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

DOI10.1016/0167-7152(94)00196-FzbMath0835.62097OpenAlexW1988299380MaRDI QIDQ1903186

Steven E. Rigdon

Publication date: 11 January 1996

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

Full work available at URL: https://doi.org/10.1016/0167-7152(94)00196-f

zbMATH Keywords

average run lengthARLexponentially weighted moving average control chartiterated kernelsHotelling T-square chartMEWMA statisticshifts in the process mean

Mathematics Subject Classification ID

Applications of statistics in engineering and industry; control charts (62P30) Numerical methods for integral equations (65R20) Integral equations with miscellaneous special kernels (45H05)

Related Items (14)

Optimization of univariate and multivariate exponentially weighted moving-average control charts using genetic algorithms ⋮ Properties of Multivariate Control Charts with Estimated Parameters ⋮ One‐sided mewama control charts ⋮ Multivariate Control Charts for Monitoring the Process Mean and Variability Using Sequential Sampling ⋮ Improving the performance of the chi-square control chart via runs rules ⋮ The economic design of multivariate binomial EWMA VSSI control charts ⋮ The steady-state behavior of multivariate exponentially weighted moving average control charts ⋮ Economic design of memory-type control charts: the fallacy of the formula proposed by Lorenzen and Vance (1986) ⋮ Design of a multivariate exponentially weighted moving average control chart with variable sampling intervals ⋮ The Performance of the MEWMA Control Chart when Parameters are Estimated ⋮ A gradient approach to efficient design and analysis of multivariate EWMA control charts ⋮ A Comparison Between Two Multivariate EWMA Schemes ⋮ Optimal Statistical Design of a Multivariate EWMA Chart Based on ARL and MRL ⋮ The performance of multivariate CUSUM control charts with estimated parameters

Cites Work

• Unnamed Item
• A Simple Method for Studying Run-Length Distributions of Exponentially Weighted Moving Average Charts
• A Multivariate Exponentially Weighted Moving Average Control Chart
• An integral equation for the in-control average run length of a multivariate exponentially weighted moving average control chart

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