Design of a Robust EWMA t Chart with Variable Sampling Intervals for Monitoring Changes in the Process Mean

The performance of an X-bar chart is usually studied under the assumption that the process standard deviation is well estimated and does not change. This is, of course, not always the case in practice and X-bar charts are not robust against errors in estimating the process standard deviation or changing standard deviation. In this paper, the use of an exponentially weighted moving average (EWMA) t chart with variable sampling intervals to monitor the process mean is discussed. We have determined the optimal control limits for the VSI EWMA t chart so that the chart has the desired robustness property against errors in estimating the process standard deviation or changing standard deviation. Performance of the proposed chart is compared with similar charts using the Markov chain approach and simulation studies.