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DESIGNING A MULTIVARIATE EWMA CONTROL CHART TABLE 3.Steady-State Average Run Lengths for Multivariate EWMA Control Schemes 0.05 0.10 0.20 0.30 0.40 0.50 0.60 0.80 HE 7.35 8.64 9.65 10.08 10.31 10.44 10.52 10.5 2900 2.81 2.34 H= 11.22 12.73 13.87 14.34 14.58 14.71 14.78 14.85 050 12 500 H 16.27 17.51 18.01 8.39 18.4 18.54 8:8 907 0152030 H= 20.72 22.67 24.0 24.62 2489 0511 )51 10 10.5 1689 H= 27.82 30.03 3159 32.19 32.48 32.63 32.71 32.7g 0505100 1 state dist ovide conditional steady-state ARLs in Table 3 scheme at the time of the shift affects the ARL.Let the the the mee state several reasonable definitions for g.Crosier (1988 distinguished between a conditional and a cyclical computed under the assumption that the process has Vol.9.No.1,January 1997 lournal of Quality Technology Reproduced with permission of the copyright owner.Further reproduction prohibited without permission. Reproduced with permission of the copyright owner. Further reproduction prohibited without permission
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