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Is Average Run Length to False Alarm Always an Informative Criterion?

Sequential Analysis, 2008
Apart from Bayesian approaches, the average run length (ARL) to false alarm has always been seen as the natural performance criterion for quantifying the propensity of a detection scheme to make false alarms, and no researchers seem to have questioned this on grounds that it does not always apply.
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Explicit Formulas of Average Run Length for Mixed Moving Average – Exponentially Weighted Moving Average Control Chart

The Journal of King Mongkut's University of Technology North Bangkok, 2022
Sunisa Wiwek, Saowanit Sukparungsee, Suganya Phantu +2 more
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Bounds for the Distribution of the Run Length of Geometric Moving Average Charts

Applied Statistics, 1986
Let \(\{X_ n: n\geq 1\}\) be a sequence of i.i.d. random variables and consider a geometric moving average scheme \(S_ n=(1-r)S_{n-1}+rX_ n\), \(n\geq 1\), where \(S_ 0=w\) for some specified initial value w, - \(\infty \leq h^-n+1). \] Part (i) contains the derived bounds for the distribution of N, Parts (ii) and (iii) guarantee improved bounds at ...
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A study on average run length of fuzzy EWMA control chart