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On the run length of the EWMA scheme: A monotonicity result for normal variables - MaRDI portal

On the run length of the EWMA scheme: A monotonicity result for normal variables (Q1297585)

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scientific article; zbMATH DE number 1329419
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English
On the run length of the EWMA scheme: A monotonicity result for normal variables
scientific article; zbMATH DE number 1329419

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    On the run length of the EWMA scheme: A monotonicity result for normal variables (English)
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    31 October 1999
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    multivariate normal distribution
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    statistical process control
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    times series analysis
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    Slepian's inequality
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    EWMA control chart
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