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A double-integral equation for the average run length of a multivariate exponentially weighted moving average control chart - MaRDI portal

A double-integral equation for the average run length of a multivariate exponentially weighted moving average control chart (Q1903186)

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scientific article; zbMATH DE number 820307
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English
A double-integral equation for the average run length of a multivariate exponentially weighted moving average control chart
scientific article; zbMATH DE number 820307

    Statements

    A double-integral equation for the average run length of a multivariate exponentially weighted moving average control chart (English)
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    11 January 1996
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    Hotelling T-square chart
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    iterated kernels
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    exponentially weighted moving average control chart
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    shifts in the process mean
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    average run length
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    MEWMA statistic
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    ARL
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