Research Article

(wileyonlinelibrary.com) DOI: 10.1002/qre.2013 Published online in Wiley Online Library

MaxEWMA Control Chart for a Weibull Process

with Individual Measurements
Fu-Kwun Wang*†
To monitor a Weibull process with individual measurements, some methods such as power transformation, inverse erf
function, and Box–Cox transformation have been used to transform the Weibull data to a normal distribution. In this study,
we conduct a simulation study to compare their performances in terms of the bias and mean square errors. A practical guide
is recommended. Additionally, we present the maximum exponentially weighted moving average chart based on the
transformation method to monitor a Weibull process with individual measurements. We compare the average run lengths
of the proposed chart and the combined individual and moving range charts under the three cases including mean changes,
sigma changes, and both mean and sigma changes. It is shown that the proposed control chart outperforms the combined
individual and moving range charts for all three cases. Moreover, two examples are used to illustrate the applicability of
the proposed control chart. Copyright © 2016 John Wiley & Sons, Ltd.

Keywords: Weibull process; transformation method; MaxEWMA; average run length

1. Introduction
he monitoring of reliability data from life-test and field return is often modeled using a Weibull distribution. Recently, Woodall

T and Montgomery1 suggested that this area has potential for further research. Nelson2 presented the median chart, range chart,
location chart, and scale chart simultaneously to monitor a Weibull process. Bai and Choi3 used the weighted variance method
to construct the X and R control charts for skewed distributions such as exponential and Weibull. Hawkins and Olwell4 provided the
optimal design of cumulative sum (CUSUM) control chart for monitoring the scale parameter Weibull data with fixed shape
parameter. Ramalhoto and Moriais5 studied the Shewhart control chart for monitoring the scale parameter of a Weibull process with
fixed and variable sampling intervals. Chang and Bai6 used the weighted standard deviations to construct the X , CUSUM and
exponentially weighted moving average (EWMA) control charts for skewed distributions. Xie et al.7 developed a t-chart for monitoring
Weibull distributed time between failures based on probability limit method. Furthermore, a tr-chart was proposed to monitor time
between r failures. Here, the Erlang distribution was used to model the time until the occurrence of r failures in a Poisson process.
Borror et al.8 investigated the robustness of CUSUM control chart for a Weibull process. Chan and Cui9 proposed the skewness
correction method to construct the X and R control charts for skewed distributions. Nichols and Padgett10 used a bootstrap method
with pivotal quantities to monitor Weibull percentiles.
Batson et al.11 studied the individual and moving range (I-MR) control charts using the power transformation method to transform
the Weibull data to a normal distribution. Chen and Cheng12 investigated the effect of non-normality on the control limits of the X
chart. Pascual13 presented the EWMA control chart for monitoring the Weibull shape parameter. Pascual and Zhang14 proposed
the MR control chart by taking the natural logarithm of the Weibull distribution and then setting control limits based on the range
value of random samples from the resulting smallest extreme population for monitoring the Weibull shape parameter. Pascual and
Nguyen15 provided the average run length (ARL) of the MR control chart based on single-point samples from a smallest extreme value
distribution for a Weibull process. Pascual16 investigated the run length properties of the individuals and moving ratio control charts
for monitoring a Weibull process. Pascual and Li17 studied the MR chart to monitor the Weibull shape parameter under type II
censoring. Faraz et al.18 presented Shewhart-type Z and S2 control charts for monitoring the scale and shape parameters of a Weibull
process by taking a method to transform the Weibull to a normal distribution.
The Shewhart-type control charts for rational subgroups have used some methods to transform the Weibull data to a standard
normal distribution and subsequently monitor the process and the individuals and MR control charts for individual measurements.
It is needed to compare their performances. In addition, Chen et al.19 presented a MaxEWMA control chart to simultaneously monitor

Department of Industrial Management, National Taiwan University of Science and Technology, Taipei, Taiwan
*Correspondence to: Fu-Kwun Wang, Department of Industrial Management, National Taiwan University of Science and Technology, Taipei, Taiwan.
†
E-mail: fukwun@mail.ntust.edu.tw

Copyright © 2016 John Wiley & Sons, Ltd. Qual. Reliab. Engng. Int. 2016,
 F.-K. WANG

the process mean and variability for rational subgroups. We will extend this chart to monitor a Weibull process with individual
measurements.
In this paper, we present the comparison study of the three different transformation methods and discuss their possible
applications in monitoring a Weibull process with individual measurements. Additionally, we compare the average run lengths
of the combined I-MR control charts20 and the MaxEWMA control chart for a Weibull process with individual measurements.
The rest of the paper is organized as follows. In the next section, we review the Weibull distribution and its properties. Three
methods to transform the Weibull data to a normal distribution are described. A simulation study is conducted to compare
the transformation performance in terms of bias and mean square error (MSE). Section 4 presents a MaxEWMA control chart
for a Weibull process with individual measurements. Two illustrative examples are given in Section 5, and concluding remarks
are provided in the last section.

2. Three transformation methods with their control limits for individuals and moving range
charts
The probability density function of the two-parameter Weibull distribution is given by the following:

βx β1 ðθx Þβ
f ðx; θ; βÞ ¼ e (1)
θβ

where x > 0, θ > 0, and β > 0. The Weibull distribution reduces to an exponential distribution if β = 1 and a Rayleigh distribution if
β1
β = 2. Furthermore, the hazard function hðx Þ ¼ βxθβ is constant if β = 1, decreasing if β < 1, and increasing if β > 1.

