Evaluation of exponentially weighted moving variance control chart subject to linear drifts

DOI10.1016/j.csda.2012.04.013zbMath1255.62395OpenAlexW2039657840MaRDI QIDQ1927209

Wenpo Huang, Lianjie Shu, Wei Jiang

Publication date: 30 December 2012

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.csda.2012.04.013

zbMATH Keywords

integral equationMarkov chainsARLEWMA

Mathematics Subject Classification ID

Applications of statistics in engineering and industry; control charts (62P30) Statistical tables (62Q05)

Cites Work

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• Ewma control chart under linear drift
• Some Omnibus Exponentially Weighted Moving Average Statistical Process Monitoring Schemes
• Algorithm AS 305: Average Run Lengths for Cumulative Sum Control Charts Under Linear Trend
• Reconciling the Integral Equation and Markov Chain Approaches for Computing EWMA Average Run Lengths
• On the exponentially weighted moving variance

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