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