Table I. Bias and MSE of different methods under θ = 50 and β = 0.5, 0.75, 1.0, 1.5, and 2.0
μ σ
n θ β Method-1 Method-2 Method-3 Method-1 Method-2 Method-3

25 50 0.5 Bias 0.000896 0.001574 0.006749 0.002141 0.002051 0.014021

MSE 0.003326 0.007548 0.022817 0.015660 0.034017 0.113232
0.75 Bias 0.001201 0.001573 0.005912 0.002882 0.002052 0.012287
MSE 0.004484 0.007533 0.019924 0.021194 0.034019 0.099184
1.0 Bias 0.001611 0.001565 0.005819 0.003892 0.002054 0.012148
MSE 0.006099 0.007525 0.019679 0.028849 0.034019 0.098145
1.5 Bias 0.002947 0.001565 0.006781 0.007161 0.002052 0.014184
MSE 0.011513 0.007527 0.023129 0.054524 0.034017 0.115532
2.0 Bias 0.005453 0.001561 0.008968 0.013368 0.018874 0.002053
MSE 0.022402 0.007528 0.031280 0.106543 0.034019 0.156431
50 0.5 Bias 0.000430 0.000826 0.003606 0.001125 0.001250 0.007427
MSE 0.002544 0.005732 0.017957 0.011232 0.025064 0.083498
0.75 Bias 0.000562 0.000816 0.003104 0.001498 0.001254 0.006479
MSE 0.003333 0.005658 0.015401 0.014955 0.025068 0.072641
1.0 Bias 0.000741 0.000810 0.003024 0.001993 0.001252 0.006352
MSE 0.004446 0.005656 0.015090 0.019957 0.025067 0.071223
1.5 Bias 0.001307 0.000810 0.003445 0.003550 0.001255 0.007285
MSE 0.007965 0.005660 0.017279 0.035806 0.025067 0.081641
2.0 Bias 0.002312 0.000811 0.004432 0.006349 0.001253 0.009431
MSE 0.014401 0.005659 0.022419 0.064937 0.025067 0.106181
100 0.5 Bias 0.000215 0.000460 0.002081 0.000647 0.000876 0.004215
MSE 0.001818 0.004074 0.013041 0.007887 0.017897 0.059532
0.75 Bias 0.000283 0.000459 0.0018011 0.000858 0.000880 0.003673
MSE 0.002404 0.004087 0.011321 0.010414 0.017896 0.051593
1.0 Bias 0.000374 0.000458 0.001759 0.001135 0.000879 0.003591
MSE 0.003173 0.004080 0.011026 0.013762 0.017896 0.050346
1.5 Bias 0.000648 0.000456 0.001980 0.001993 0.000880 0.004080
MSE 0.005547 0.004077 0.012455 0.024108 0.017897 0.056964
2.0 Bias 0.001131 0.000452 0.002515 0.003505 0.000879 0.005224
MSE 0.009742 0.004072 0.015880 0.042389 0.017896 0.072752
MSE, mean square error.

Copyright © 2016 John Wiley & Sons, Ltd. Qual. Reliab. Engng. Int. 2016,
F.-K. WANG

Some methods such as the simple power transformation called method-1, the inverse erf transformation called method-2, and the
Box–Cox transformation called method-3 are used to transform the Weibull data to a normal distribution. It should be noted that the
inverse erf transformation method is based on the conversion of a normal distributed variable into a uniform one and then the
conversion of this one into a Weibull one.18
Method 1. Batson et al.11 studied the individuals and MR control charts using the power transformation method for a Weibull
hprocess. That is, y1 = xi
0.2777β
and y 1 eN μ1;0 ; σ 21;0 , where μ1,0 = E(y1) = Γ(1.2777)θ0.2777β, σ 21;0 ¼ Var ðy 1 Þ ¼
Γð1:5554Þ  Γ ð1:2777Þ2 θ0:5554β , and Γ() = gamma function. The mean of MR1,i = |y1,i  y1,i  1| is obtained as MR 1 ¼
pffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffi
2 ½Γð1:5554ÞΓð1:2777Þ2 θ0:2777β
pffiffi ¼ 0:315563θ0:2777β .
π

The limits of the individuals and MR control charts11 are established as follows:
8
> 3 3
>
> LCLY 1 ¼ Y 1  MR 1 ¼ Γð1:2777Þθ
0:2777β
 0:09724773Γð0:2777Þθ0:2777β ¼ 0:061856θ0:2777β
< d2 1:128
CLY 1 ¼ Γð1:2777Þθ0:2777β ¼ 0:901119θ0:2777β (2)
>
> 3 3
>
: UCLY 1 ¼ Y 1 þ MR 1 ¼ Γð1:2777Þθ0:2777β þ 0:09724773Γð0:2777Þθ0:2777β ¼ 1:740382θ0:2777β
d2 1:128
and


CLMR1 ¼ MR 1 ¼ 0:315563θ0:2777β (3)
UCLMR1 ¼ MR 1 D4 ¼ 0:315563θ0:2777β 3:267 ¼ 1:030944θ0:2777β

