Table 2 Under SELF, the run length profile utilizing P and PP distribution for Bayesian-AEWMA CC for \(\psi\) = 0.25, n = 5.
Shift | Bayes-EWMA SRS | Bayes-AEWMA SRS | Bayes-AEWMA RSS | Bayes-AEWMA MRSS | Bayes-AEWMA ERSS | |||||
---|---|---|---|---|---|---|---|---|---|---|
ARL | SDRL | ARL | SDRL | ARL | SDRL | ARL | SDRL | ARL | SDRL | |
L = 2.8987 | h = 0.241 | h = 0.0546 | h = 0.03865 | h = 0.0758 | ||||||
0.00 | 369.49 | 364.82 | 369.00 | 367.39 | 370.42 | 428.73 | 369.06 | 425.35 | 371.88 | 411.70 |
0.20 | 178.20 | 175.14 | 97.04 | 80.91 | 47.08 | 42.97 | 33.94 | 28.30 | 46.16 | 42.90 |
0.30 | 104.70 | 100.95 | 55.71 | 42.80 | 23.94 | 21.86 | 18.62 | 15.89 | 30.39 | 27.90 |
0.40 | 63.11 | 58.20 | 36.15 | 25.09 | 14.00 | 13.44 | 11.37 | 10.55 | 17.32 | 15.91 |
0.50 | 41.21 | 36.61 | 25.95 | 17.04 | 8.66 | 8.32 | 7.22 | 7.15 | 10.95 | 9.66 |
0.60 | 28.45 | 24.57 | 19.80 | 12.20 | 5.90 | 5.42 | 4.92 | 4.88 | 7.62 | 6.43 |
0.70 | 20.61 | 16.37 | 15.41 | 9.09 | 4.42 | 3.69 | 3.50 | 3.28 | 5.69 | 4.37 |
0.75 | 17.97 | 13.87 | 14.11 | 8.17 | 3.87 | 3.04 | 3.07 | 2.72 | 5.01 | 3.71 |
0.80 | 15.71 | 11.75 | 12.87 | 7.26 | 3.46 | 2.60 | 2.64 | 2.16 | 4.41 | 2.96 |
0.90 | 12.51 | 8.86 | 10.76 | 5.97 | 2.86 | 1.90 | 2.19 | 1.60 | 3.69 | 2.29 |
1.00 | 10.22 | 6.77 | 9.17 | 4.96 | 2.43 | 1.45 | 1.88 | 1.20 | 3.19 | 1.72 |
1.50 | 5.15 | 2.51 | 4.90 | 2.77 | 1.54 | 0.64 | 1.20 | 0.44 | 2.01 | 0.73 |
2.00 | 3.46 | 1.33 | 2.98 | 1.83 | 1.18 | 0.39 | 1.03 | 0.18 | 1.53 | 0.55 |
2.50 | 2.66 | 0.86 | 1.98 | 1.15 | 1.04 | 0.20 | 1 | 0 | 1.22 | 0.42 |
3.00 | 2.19 | 0.61 | 1.48 | 0.72 | 1 | 0 | 1 | 0 | 1 | 0 |
4.00 | 1.66 | 0.50 | 1 | 0 | 1 | 0 | 1 | 0 | 1 | 0 |