Table 3 Using LLF, the run length profile using P distribution for Bayesian-AEWMA CC, for \(\psi\) = 0.10, 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 = 2.7047 | h = 0.086 | h = 0.04155 | h = 0.0367 | h = 0.0445 | ||||||
0.00 | 370.63 | 368.13 | 370.98 | 539.06 | 370.22 | 444.84 | 370.62 | 432.08 | 369.39 | 478.05 |
0.20 | 123.94 | 115.00 | 71.98 | 92.48 | 38.92 | 32.65 | 34.34 | 26.39 | 40.25 | 36.17 |
0.30 | 115.00 | 57.42 | 36.26 | 45.49 | 21.90 | 18.59 | 19.71 | 15.39 | 22.60 | 20.23 |
0.40 | 41.33 | 32.49 | 21.09 | 26.30 | 13.89 | 12.61 | 12.45 | 10.70 | 14.07 | 13.57 |
0.50 | 28.51 | 20.18 | 13.71 | 16.73 | 8.96 | 8.96 | 8.36 | 7.82 | 9.38 | 8.45 |
0.60 | 20.95 | 13.50 | 9.53 | 11.25 | 5.98 | 6.36 | 5.66 | 5.77 | 7.06 | 6.46 |
0.70 | 16.46 | 9.64 | 7.09 | 7.86 | 4.23 | 4.45 | 3.88 | 4.02 | 4.83 | 4.51 |
0.75 | 14.79 | 8.35 | 6.20 | 6.50 | 3.65 | 3.81 | 3.31 | 3.31 | 4.19 | 3.95 |
0.80 | 13.38 | 7.17 | 5.54 | 5.54 | 3.23 | 3.19 | 2.84 | 2.71 | 3.36 | 3.32 |
0.90 | 11.29 | 5.57 | 4.52 | 4.17 | 2.53 | 2.24 | 2.24 | 1.94 | 2.69 | 2.39 |
1.00 | 9.79 | 4.49 | 3.83 | 3.20 | 2.09 | 1.57 | 1.84 | 1.32 | 2.25 | 1.80 |
1.50 | 5.82 | 2.03 | 2.26 | 1.27 | 1.29 | 0.53 | 1.18 | 0.43 | 1.37 | 0.62 |
2.00 | 4.18 | 1.20 | 1.66 | 0.78 | 1.06 | 0.25 | 1.03 | 0.17 | 1.10 | 0.32 |
2.50 | 3.31 | 0.84 | 1.34 | 0.55 | 1.01 | 0.10 | 1 | 0 | 1.02 | 0.14 |
3.00 | 2.75 | 0.66 | 1.16 | 0.39 | 1 | 0 | 1 | 0 | 1 | 0 |
4.00 | 2.13 | 0.38 | 1.02 | 0.15 | 1 | 0 | 1 | 0 | 1 | 0 |
