Affiliations: School of Management, Universiti Sains Malaysia, Minden, Penang, Malaysia | School of Mathematical Sciences, Universiti Sains Malaysia, Minden, Penang, Malaysia. E-mails: syin.teh@gmail.com; mkbc@usm.my
Note: [] Address for correspondence: Sin Yin Teh, School of Management, Universiti Sains Malaysia, 11800 Minden, Penang, Malaysia. E-mail: syin.teh@gmail.com.
Abstract: The Max-GWMA (called the Maximum Generally Weighted Moving Average) chart is comparable to the Max-EWMA (called the Maximum Exponentially Weighted Moving Average) chart for simultaneously monitoring the process mean and/or variability. These charts require fulfilling the usual assumption in Statistical Process Control (SPC), i.e., the distribution of the process is normal or approximately normal. The main objective of this study is to conduct a comparative study of the performances of the single Max-GWMA and Max-EWMA charts, for skewed populations. A Monte Carlo simulation is conducted using the Statistical Analysis Software (SAS) to study and compare the Average Run Length (ARL) performances for various magnitudes of mean and/or variance shifts for different levels of skewnesses. The skewed distributions considered are the lognormal and gamma distributions. Overall, the results show that the Max-GWMA chart has lower false alarm rates (or similarly, higher in-control ARLs) for more levels of skewnesses, compared to the Max-EWMA chart.
Keywords: ARL, EWMA chart, GWMA chart, single control chart, skewed distributions
