Symbols and Abbreviations

Xt
T
Mt

UCL(t)
LCL(t)
Zt

L
X
2 X

Xt
g
Z

(The Average sample at time t)

random variable
The sample size
The GMA test statistic
the time varying upper control
limit
the time varying lower control
limit
The EWMA test statistic
The smoothing parameter
Constant for control limit
The sample mean
The sample variance
A proportion of the original
distance from the starting value
The shift in the mean
adjustment parameter
The location parameter
The scale parameter
( Median t ) random variable
No. of states in markov chain
The infinite test statistic for
EWMA
The size of the initial process
shift is units X given

(
) t









) (









( )


Symbols and Abbreviations

t Pij
Rt
Pij
R
Lt
Ft

UCL
LCL
CCL
MA
GMA
EWMA
FIR
FIREWMA

ARL
RL

The time dependent transition

probability
The time dependent transition
matrix
The infinite time transition
probability
The infinite time transition
matrix
The run length distribution
The cumulative distribution run
length

i
t j

t
i
j

t

Upper control limit

Lower control limit

central control line

the Moving Average

The Geometric Moving-Average

The Exponentially weighted

Moving Average

Fast Initial Response

Exponentially weighted Moving
with

Fast Initial Response


Average Run length

Run length