simulations to
study the average run length (ARL) performance
of the EWMA control charts for the mean of