An EWMA control chart for monitoring the mean of skewed populations using weighted variance

This paper discusses the use of weighted variance (WV) in setting up the limits of the exponentially weighted moving average (EWMA) chart for the monitoring of the mean of a process from a skewed population. This chart, called the WV-EWMA chart hereafter, reduces to the standard EWMA chart when the underlying distribution is symmetric. The Type-I and Type-II errors of the WV-EWMA chart are compared with that of the existing charts for skewed populations. Simulation results show that the new method gives a considerable improvement over the existing methods when the underlying distribution is skewed.