Table II. Bias and MSE of different methods under θ = 100 and β = 0.5, 0.75, 1.0, 1.5, and 2.0
μ σ
n θ β Method-1 Method-2 Method-3 Method-1 Method-2 Method-3

25 100 0.5 Bias 0.000989 0.001566 0.007402 0.002379 0.002053 0.015448

MSE 0.003686 0.007525 0.025022 0.017422 0.034018 0.124675
0.75 Bias 0.001405 0.001571 0.006834 0.003378 0.002051 0.014220
MSE 0.005279 0.007532 0.023064 0.024947 0.034018 0.114856
1.0 Bias 0.001993 0.001564 0.007083 0.004824 0.002055 0.014801
MSE 0.007612 0.007527 0.023996 0.036030 0.034018 0.119778
1.5 Bias 0.004083 0.001563 0.009157 0.009953 0.002050 0.019194
MSE 0.016328 0.007524 0.031545 0.077479 0.034018 0.157675
2.0 Bias 0.008526 0.001564 0.013531 0.020983 0.002053 0.028552
MSE 0.036662 0.007527 0.048210 0.175869 0.034020 0.241685
50 0.5 Bias 0.000470 0.000818 0.003933 0.001246 0.001252 0.008171
MSE 0.002787 0.005689 0.019578 0.012428 0.025066 0.091740
0.75 Bias 0.000653 0.000815 0.003575 0.001742 0.001252 0.007467
MSE 0.003892 0.005664 0.017779 0.017427 0.025065 0.083735
1.0 Bias 0.000908 0.000812 0.003662 0.002444 0.001253 0.007694
MSE 0.005458 0.005656 0.018255 0.024522 0.025070 0.086229
1.5 Bias 0.001763 0.000807 0.004574 0.004828 0.001252 0.009722
MSE 0.010897 0.005658 0.023099 0.049061 0.025066 0.109264
2.0 Bias 0.003465 0.000808 0.006497 0.009627 0.001254 0.013944
MSE 0.022077 0.005656 0.033264 0.099737 0.025069 0.157747
100 0.5 Bias 0.002308 0.000466 0.000240 0.004647 0.000880 0.000716
MSE 0.014361 0.004089 0.002012 0.065330 0.017898 0.008703
0.75 Bias 0.002071 0.000458 0.000328 0.004226 0.000878 0.000995
MSE 0.013023 0.004084 0.002789 0.059342 0.017898 0.012077
1.0 Bias 0.002142 0.000464 0.000462 0.004339 0.000880 0.001386
MSE 0.013353 0.004105 0.003883 0.060709 0.017897 0.016781
1.5 Bias 0.002633 0.000456 0.000877 0.005422 0.000880 0.002690
MSE 0.016527 0.004079 0.007488 0.075562 0.017897 0.032525
2.0 Bias 0.003687 0.000454 0.001696 0.007649 0.000879 0.005241
MSE 0.023215 0.004074 0.014577 0.106322 0.017898 0.063387
MSE, mean square error.

Copyright © 2016 John Wiley & Sons, Ltd. Qual. Reliab. Engng. Int. 2016,
 F.-K. WANG

Method 2. Faraz et al.18 converted random Weibull observations to observations with a standard normal distribution, N(0,1). That
pffiffiffi h i z
is, y 2 ¼ 2erf1 1  2eðx=θÞ and y2 ~ N(0, 1), where erf ðz Þ ¼ p1ffiffiπ ∫z eu du. They then constructed the Shewhart-type
β 2

Z and S2 control charts for rational subgroups. When individual measurements are collected, the individuals and MR
control charts are needed. The mean of MR2,i = |y2,i  y2,i  1| can be easily obtained as MR 2 ¼ p2ffiffiπ.
The limits of the individuals and MR control charts are established as follows:
8
> 3 3 2
>
> LCLY 2 ¼ Y 2  d MR 2 ¼ 0  1:128pffiffiffi ¼ 3:001008
< 2 π
CLY 2 ¼ Y 2 ¼ 0 (4)
>
> 3 3 2
>
: UCLY 2 ¼ Y 2 þ MR 2 ¼ 0 þ pffiffiffi ¼ 3:001008
d2 1:128 π

and
8 2
>
< CLMR2 ¼ MR 2 ¼ pffiffiffi ¼ 1:128379
π (5)
> 2
: UCLMR2 ¼ MR 2 D4 ¼ pffiffiffi3:267 ¼ 3:686415
π

Method 3. Hernandez and Johnson21 showed that the Weibull distribution using the Box–Cox transformation method is an
 
0:2654β
1 0:2654β
1
approximate normal distribution. That is, y 3 ¼ x0:2654β and y 3 eN μ3;0 ; σ 23;0 , where μ3;0 ¼ E ðy 3 Þ ¼ 0:9034θ
0:2654β and

Table III. Comparison of the average run length of the MaxEWMA control chart and the combined I-MR charts for mean changes
under ARL0 = 250 and 500
ARL0 = 250
Mean
changes Combined I-MR MaxEWMA λ = 1.0, MaxEWMA λ = 0.3, MaxEWMA λ = 0.2, MaxEWMA λ = 0.1,
(μ1–μ0) M = 2.88, R = 5.5 UCL = 3.09 UCL = 1.2981 UCL = 1.0300 UCL = 0.7089

