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Exact Average Run Length of Double Moving Control Chart

S. Sukparungsee, Y. Areepong


A Double Moving Average chart has studied for detecting change in the process mean. The explicit formula for Average Run Length of DMA chart also has proposed in few years ago with span w = 2. Consequently, we develope the exact formula with arbitrary span when observations are binomial distributed. The proposed exact formula of ARL is simple and easy to implement. The performance of DMA chart is compared with np, EWMA and MA charts which the DMA chart is superior than other charts for every shifts. Furthermore, the sensitivity of the DMA chart increases as a span increases.


explicit formula; average run length; double moving average; span; number of non-conforming.

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