A Simple Method for Studying Run-Length Distributions of Exponentially Weighted Moving Average Charts

DOI10.2307/1269450zbMath0632.62097OpenAlexW1994428102MaRDI QIDQ3769825

Stephen V. Crowder

Publication date: 1987

Published in: Technometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/1269450

zbMATH Keywords

Fredholm integral equationGaussian quadratureexponentially weighted moving averagenormal observationsEWMA chartaverage run lengthsnonnormal casesstandard deviations of run lengthstabulation of moments of run lengths

Mathematics Subject Classification ID

Applications of statistics in engineering and industry; control charts (62P30) Statistical tables (62Q05) Numerical quadrature and cubature formulas (65D32) Probabilistic methods, stochastic differential equations (65C99)

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