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MRL vs ARL

Forums: Mathematics, Math, Maths, Mrl, Arl
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facebook195
 
Reply Thu 28 Apr, 2011 04:10 am
May I know why ARL is always bigger than MRL when shift is zero or small when they have same lambda, control limit, sample size for a EWMA chart?
Thanks.
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Type: Question • Score: 0 • Views: 1,504 • Replies: 1
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solipsister
 
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Reply Mon 2 May, 2011 02:18 am
@facebook195,
The distribution of an exponentially weighted moving average is highly skewed so average run length is higher than the median run length.


http://www.informaworld.com/smpp/content~db=all~content=a772467992~frm=titlelink


http://en.wikipedia.org/wiki/EWMA_chart












































































































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