0 246.561 250.055 250.136 250.055 250.075

0.25 189.097 187.196 78.223 51.780 22.232
0.50 107.812 100.973 17.654 9.199 3.033
0.75 58.302 51.780 5.471 2.772 1.225
1.00 32.522 27.529 2.376 1.403 1.011
1.25 19.072 15.456 1.424 1.069 1.000
1.50 11.794 9.199 1.110 1.006 1.000
1.75 7.687 5.810 1.020 1.000 1.000
2.0 5.272 3.895 1.002 1.000 1.000
3.0 1.848 1.403 1.000 1.000 1.000
4.0 1.161 1.034 1.000 1.000 1.000
ARL0 = 500
Mean Combined I-MR MaxEWMA λ = 1.0, MaxEWMA λ = 0.3, MaxEWMA λ = 0.2, MaxEWMA λ = 0.1,
changes M = 3.13, R = 5.0 UCL = 3.2904 UCL = 1.3823 UCL = 1.0968 UCL = 0.7549
(μ1–μ0)
0 506.778 500.025 500.260 500.025 500.261
0.25 384.288 362.285 140.460 90.131 36.273
0.50 212.624 184.933 28.255 13.880 4.020
0.75 110.158 90.131 7.818 3.624 1.349
1.00 58.460 45.673 3.031 1.606 1.021
1.25 32.521 24.456 1.636 1.116 1.000
1.50 19.068 13.886 1.179 1.013 1.000
1.75 11.793 8.358 1.038 1.001 1.000
2.0 7.687 5.341 1.005 1.000 1.000
3.0 2.255 1.606 1.000 1.000 1.000
4.0 1.251 1.061 1.000 1.000 1.000
MaxEWMA, maximum exponentially weighted moving average; UCL, upper control limit; I-MR, individual and moving range.

Copyright © 2016 John Wiley & Sons, Ltd. Qual. Reliab. Engng. Int. 2016,
F.-K. WANG

 2 0:2654β
21:008θ β
σ 23;0 ¼ Var ðy 3 Þ ¼ 1:008θ0:2654β
. Moreover, the mean of MR3,i = |y3,i  y3,i  1| can be obtained as MR 3 ¼ pffiffi ¼
β π
0:2654β
1:137406θ
β . Thus, the limits of the individuals and MR control charts can be established as follows:

8
>
> 3 0:9034θ0:2654β  1 3 1:137406θ0:2654β 0:3789027θ0:2654β  3:767898
>
> LCLY 3 ¼ Y 3  MR 3 ¼   ¼
>
> d2 0:2654β 1:128 β β
<
0:9034θ 0:2654β
1
CLY 3 ¼ Y 3 ¼ (6)
>
> 0:2654β
>
>
>
> 3 0:9034θ0:2654β  1 3 1:137406θ0:2654β 6:428935θ0:2654β  3:767898
: UCLY 3 ¼ Y 3 þ MR 3 ¼ þ  ¼
d2 0:2654β 1:128 β β

and

8
>
> 1:137406θ0:2654β
< CLMR3 ¼ MR 3 ¼
β (7)
>
> UCL 1:137406θ0:2654β 3:715905θ0:2654β
: MR3 ¼ MR 3 D 4 ¼ 3:267 ¼
β β

3. Comparison study
The samples were generated from the Weibull distribution with different values of the parameters theta and beta with three different
sample sizes. To evaluate the performance of these transformation methods, the bias and MSE were calculated using 10,000

Table IV. Comparison of the average run length of the MaxEWMA control chart and the combined I-MR charts for sigma changes
under ARL0 = 250 and 500
ARL0 = 250
Sigma changes Combined I-MR MaxEWMA λ = 1.0, MaxEWMA λ = 0.3, MaxEWMA λ = 0.2, MaxEWMA λ = 0.1,
(σ1/σ0) M = 3.8, R = 4.05 UCL = 3.09 UCL = 1.2981 UCL = 1.0300 UCL = 0.7089

1.0 251.660 250.055 250.136 250.055 250.075

1.25 50.352 37.465 34.473 37.465 37.467
1.5 20.369 12.946 12.948 12.946 12.946
1.75 11.511 6.716 6.717 6.716 6.717
2.0 7.790 4.353 4.353 4.353 4.353
2.5 4.732 2.590 2.590 2.590 2.590
3.0 3.488 1.945 1.945 1.945 1.945
3.5 2.840 1.633 1.633 1.633 1.633
4.0 2.448 1.457 1.457 1.457 1.457
ARL0 = 500
Sigma changes Combined I-MR MaxEWMA λ = 1.0, MaxEWMA λ = 0.3, MaxEWMA λ = 0.2, MaxEWMA λ = 0.1,
(σ1/σ0) M = 4.0, R = 4.36 UCL = 3.2904 UCL = 1.3823 UCL = 1.0968 UCL = 0.7549
1.0 498.810 500.025 500.260 500.025 500.261
1.25 78.456 59.211 59.229 59.211 59.229
1.5 27.853 17.944 19.948 17.944 17.948
1.75 14.562 8.580 8.582 8.580 8.582
2.0 9.376 5.267 5.267 5.267 5.267
2.5 5.375 2.934 2.934 2.934 2.934
3.0 3.839 2.123 2.123 2.123 2.123
3.5 3.065 1.743 1.743 1.743 1.743
4.0 2.608 1.532 1.532 1.532 1.532
MaxEWMA, maximum exponentially weighted moving average; UCL, upper control limit; I-MR, individual and moving range.

