Question

Why is the EWMA chart robust to non-normality whereas the Individuals-Moving Range chart is not?

Answer 1

EWMA chart, the chart is also relatively robust in the face of non-normally distributed quality characteristics. There is, however, an adaptation of the chart that accounts for quality characteristics that are better modeled by the Poisson distribution. The chart monitors only the process mean; monitoring the process variability requires the use of some other technique.

The EWMA control chart requires a knowledgeable person to select two parameters before setup:

1. The first parameter is λ, the weight given to the most recent rational subgroup mean. λ must satisfy 0 < λ ≤ 1, but selecting the "right" value is a matter of personal preference and experience. One source recommends 0.05 ≤ λ ≤ 0.25, while another recommends 0.2 ≤ λ ≤ 0.3.
2. The second parameter is L, the multiple of the rational subgroup standard deviation that establishes the control limits. L is typically set at 3 to match other control charts, but it may be necessary to reduce L slightly for small values of λ.