If the observations xi are independent random variables with variance σ2 then according to the EWMA charts, the variance
Posted: Thu Jul 14, 2022 1:54 pm
a) \(\sigma_{zi}^2 = \sigma^2 (\frac{λ}{2-λ})[1+(1+λ)^{2i}]\)
b) \(\sigma_{zi}^2 = \sigma^2 (\frac{λ}{2-λ})[1+(1-λ)^{2i}]\)
c) \(\sigma_{zi}^2 = \sigma^2 (\frac{λ}{2-λ})[1-(1-λ)^{2i}]\)
d) \(\sigma_{zi}^2 = \sigma^2 (\frac{λ}{2+λ})[1-(1-λ)^{2i}]\)
b) \(\sigma_{zi}^2 = \sigma^2 (\frac{λ}{2-λ})[1+(1-λ)^{2i}]\)
c) \(\sigma_{zi}^2 = \sigma^2 (\frac{λ}{2-λ})[1-(1-λ)^{2i}]\)
d) \(\sigma_{zi}^2 = \sigma^2 (\frac{λ}{2+λ})[1-(1-λ)^{2i}]\)