Copyright © 2016 John Wiley & Sons, Ltd. Qual. Reliab. Engng. Int. 2016,
 F.-K. WANG

replications for the parameter values(θ, β) = (100,0.5), (100,0.75), (100,1.0), (100,1.5), (100,2.0), (50,0.5), (50,0.75), (50,1.0), (50,1.5), and
(50,2.0) and the sample sizes n = 25, 50, and 100. All simulation programs are written by R language.22
Simulation results are given in Tables I, II. The findings are as follows:
1) For μ under β = 0.5, 0.75, and 1.0 with θ =50 and 100 for the sample sizes n = 25, 50, and 100, method-1 has lower bias and MSE
than method-2 and method-3. For μ under β = 1.5 and 2.0 with θ = 50 and 100 for the sample sizes n = 25, 50, and 100, method-
2 has lower bias and MSE than method-1 and method-3.
2) For σ under β = 0.5, 0.75, 1.0, 1.5, and 2.0 with θ = 50 and 100 for the sample sizes n = 25, 50, and 100, method-2 has the lowest
bias except the cases of β = 1.0 and 2.0 with θ = 50. For σ under β = 0.5, 0.75, 1.0, 1.5, and 2.0 with θ = 50 and 100 for the sample
sizes n = 25, 50, and 100, method-2 has lowest MSE except the cases of β = 0.5 and 0.75 with θ = 50 and 100.
3) The sample size affected the bias and MSE in all cases. When the sample size is increased, the bias and MSE of all three methods
are decreased.
Based on the previous findings, method-1 is recommended forβ < 1, and method-2 is recommended forβ ≥ 1 to transform the
Weibull data to a normal distribution for monitoring a Weibull process with individual measurements.

Table V. Comparison of the average run length of the MaxEWMA control chart and the combined I-MR charts for mean and sigma
changes under ARL0 = 250 and 500
ARL0 = 250
Mean/sigma Combined I-MR MaxEWMA λ = 1.0, MaxEWMA λ = 0.3, MaxEWMA λ = 0.2, MaxEWMA λ = 0.1,
changes M = 3.10, R = 4.22 UCL = 3.09 UCL = 1.2981 UCL = 1.0300 UCL = 0.7089
0.0/1.0 250.777 250.055 250.136 250.055 250.075
0.5/1.5 17.300 10.165 5.034 3.702 2.127
0.5/2.0 6.481 3.400 2.946 2.512 1.820
0.5/3.0 2.980 1.910 1.771 1.690 1.506
0.5/4.0 2.153 1.449 1.412 1.388 1.327
1.0/1.5 16.795 6.146 1.869 1.378 1.041
1.0/2.0 6.257 3.241 1.678 1.364 1.074
1.0/3.0 2.922 1.817 1.455 1.317 1.122
1.0/4.0 2.131 1.425 1.307 1.247 1.134
2.0/1.5 14.408 2.419 1.018 1.001 1.000
2.0/2.0 5.408 1.970 1.042 1.005 1.000
2.0/3.0 2.707 1.554 1.088 1.028 1.001
2.0/4.0 2.047 1.344 1.109 1.052 1.006
3.0/1.5 10.123 1.378 1.000 1.000 1.000
3.0/2.0 4.207 1.364 1.000 1.000 1.000
3.0/3.0 2.397 1.317 1.008 1.001 1.000
3.0/4.0 1.919 1.247 1.023 1.005 1.000
ARL0 = 500
Mean/sigma Combined I-MR MaxEWMA λ = 1.0, MaxEWMA λ = 0.3, MaxEWMA λ = 0.2, MaxEWMA λ = 0.1,
changes M = 3.3, R = 4.53 UCL = 3.2904 UCL = 1.3823 UCL = 1.0968 UCL = 0.7549
0.0/1.0 516.467 500.025 500.260 500.025 500.261
0.5/1.5 24.051 13.704 6.348 4.538 2.460
0.5/2.0 7.870 4.789 3.409 2.859 2.003
0.5/3.0 3.292 2.080 1.911 1.812 1.594
0.5/4.0 2.298 1.522 1.479 1.450 1.378
1.0/1.5 23.589 7.891 2.127 1.498 1.060
1.0/2.0 7.622 3.789 1.829 1.450 1.096
1.0/3.0 3.228 1.967 1.534 1.372 1.145
1.0/4.0 2.273 1.493 1.355 1.285 1.155
2.0/1.5 21.055 2.841 1.027 1.001 1.000
2.0/2.0 6.660 2.186 1.056 1.008 1.000
2.0/3.0 2.989 1.650 1.105 1.034 1.001
2.0/4.0 2.180 1.398 1.126 1.061 1.007
3.0/1.5 15.561 1.498 1.000 1.000 1.000
3.0/2.0 5.235 1.450 1.001 1.000 1.000
3.0/3.0 2.642 1.372 1.010 1.001 1.000
3.0/4.0 2.040 1.285 1.027 1.006 1.000
MaxEWMA, maximum exponentially weighted moving average; UCL, upper control limit; I-MR, individual and moving range.

