Must 'theta' be normally distributed in constructing a L-sigma control limits of a control chart? Say UCL = E(theta) + L*SD(theta). Any reference(s)?

Probability limits can be used if theta follows say a gamma or beta distribution, but I am not sure of using probability limit approach for some charts like EWMA or CUSUM. I would like to know if...

01 February 2017 5,286 4 View