Sensitivity Comparison of EWMA Max-GWMA and Max-CUSUM Control Charts for Exponential distribution

Abstract

The objective of this article is to compare the sensitivity of EWMA Max-GWMA and Max-CUSUM control charts for exponential distribution. The performance of control charts are measured by average run length (ARL). Monte-Carlo simulation method is used for evaluate ARL of EWMA Max-GWMA and Max-CUSUM control charts with 10,000 iterations. The results show that when process when observations are exponential distribution, for =0.01 EWMA control chart is sensitive for small changes (=0.01-0.06) and Max-GWMA control chart with =0.6 is sensitive for moderate changes (=0.07-0.1). For =0.2 Max-GWMA control chart with =0.8  is sensitive for small changes (=0.01-0.05) and EWMA control chart is sensitive for moderate changes (=0.06-0.1).