Copyright © 2016 John Wiley & Sons, Ltd. Qual. Reliab. Engng. Int. 2016,
F.-K. WANG

4. Maximum exponentially weighted moving average control chart and performance

evaluation
4.1. Maximum exponentially weighted moving average control chart
In this section, we extended the work of Chen, Cheng, and Xie19 that is a joint monitoring of the normal process mean and variability
for rational subgroups. Here, we presented a MaxEWMA control chart to monitor a Weibull process with individual measurements. We
used the fitdistrplus package23 in R to obtain the Weibull parameters. Then, we can determine which transformation method is
selected for constructing the MaxEWMA control chart.
For a Weibull process with β ≥ 1, the following steps are used to set up a MaxEWMA control chart.
pffiffiffi h β
i
Step 1. Transform the Weibull data to a standard normal distribution by y 2 ¼ 2erf1 1  2eðx=θÞ , where y2 ~ N(0, 1).
  2 
Step 2. We define Ui = y2,i ~ N(0, 1), i = 1, 2, …, n and V i ¼ Φ1 χ 21 y 2;i  y 2;i1 eNð0; 1Þ; i ¼ 2; 3; …; n , where Φ 1{}is the
inverse function of the standard normal cumulative distribution function and χ 21 ½ is the chi-square cumulative distribution
  2  X
n
function with one degree of freedom. It should be noted that V 1 ¼ Φ1 χ 21 y 2;1  y 2 , where y 2 ¼ y 2;i =n.
i¼1
Step 3. Compute the EWMA statistics for Ui and Vi, where Z1,i = (1  λ)Z1,i + λUi and Z2,i = (1  λ)Z2,i + λVi for i = 1,2,3…,n. Then, we
combine the previous two EWMA statistics into a statistic Mi = max{|Z1,i|, |Z2,i|}. The λ value is recommended in the range
of 0.05 to 0.3 for detecting small to moderate changes in the mean and variability. pffiffiffiffiffiffiffiffiffiffiffiffi
Step 4. Set up an upper control limit (UCL), which is determined by UCL ¼ E ðMi Þ þ K V ðMi Þ, where K is multiplier. The details of
UCL calculation are given in Appendix.
Step 5. When Mi > UCL, we check both |Z1,i| and |Z2,i| against UCL. If |Z1,i| alone is greater than UCL, it indicates the process mean is
out of control. Then, we check the Uivalue. The process mean has increased if Ui > 0, and the process mean has decreased
if Ui < 0. If |Z2,i| alone is greater than UCL, it indicates that the process variability is out of control. Then, we check the Vi
value. The process variability has increased if Vi > 0, and the process variability has decreased if Vi < 0. If both |Z1,i| and |
Z2,i| are greater than UCL, it indicates that the process mean and variability are out of control. Then, we check the Ui
and Vi values with similar interpretations. The causes for each out-of-control point are investigated and corrective actions
are proposed to solve it.
Similarly, the power transformation method is used to set up a MaxEWMA chart for a Weibull process with β < 1.

4.2. Performance evaluation

In this section, we presented the detection effectiveness of the MaxEWMA chart based on ARL0 = 250 and 500. In addition, the
proposed chart is compared with the combined I-MR charts under the three cases. The first case is where the process mean changes
from μ0 to μ1, that is, (μ1–μ0) ∈ {0, 0.25, 0.5, 0.75, 1, 1.25, 1.5, 1.75, 2, 3, 4}; the second case is where the process variability changes, that
is, (σ1/σ0) ∈ {1, 1.25, 1.5, 1.75, 2, 2.5, 3, 3.5, 4}, and the third case is where both process mean and process variability changes, that is
(μ1–μ0)/(σ1/σ0) ∈ {0/1, 0.5/1.5, 0.5/2, 0.5/3, 1/1.5, 1/2, 1/3, 1/4, 2/1.5, 2/2, 2/3, 2/4, 3/1.5, 3/2, 3/3, 3/4}. For all three cases, a small ARL is
desired, because it will indicate quick detection of the out-of-control situation.
Tables III–V display the ARLs of the MaxEWMA control chart with λ = 0.1, 0.2, 0.3, and 1.0 and the combined I-MR charts under the
three cases. In the MaxEWMA control chart for λ = 1.0, 0.3, 0.2, and 0.1 under ARL0 = 250, the UCLs are determined to be 3.09, 1.298,
1.03, and 0.7089, respectively. In the MaxEWMA control chart for λ = 1.0, 0.3, 0.2, and 0.1 under ARL0 = 500, the UCLs are determined to
be 3.2904, 1.3823, 1.0968, and 0.7549, respectively. In the combined I-MR charts, the combinations (M, R) = (2.88, 5.5), (M, R) = (3.8,
4.05), and (M, R) = (3.10, 4.22) under ARL0 = 250 are found for monitoring the process mean changes, sigma changes, and both mean
and sigma changes, respectively. And the combinations (M, R) = (3.13, 5.0), (M, R) = (4.0, 4.36), and (M, R) = (3.3, 4.53) under ARL0 = 500
are found for monitoring the process mean changes, sigma changes, and both mean and sigma changes, respectively.
We found that the ARL values of the combined I-MR charts are higher than the MaxEWMA control chart for all values of λ. Thus, the
proposed chart detects the mean changes, sigma changes, and both mean and sigma changes more quickly than the combined I-MR
charts. Additionally, as the out-of-control ARLs decrease, the values of λ become smaller. In practice, a smaller value of λ, the
MaxEWMA control chart is recommended.

