Table 9 The run length characteristic (ARL, SDRL (in 2nd row) and MDRL (in 3rd row)) of the proposed EWMA-SR and HWMA-SR for different distributions when \(n=15\) and \(ARL_0=500\).
EWMA-SR Repetitive | HWMA-SR Repetitive | |||||
---|---|---|---|---|---|---|
\(\delta\) | \(\omega =0.03\) | \(\omega =0.05\) | \(\omega =0.2\) | \(\omega =0.03\) | \(\omega =0.05\) | \(\omega =0.2\) |
Normal (0,1) | ||||||
0.0 | 500.4 | 499.8 | 500.5 | 500.8 | 501.5 | 500.9 |
498.3 | 471.6 | 505.8 | 515.9 | 454.9 | 412.1 | |
359 | 369 | 333 | 403 | 421 | 450 | |
0.1 | 23.5 | 36.8 | 53.6 | 17.2 | 21.2 | 23.1 |
15.9 | 25.2 | 49.1 | 24.5 | 16.3 | 22.7 | |
20 | 30 | 39 | 8.5 | 18.5 | 19.5 | |
0.5 | 3.4 | 4.4 | 5.2 | 1.4 | 1.7 | 1.8 |
0.9 | 1.1 | 0.8 | 0.8 | 0.8 | 1.1 | |
3 | 4 | 5 | 1 | 1.5 | 1 | |
1 | 2 | 2 | 2 | 1 | 1 | 1 |
0.3 | 0.5 | 0.8 | 0 | 0 | 0 | |
2 | 2 | 2 | 1 | 1 | ! | |
3 | 2 | 2 | 2 | 1 | 1 | 1 |
0 | 0 | 0 | 0 | 0 | 0 | |
2 | 2 | 2 | 1 | 1 | 1 | |
Laplace (0,\(1/\sqrt{2}\)) | ||||||
0.0 | 503.6 | 504.0 | 504.2 | 501.7 | 499.1 | 501.9 |
490.3 | 512.5 | 501.1 | 556.8 | 537.9 | 542.2 | |
343.5 | 340 | 333.5 | 395 | 386 | 260.5 | |
0.1 | 14.9 | 15.7 | 29.0 | 8.7 | 13.4 | 15.9 |
9.2 | 11.1 | 25.6 | 7.1 | 11.3 | 16.6 | |
13 | 13 | 21 | 7 | 10 | 7 | |
0.5 | 3.1 | 2.5 | 2.7 | 1.2 | 1.2 | 1.4 |
0.8 | 0.7 | 0.7 | 0.6 | 0.6 | 0.7 | |
3 | 2 | 2 | 1 | 1 | 1 | |
1 | 2 | 2 | 2 | 1 | 1 | 1 |
0.3 | 0.1 | 0.4 | 0 | 0 | 0 | |
2 | 2 | 2 | 1 | 1 | 1 | |
3 | 2 | 2 | 2 | 1 | 1 | 1 |
0 | 0 | 0 | 0 | 0 | 0 | |
2 | 2 | 2 | 1 | 1 | 1 | |
LG (0,\(\sqrt{3}/\pi\)) | ||||||
0.0 | 501.2 | 502.3 | 502.9 | 505.3 | 499.3 | 499.0 |
510.9 | 509.9 | 496.3 | 461.1 | 413.1 | 362.7 | |
423.2 | 340 | 355 | 413 | 380.5 | 497 | |
0.1 | 20.4 | 21.7 | 45.4 | 10.1 | 14.6 | 22.5 |
13.8 | 16.7 | 41.6 | 9.7 | 16.1 | 15.4 | |
17 | 17 | 33 | 5.5 | 9 | 20 | |
0.5 | 3.3 | 2.6 | 2 | 1.2 | 1.4 | 1.5 |
0.9 | 0.8 | 0.7 | 0.6 | 0.9 | 0.8 | |
3 | 2 | 2 | 1 | 1 | 1 | |
1 | 2 | 2 | 2 | 1 | 1 | 1 |
0.2 | 0.2 | 0 | 0 | 0 | 0 | |
2 | 2 | 2 | 1 | 1 | 1 | |
3 | 2 | 2 | 2 | 1 | 1 | 1 |
0 | 0 | 0 | 0 | 0 | 0 | |
2 | 2 | 2 | 1 | 1 | 1 | |
Student’s t-Distribution (4) | ||||||
0.0 | 499.0 | 502.8 | 500.3 | 502.2 | 500.4 | 500.7 |
487.5 | 504.8 | 498.7 | 421.3 | 488.6 | 386.5 | |
357.5 | 353.5 | 348 | 465.5 | 254.5 | 362.5 | |
0.1 | 23.1 | 34.2 | 51.2 | 11.5 | 15.7 | 20.3 |
17.3 | 24.6 | 49.5 | 13.6 | 18.5 | 17.6 | |
20 | 28 | 36 | 5.5 | 11.5 | 17.5 | |
0.5 | 3.4 | 2.1 | 2 | 1.5 | 1.6 | 1.3 |
0.9 | 1.1 | 0.8 | 0.8 | 0.9 | 0.9 | |
3 | 2 | 2 | 1 | 1 | 1 | |
1 | 2.1 | 2.5 | 2 | 1 | 1 | 1 |
0.3 | 0.5 | 0 | 0 | 0 | 0 | |
2 | 2 | 2 | 1 | 1 | ! | |
3 | 2 | 2 | 2 | 1 | 1 | 1 |
0 | 0 | 0 | 0 | 0 | 0 | |
2 | 2 | 2 | 1 | 1 | 1 | |
Student’s t-Distribution (8) | ||||||
0.0 | 499.4 | 499.0 | 501.4 | 499.2 | 499.9 | 507.6 |
493.6 | 511.3 | 498.3 | 497.7 | 476.9 | 462.8 | |
348 | 340 | 342.5 | 415 | 389.5 | 377.5 | |
0.1 | 23.6 | 34.9 | 53.2 | 14.4 | 19.8 | 21 |
18.3 | 24.9 | 51.9 | 14.9 | 20.9 | 21.2 | |
18 | 27 | 36.5 | 11 | 11.5 | 11 | |
0.5 | 3.4 | 4.1 | 2.1 | 1.4 | 1.4 | 1.5 |
0.9 | 1.1 | 0.9 | 0.8 | 0.8 | 0.8 | |
3 | 4 | 2 | 1 | 1 | 1 | |
1 | 2.1 | 2.4 | 2 | 1 | 1 | 1 |
0.3 | 0.5 | 0 | 0 | 0 | 0 | |
2 | 2 | 2 | 1 | 1 | 1 | |
3 | 2 | 2 | 2 | 1 | 1 | 1 |
0 | 0 | 0 | 0 | 0 | 0 | |
2 | 2 | 2 | 1 | 1 | 1 |