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The effect of serial correlation on the in-control average run length of cumulative score charts - MaRDI portal

The effect of serial correlation on the in-control average run length of cumulative score charts (Q1923402)

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scientific article; zbMATH DE number 932250
Language Label Description Also known as
English
The effect of serial correlation on the in-control average run length of cumulative score charts
scientific article; zbMATH DE number 932250

    Statements

    The effect of serial correlation on the in-control average run length of cumulative score charts (English)
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    19 January 1997
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    scores
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    Markov chain
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    run length distribution
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    asymptotic average run length
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    process control
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    CUSUM
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    cumulative score chart
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    serial correlation
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    in-control average run length
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    Shewhart chart
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    correlated random walk
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    first-order autoregressive process
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    Monte Carlo estimates
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    parametrizations
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