5. Illustrative examples
Two examples are used to illustrate the applicability of the proposed MaxEWMA control chart.
Example 1 Padgett and Spurrier24 presented Shewhart-type charts for percentile distribution on the strengths of the carbon fibers.
The dataset consisted of samples of size 5 from 20 inspection periods. It was known that the first 10 periods were
obtained from a stable process Weibull (θ = 3.2 and β = 4.8) with mean = 2.9312, while the later 10 periods had shifted
to Weibull (θ = 2.4 and β = 3.2) with mean = 2.1496. That is, the process mean was shifted from 2.9312 to 2.1496. One

Copyright © 2016 John Wiley & Sons, Ltd. Qual. Reliab. Engng. Int. 2016,
 F.-K. WANG

observation is randomly chosen from each of the 20 sampling periods. These values and their corresponding
computed Ui, Vi, Z1,i, Z2,i, and Mi statistics with λ = 0.1 are given in Table VI.
Suppose that the desired stable-process ARL0 = 250. The control limit is obtained as 0.7089. Figure 1 displays the MaxEWMA chart
for the carbon-fiber data. Monitoring starts in Period 1. This figure identifies samples 15 and 17 as out of control, where samples 15
and 17 are related to the mean. Because U15 = 2.369 and U17 = 3.939, these two values suggest that the process mean has
decreased.
Example 2 Xie et al.7 presented a process with the time between failures in hours. The first 20 observations are collected from a
historical process. The estimates of the Weibull parameters are θ = 9.42 and β = 1.03. The last 10 observations were
simulated from the process mean shifted with Weibull (θ = 53.41 and β = 0.92), which means that the process has
improved. These values and their corresponding computed Ui, Vi, Z1,i, Z2,i, and Mi statistics with λ = 0.05 are given in
Table VII.
Suppose that the desired stable-process ARL0 = 100. The control limit is obtained as 0.4494. Figure 2 displays the MaxEWMA control
chart for monitoring time between failures. This figure identifies samples 24 ~ 30 as out of control. Because U14 = 5.946, U15 = 3.711,
U16 = -0.820, U17 = 0.895, U18 = 4.749, U19 = 1.828, and U20 = 1.996, these seven values suggest that the process mean has increased.
This finding confirmed that the process mean has shifted (improved).

Table VI. Individual observations and their corresponding statistics with λ = 0.1
Period xi y2,i = Ui Vi Z1,i Z2,i Mi = max{|Z1,i|, |Z2,i|}

1 2.74 0.311 0.849 0.480 0.480 0.480

2 3.11 0.207 0.477 0.411 0.480 0.480
3 3.19 0.323 1.467 0.338 0.578 0.578
4 1.87 1.453 0.618 0.449 0.459 0.459
5 2.97 0.007 0.280 0.404 0.385 0.404
6 2.93 0.049 1.803 0.368 0.527 0.527
7 2.55 0.566 0.514 0.388 0.526 0.526
8 2.85 0.160 0.715 0.365 0.544 0.544
9 2.35 0.830 0.361 0.412 0.526 0.526
10 2.17 1.064 1.311 0.477 0.605 0.605
11 1.36 2.137 0.838 0.643 0.628 0.643
12 3.68 1.074 1.328 0.471 0.432 0.471
13 1.73 1.636 1.247 0.588 0.264 0.588
14 1.71 1.663 2.628 0.695 0.501 0.695
15 1.18 2.396 1.525 0.865 0.603 0.865
16 4.38 2.291 1.647 0.550 0.378 0.550
17 0.39 3.939 1.665 0.889 0.174 0.889
18 4.70 2.914 1.686 0.508 0.012 0.508
19 2.03 1.246 1.443 0.582 0.155 0.582
20 3.65 1.026 1.088 0.421 0.248 0.421

UCL=0.7089

Figure 1. Maximum exponentially weighted moving average chart for monitoring the strengths of carbon fibers under ARL0 = 250. UCL, upper control limit

Copyright © 2016 John Wiley & Sons, Ltd. Qual. Reliab. Engng. Int. 2016,
F.-K. WANG

