A program for ARL calculation for multivariate EWMA charts

W. E. Molnau, George Runger, Douglas Montgomery, K. R. Skinner, E. N. Loredo, S. S. Prabhu

Research output: Contribution to journalArticlepeer-review

39 Scopus citations


We present a computer program that calculates the average run length (ARL) for multivariate exponentially weighted moving average control charts. The program returns the ARL given values of the shift in the mean vector, the control limit, and the smoothing constant. The program may be modified to respond to single inputs or to vectors of inputs. The ARL values are determined using a Markov chain approximation.

Original languageEnglish (US)
Pages (from-to)515-521
Number of pages7
JournalJournal of Quality Technology
Issue number4
StatePublished - Oct 2001


  • Average run length
  • Control charts
  • Statistical process control

ASJC Scopus subject areas

  • Safety, Risk, Reliability and Quality
  • Strategy and Management
  • Management Science and Operations Research
  • Industrial and Manufacturing Engineering


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