Exponentially Weighted Moving Average Chart Page 7

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ST 435/535
Statistical Methods for Quality and Productivity Improvement / Statistical Process Control
For i
w , we define m to be the average of x
x
x .
1
2
2
If E(X ) =
and the X s are uncorrelated with variance
, then
0
E(M ) =
0
and
2
Var(M ) =
min(w i)
7 / 8
Cusum and Moving Average Control Charts
Moving Average Control Chart

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