We consider a production process in which
units are produced in a sequential manner. The units can, for example, be man‐
ufactured items or services, provided to clients.Each unit produced can be a
failure with probability p or a success (non‐failure) with probability (1−p).
A novel exponentially weighted moving average (EWMA) control chart intended
for surveillance of the probability of failure, p, is described. The chart is based
on counting the number of non‐failures produced between failures in combina‐
tion with a variance‐stabilizing transformation. The distribution function of the
transformation is given and its limit for small values of p is derived. Control
of high yield processes is discussed and the chart is shown to perform very well
in comparison with both the most common alternative EWMA chart and the
CUSUM chart. The construction and the use of the proposed EWMA chart are
described and a practical example is given. It is demonstrated how the method
communicates the current failure probability in a direct and interpretable way,
which makes it well suited for surveillance of a great variety of activities in
industry or in the service sector such as in hospitals, for example. Copyright
© 2009 John Wiley & Sons, Ltd.