Exponentially weighted moving average (EWMA) and double EWMA (DEWMA) control charts were
designed under the normality assumption. This study considers various skewed (Gamma) and symmetric
non-normal (t) distributions to examine the effect of non-normality on the average run length (ARL)
performance of EWMA and DEWMA. ARL performances were investigated and compared using Monte
Carlo simulations. Results show that DEWMA charts can be designed to be robust to non-normality, that
the ARL performances of EWMA and DEWMA charts were more robust to t distributions and DEWMA
was more robust to non-normality for larger values of the smoothing parameter