Steady-state average run length(s): Methodology, formulas, and numerics
From MaRDI portal
Publication:5012706
DOI10.1080/07474946.2021.1940501zbMath1504.62183OpenAlexW3197274529WikidataQ113850993 ScholiaQ113850993MaRDI QIDQ5012706
Publication date: 25 November 2021
Published in: Sequential Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/07474946.2021.1940501
Applications of statistics in engineering and industry; control charts (62P30) Numerical methods for integral equations (65R20) Sequential statistical analysis (62L10)
Related Items (4)
Sequential detection of common transient signals in high dimensional data stream ⋮ On designing efficient multivariate exponentially weighted moving average control chart for compositional data using variable sample size ⋮ Control charts for measurement error models ⋮ Control charts for high-dimensional time series with estimated in-control parameters
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- On optimality of the Shiryaev-Roberts procedure for detecting a change in distribution
- Decision theoretic optimality of the cusum procedure
- Optimal detection of a change in distribution
- Optimal stopping times for detecting changes in distributions
- Ergodic behavior for nonnegative kernels
- Sequential change detection revisited
- Steady-state run length analysis of a shewhart quality control chart with supplementary runs rules
- A Small Sample Size Comparison of the Cusum and Shiryayev-Roberts Approaches: Changepoint Detection
- CONTROL CHARTS WITH WARNING LINES
- Automatic Sales Forecasting
- Numerical Comparison of CUSUM and Shiryaev–Roberts Procedures for Detecting Changes in Distributions
- A Simple Method for Studying Run-Length Distributions of Exponentially Weighted Moving Average Charts
- A New Two-Sided Cumulative Sum Quality Control Scheme
- Average Run Lengths of Geometric Moving Average Charts by Numerical Methods
- EWMA Schemes with Nonhomogeneous Transition Kernels
- The steady-state behavior of multivariate exponentially weighted moving average control charts
- Third-order Asymptotic Optimality of the Generalized Shiryaev--Roberts Changepoint Detection Procedures
- CUSUM Charts with Variable Sampling Intervals
- On Quasi-Stationary distributions in absorbing discrete-time finite Markov chains
- An Accurate Method for Determining the Pre-Change Run Length Distribution of the Generalized Shiryaev-Roberts Detection Procedure
- On Optimum Methods in Quickest Detection Problems
- Determination of A. R. L. and a Contour Nomogram for Cusum Charts to Control Normal Mean
- Procedures for Reacting to a Change in Distribution
- An approach to the probability distribution of cusum run length
- The Effectiveness of Quality Control Charts
- A Bayes Approach to a Quality Control Model
- CONTINUOUS INSPECTION SCHEMES
- Quasi-stationarity of CUSUM schemes for Erlang distributions.
This page was built for publication: Steady-state average run length(s): Methodology, formulas, and numerics