Monitoring the ratio of two normal variables using variable sampling interval exponentially weighted moving average control charts

Nguyen, Huu Du Tran, Kim Phuc Heuchenne, Cédric [UCL]

We investigate in this paper a new type of control chart called VSI EWMA‐RZ by integrating the variable sampling interval feature (VSI) with the exponentially weighted moving average (EWMA) scheme to monitor the ratio of two normal random variables. Because the distribution of the ratio is skewed, we suggest designing two separated one‐sided charts instead of one two‐sided chart. A new coefficient is introduced allowing us to be free to choose a sampling interval provided that it optimizes the performance of the control chart. We also make a direct comparison between the VSI EWMA‐RZ charts and standard EWMA‐RZ control charts. The numerical simulations show that the proposed charts outperform the standard EWMA charts in detecting process shifts. An application is illustrated for the implementation of the VSI EWMA‐RZ control charts in the food industry.

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Document type	Article de périodique (Journal article) – Article de recherche
Publication date	2019
Language	Anglais
Journal information	"Quality and Reliability Engineering International" - Vol. 35, p. 439-460 (2019)
Peer reviewed	yes
Publisher	JohnWiley & Sons Ltd. (Chichester)
issn	0748-8017
e-issn	1099-1638
Publication status	Publié
Affiliation	UCL - SSH/LIDAM/ISBA - Institut de Statistique, Biostatistique et Sciences Actuarielles
Links	https://doi.org/10.1002/qre.2412[DOI] http://hdl.handle.net/2078.1/207880[Handle]

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See also
	[boreal:209026]	Monitoring the ratio of two normal variables using variable sampling interval exponentially weighted moving average control charts