On the average run lengths of quality control schemes using a Markov chain approach

DOI10.1016/S0167-7152(01)00183-3zbMath0994.62110OpenAlexW2107951460MaRDI QIDQ1613015

Hansheng Xie, James C. Fu, Fred A. Spiring

Publication date: 5 September 2002

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0167-7152(01)00183-3

zbMATH Keywords

CUSUMrun length distributionfinite Markov chainEWMA

Mathematics Subject Classification ID

Applications of statistics in engineering and industry; control charts (62P30) Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.) (60J20)

Related Items (12)

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Cites Work

• Non-negative matrices and Markov chains. 2nd ed
• Wald's approximations to the average run length in cusum procedures
• The effect of serial correlation on the in-control average run length of cumulative score charts
• On the Markov Chain Approach to the Two-Sided CUSUM Procedure
• The Distribution of the Run Length of One-Sided CUSUM Procedures for Continuous Random Variables
• Bounds for the Distribution of the Run Length of One-Sided and Two-Sided CUSUM Quality Control Schemes
• Average Run Lengths for CUSUM Schemes When Observations Are Exponentially Distributed
• Sampling inspection of continuous processes with no autocorrelation between successive results
• Average Run Lengths of Geometric Moving Average Charts by Numerical Methods
• The reliability of a large series system under Markov structure
• A a comparison of the markov chain and the integral equation approaches for evaluating the run length distribution of quality control charts
• Distribution Theory of Runs: A Markov Chain Approach
• An approach to the probability distribution of cusum run length
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