Table 1: Approximated marginal distribution of the EWMA statistic with λI = 0.6 obtained from 50000 sets of k = 50 normal samples of size n = 5 at each monitoring moment t.
Sample |
Quartiles |
Mean |
Standard Deviation |
||
Q0.25 |
Q0.50 |
Q0.75 |
|
|
|
1 |
-0.24439 |
-0.05764 |
0.13004 |
-0.05775 |
0.27729 |
2 |
-0.25912 |
-0.05704 |
0.14350 |
-0.05736 |
0.29828 |
3 |
-0.26074 |
-0.05856 |
0.14559 |
-0.05728 |
0.30035 |
4 |
-0.26113 |
-0.05771 |
0.14667 |
-0.05747 |
0.30091 |
5 |
-0.26018 |
-0.05694 |
0.14625 |
-0.05669 |
0.29981 |
6 |
-0.25975 |
-0.05741 |
0.14547 |
-0.05705 |
0.30027 |
50 |
-0.26050 |
-0.05731 |
0.14637 |
-0.05788 |
0.30056 |