Improved bounds for the average run length of control charts based on finite weighted sums

DOI10.1214/AOS/1176347887zbMath0731.62152OpenAlexW2043232525MaRDI QIDQ808142

Peter Hackl, Walter Böhm

Publication date: 1990

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1176347887

zbMATH Keywords

upper boundlower boundaverage run lengthARLfinite weighted sumsmoving sum techniquenonnormal control variableprocess control procedures

Mathematics Subject Classification ID

Applications of statistics in engineering and industry; control charts (62P30) Sums of independent random variables; random walks (60G50)

Related Items (5)

Sequential Detection of an Arbitrary Transient Change Profile by the FMA Test ⋮ On the reaction time of moving sum detectors ⋮ A Note on Average Run Lengths of Moving Average Control Charts ⋮ Exact Average Run Lengths for Monitoring Poisson Counts ⋮ Unnamed Item

This page was built for publication: Improved bounds for the average run length of control charts based on finite weighted sums