Table VII. Individual observations and their corresponding statistics with λ = 0.05
Period xi y2,i = Ui Vi Z1,i Z2,i Mi = max{|Z1,i|, |Z2,i|}
1 30.02 1.788 0.365 0.225 0.225 0.225
2 1.44 1.105 1.296 0.158 0.278 0.278
3 22.47 1.363 1.179 0.218 0.323 0.323
4 1.36 1.139 1.196 0.151 0.367 0.367
5 3.43 0.531 0.623 0.116 0.317 0.317
6 13.2 0.697 0.364 0.146 0.320 0.320
7 5.15 0.214 0.014 0.128 0.304 0.304
8 3.83 0.449 1.077 0.099 0.235 0.235
9 21 1.271 0.664 0.157 0.257 0.257
10 12.97 0.678 0.734 0.183 0.207 0.207
11 0.47 1.700 1.004 0.089 0.247 0.247
12 6.23 0.051 0.294 0.082 0.249 0.249
13 3.39 0.540 0.557 0.051 0.209 0.209
14 9.11 0.304 0.040 0.064 0.197 0.197
15 2.18 0.846 0.253 0.018 0.200 0.200
16 15.53 0.887 0.773 0.062 0.228 0.228
17 25.72 1.555 0.836 0.136 0.175 0.175
18 2.79 0.680 0.968 0.096 0.215 0.215
19 1.92 0.928 1.205 0.044 0.144 0.144
20 4.13 0.391 0.618 0.023 0.106 0.106
21 70.47 3.387 0.365 0.191 0.119 0.191
22 17.07 1.002 1.296 0.231 0.177 0.231
23 3.99 0.417 1.179 0.199 0.227 0.227
24 176.06 5.946 1.196 0.486 0.276 0.486
25 81.07 3.711 0.623 0.648 0.231 0.648
26 2.27 0.820 0.364 0.574 0.238 0.574
27 15.63 0.895 0.014 0.590 0.226 0.590
28 120.78 4.759 1.077 0.799 0.161 0.799
29 30.81 1.828 0.664 0.850 0.186 0.850
30 34.19 1.996 0.734 0.907 0.140 0.907

Figure 2. Maximum exponentially weighted moving average chart for monitoring time between failures under ARL0 = 100. UCL, upper control limit

6. Conclusions
To monitor a Weibull process with individual measurements, the power transformation, inverse erf function, and Box–Cox
transformation are studied to transform the Weibull data to a normal distribution. The simulation results indicate that the inverse
erf function is recommended for a Weibull process with β ≥ 1 and the power transformation method is recommended for Weibull
process with β < 1. We extended the work of Chen, Cheng, and Xie19 where a MaxEWMA control chart is proposed to monitor the
process mean and variability for rational subgroups. It combines the usual individuals chart and the moving range chart into a single
chart. The MaxEWMA control chart enables a simultaneous monitoring of the process mean and variability for a Weibull process with
individual measurements. Regarding the ARL value, the proposed control chart outperforms the combined I-MR charts in detecting
the process mean changes, sigma changes, and both mean and sigma changes.

Copyright © 2016 John Wiley & Sons, Ltd. Qual. Reliab. Engng. Int. 2016,
 F.-K. WANG

The proposed chart can be extended to other distributions such as the Burr XII or Poisson-exponential distribution. To develop the
economic design of the MaxEWMA control chart is a future work.

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Appendix
  2 
Because Ui = y2,i ~ N(0, 1) and V i ¼ Φ1 χ 21 y 2;i  y 2;i1 eNð0; 1Þ are mutually independent.
X
i1
Now, Z1,i = (1  λ)Z1,i + λUi and Z2,i = (1  λ)Z2,i + λVi. We have that Z 1;i ¼ λ ð1λÞj Uij þ ð1  λÞi Z 1;0 and Z 2;i ¼
j¼1
X
i1
λ ð1λÞj V ij þ ð1  λÞi Z 2;0 .
j¼1


λ
h i
Suppose that Z1,0 = Z2,0 = 0. We have V Z 1;i ¼ V Z 2;i ¼ 2λ 1  ð1  λÞ2i .
The in-control distribution of Mi is established as follows:
  
F ðmÞ ¼ PðMi ≤mÞ ¼ P Z 1;i ≤m;Z 2;i j≤mÞ
8 2 vffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffi
1ffi3 92
> u0 >
 
 
< 6 u u 2λ =
¼ P Z 1;i ≤m P Z 2;i ≤m ¼ 2Φ4mt@ h iA7 5 1
>
: λ 1  ð1  λÞ2i >
;

Thus, the probability density function of Mi is obtained as follows:

Copyright © 2016 John Wiley & Sons, Ltd. Qual. Reliab. Engng. Int. 2016,
F.-K. WANG

vffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffi
u0 1ffi 2 v u0 1ffi3 8 2 v
ffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffi ffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffi
u0 1ffi3 9
u u >
< u >
=
u@ h 2  λ A 6 u
i ϕ 4mt h@ 2λ A 7 6
i 5 2Φ4mt h u@ 2λ A
i 51 7
f ðmÞ ¼ 4t
λ 1  ð1  λÞ2i λ 1  ð1  λÞ2i >
: λ 1  ð1  λÞ2i >
;

where φ[] is the probability density function of the standard normal distribution. With a given ARL0, the UCL value is determined by
ARL0 ¼ UCL 1 .
1 ∫ f ðmÞdm
0

Authors' biography
Fu-Kwun Wang received his PhD degree in Industrial Engineering from Arizona State University, Tempe, USA. Currently, he is a
Distinguished Professor and Chair in the Department of Industrial Management at the National Taiwan University of Science and
Technology, Taiwan. His fields of interest are reliability engineering, statistical process control, and predictive analytics

Copyright © 2016 John Wiley & Sons, Ltd. Qual. Reliab. Engng. Int. 2016,