Evaluatiok of optimum weights and average run lenghts in ewma control schemes (Q4226927): Difference between revisions

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+A Simple Method for Studying Run-Length Distributions of Exponentially Weighted Moving Average Charts
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+Q3241504
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+Q3923307
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+Procedures for Reacting to a Change in Distribution
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+Optimal stopping times for detecting changes in distributions
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+Average Run Lengths of Geometric Moving Average Charts by Numerical Methods
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+Sequential analysis. Tests and confidence intervals
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+Comparison of EWMA, CUSUM and Shiryayev-Roberts procedures for detecting a shift in the mean
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+Bounds for the Distribution of the Run Length of Geometric Moving Average Charts
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