“…A number of authors have shown that if a monitoring scheme is designed based on one specific shift size δ , it would perform poorly when it is considerably different from the assumed one; see Reynolds and Lou and Ryu et al This makes the ARL inefficient in assessing the overall performance of a monitoring scheme. Thus, in addition to specific shift measures, ie, Equations and , researchers are encouraged to use some overall performance metric, like the expected ARL ( EARL ) because users tend not to know beforehand what exact shift value(s) is targeted—see, for example, Machado and Costa, Huh, (chapter 4) Tran et al, Malela‐Majika and Rapoo, You, Shongwe and Graham, and Rakitzis et al The EARL measures the performance of a monitoring scheme over a range of shift values, ie, δ min to δ max —which are the lower and the upper bound of δ , respectively. Note that the shifts within the interval [ δ min , δ max ] usually occur according to a probability density function (p.d.f.)…”