Abstract
This Paper proposes a multivariate EWMA scheme that is alternative to the traditional EWMA-M. The distribution of the chart statistic is derived from Box quadratic form and the sensitivity of the chart is examined. The average run lengths of the M-EWMA scheme are numerically computed with the integral equation method. The exponential weight of 0.2 is found to be the optimal choice for the sensitive chart to detect assignable causes in the mean vector of processes.
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