Average Run Length When Monitoring Capability Indices Using EWMA

In order to monitor unstable but capable processes Castagliola and Vannman have recently suggested a procedure based on an EWMA approach, called EWMA capability chart, for monitoring Vannman's C(p)(u, v)-family of capability indices and showed how their proposed approach efficiently monitors capable processes by detecting a decrease or increase in the capability level. The goal of this paper is to investigate the efficiency of this capability chart in terms of ARL. The procedure used for computing this ARL is presented and simple guidelines for obtaining approximations to the optimal EWMA parameters are proposed. Copyright (C) 2008 John Wiley & Sons, Ltd.