Using one EWMA chart to jointly monitor the process mean and variance (Q2430246)

A single variable exponentially weighted moving average (EWMA) \(\bar{X}-R\) control chart constructed by combining \(\bar{X}\) and \(R\) charts is introduced. The EWMA \(\bar{X}-R\) chart monitors the mean and variance simultaneously and indicates the source and direction of a shift, whenever one is detected. The EWMA \(\bar{X}-R\) chart extends the MaxEWMA chart proposed by \textit{G. Chen} et al. [Monitoring process mean and variability with an EWMA chart. J. Qual. Technol. 33, 223--233 (2001)]. The EWMA \(\bar{X}-R\) chart uses the sample range while the MaxEWMA chart uses the sample variance. The performance of the EWMA \(\bar{X}-R\), MaxEWMA and combined EWMASM and EWMASR charts are compared. An example of application of the EWMA \(\bar{X}-R\) chart is provided.