Robustness of the EWMA control chart to non-normality

Rational subgroups of size n = 1 are frequently encountered in process moni toring and control. The Shewhart control chart for individuals is often use d in these situations. It is well-known that the in-control average run len gth (ARL) of this chart is 370.4 under the assumption that the observations are selected at random from a normal population. When the assumption of no rmality is violated, the ARL of the individuals control chart is adversely affected. We show that an exponentially weighted moving average (EWMA) cont rol chart can be designed so that it is robust to the normality assumption, that is, so that the in-control ARL is reasonably close to the normal-theo ry value for both skewed and heavy-tailed symmetric non-normal distribution s. The EWMA chart also performs quite well in detecting shifts in the proce ss mean.