Abstract

The rank based multivariate exponentially weighted moving average (rMEWMA) control chart was proposed by Messaoud et al. (2005). It is a generalization, using the data depth notion, of the nonparametric EWMA control chart for individual observations proposed by Hackl and Ledolter (1992). The authors approximated its asymptotic in-control performance using an integral equation and assuming that a sufficiently large reference sample is available. The actual paper studies the effect of the use of reference samples of limited amount of observations on the in-control and out-of-control performances of the proposed control chart. Furthermore, general recommendations for the required reference sample sizes are given so that the in-control and out-of-control performances of the rMEWMA control chart approach their asymptotic counterparts.

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