Shewhart-type monitoring schemes with supplementary w-of-w runs-rules to monitor the mean of autocorrelated samples (Q5086358): Difference between revisions

From MaRDI portal
Added link to MaRDI item.
RedirectionBot (talk | contribs)
Removed claims
Property / author
 
Property / author: Sandile C. Shongwe / rank
Normal rank
 
Property / author
 
Property / author: Jean-Claude Malela-Majika / rank
Normal rank
 

Revision as of 12:34, 1 March 2024

scientific article; zbMATH DE number 7553312
Language Label Description Also known as
English
Shewhart-type monitoring schemes with supplementary w-of-w runs-rules to monitor the mean of autocorrelated samples
scientific article; zbMATH DE number 7553312

    Statements

    Shewhart-type monitoring schemes with supplementary w-of-w runs-rules to monitor the mean of autocorrelated samples (English)
    0 references
    5 July 2022
    0 references
    Shewhart charts
    0 references
    runs-rules
    0 references
    Markov chain
    0 references
    zero-state
    0 references
    steady-state
    0 references
    skipping sampling strategy
    0 references
    transition probability matrix
    0 references
    autocorrelation
    0 references

    Identifiers