EWMA Schemes with Nonhomogeneous Transition Kernels
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Publication:4428259
DOI10.1081/SQA-120025169zbMath1125.62349MaRDI QIDQ4428259
Publication date: 14 September 2003
Published in: Sequential Analysis (Search for Journal in Brave)
Applications of statistics in engineering and industry; control charts (62P30) Sequential statistical methods (62L99)
Related Items (6)
Surveillance of the covariance matrix based on the properties of the singular Wishart distribution ⋮ Robust surveillance of covariance matrices using a single observation ⋮ Fast initial response features for EWMA control charts ⋮ Quality surveillance with EWMA control charts based on exact control limits ⋮ Discussion on “Optimal Sequential Surveillance for Finance, Public Health, and Other Areas” by Marianne Frisén ⋮ Steady-state average run length(s): Methodology, formulas, and numerics
Cites Work
- Ergodic behavior for nonnegative kernels
- Joint Monitoring of Process Mean and Variance Using Exponentially Weighted Moving Average Control Charts
- Cusum-schemes with variable sampling intervals and sample sizes
- 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
- Bounds for the Distribution of the Run Length of Geometric Moving Average Charts
- A Simple Method for Studying Run-Length Distributions of Exponentially Weighted Moving Average Charts
- A Procedure for Truncating SPRT's
- Robustness to non-normality and autocorrelation of individuals control charts
- Evaluating properties of variable sampling interval control charts
- An optimal design of ewma control charts based on median run length
- Determination of A. R. L. and a Contour Nomogram for Cusum Charts to Control Normal Mean
- An approach to the probability distribution of cusum run length
- An accurate algorithm to compute the run length probability distribution, and its convolutions, for a cusum chart to control normal mean
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