Accurate ARL Calculation for EWMA Control Charts Monitoring Normal Mean and Variance Simultaneously

DOI10.1080/07474940701404823zbMath1319.62171OpenAlexW2073286599MaRDI QIDQ5297918

Sven Knoth

Publication date: 16 July 2007

Published in: Sequential Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/07474940701404823

zbMATH Keywords

computational methodscollocationaverage run lengthexponentially weighted moving averagecontrol chart design

Mathematics Subject Classification ID

Computational methods in Markov chains (60J22) Applications of statistics in engineering and industry; control charts (62P30) Sequential statistical analysis (62L10)

Related Items (7)

EWMA charts: ARL considerations in case of changes in location and scale ⋮ A new control chart using GINI C_PK ⋮ A control chart for COM-Poisson distribution using a modified EWMA statistic ⋮ Run-sum control charts for monitoring the coefficient of variation ⋮ Computation of the run-length percentiles of CUSUM control charts under changes in variances ⋮ Optimal Sequential Surveillance for Finance, Public Health, and Other Areas ⋮ EXPLICIT FORMULA OF AVERAGE RUN LENGTH OF MOVING AVERAGE CONTROL CHART FOR POISSON INMA(1) PROCESS

Cites Work

• Ergodic behavior for nonnegative kernels
• Individuals control schemes for monitoring the mean and variance of processes subject to drifts
• Joint Monitoring of Process Mean and Variance Using Exponentially Weighted Moving Average Control Charts
• Bounds for the Distribution of the Run Length of Geometric Moving Average Charts
• Some Omnibus Exponentially Weighted Moving Average Statistical Process Monitoring Schemes
• Exact average run lengths of cusum schemes for erlang distributions
• Monitoring the mean and the variance of a stationary process
• An approach to the probability distribution of cusum run length

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