Multivariate Exponentially Weighted Moving Average Charts for a Mean Based on Its Prediction Distribution

DOI10.1080/03610920903168628zbMath1201.62147OpenAlexW2093271161MaRDI QIDQ3058399

Ulrich Menzefricke

Publication date: 22 November 2010

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610920903168628

zbMATH Keywords

Bayesian analysispredictive distributioncontrol chartestimated parametersmean vectorrun lengthmultivariate EWMA chart

Mathematics Subject Classification ID

Multivariate analysis (62H99) Bayesian inference (62F15) Applications of statistics in engineering and industry; control charts (62P30)

Related Items (3)

A predictive Bayesian approach to EWMA and CUSUM charts for time-between-events monitoring ⋮ Bayesian process monitoring schemes for the two-parameter exponential distribution ⋮ Combined Exponentially Weighted Moving Average Charts for the Mean and Variance Based on the Predictive Distribution

Cites Work

• Properties of Multivariate Control Charts with Estimated Parameters
• Control Charts for the Generalized Variance Based on Its Predictive Distribution
• A Multivariate Exponentially Weighted Moving Average Control Chart
• ON THE EVALUATION OF CONTROL CHART LIMITS BASED ON PREDICTIVE DISTRIBUTIONS
• Prior distribution assessment for a multivariate normal distribution: An experimental study
• Probability Content of Regions Under Spherical Normal Distributions, IV: The Distribution of Homogeneous and Non-Homogeneous Quadratic Functions of Normal Variables

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