A Copula-Based EWMA Control Chart for Monitoring the Scale Ratio of Dependent Exponential Lifetimes

Abbasi Ganji, Zainab; Afshari, Robab

doi:10.22059/jsciences.2026.420865.1008034

A Copula-Based EWMA Control Chart for Monitoring the Scale Ratio of Dependent Exponential Lifetimes

Articles in Press

Document Type : Original Research Articles

Authors

Zainab Abbasi Ganji ¹

Robab Afshari ²

¹ Department of Statistics, Faculty of Mathematical Sciences, Ferdowsi University of Mashhad, Mashhad, Iran

² Department of Statistics, Faculty of Sciences, University of Zanjan, Zanjan, Iran

10.22059/jsciences.2026.420865.1008034

Abstract

A copula-based EWMA control chart is developed for monitoring the ratio of scale parameters
of two dependent exponential variables. Dependence is modeled via the FGM copula, and
parameters are estimated by maximum likelihood. Control limits are calibrated via Monte Carlo
simulation to achieve a desired in-control ARL. The chart effectively detects shifts in the scale
ratio while accounting for dependence, as demonstrated through simulation and an applied
example.

Keywords

EWMA control chart

bivariate exponential distribution

copula

dependent lifetimes

scale ratio

Subjects