EWMA Control Limits

Problem

Compute the lower and upper EWMA control limits: mu ± L * sigma * sqrt(alpha / (2 - alpha)).

Return [lower, upper].

Hint

The steady-state EWMA variance is sigma^2 * alpha / (2 - alpha).

case 1

in: [0,1,0.2,3]

expected: [-1,1]

case 2

in: [10,2,0.5,2]

expected: [7.690598923241497,12.309401076758503]

case 3

in: [0,0,0.3,3]

expected: [0,0]

case 4

in: [5,1,1,1]

expected: [4,6]

Starter codePython

def ewma_control_limits(mu, sigma, alpha, L):
    # Your code here
    pass

4 test cases · run your code against them in the editor