An integral equation for the in-control average run length of a multivariate exponentially weighted moving average control chart

DOI10.1080/00949659508811685zbMath0842.62087OpenAlexW2169883919MaRDI QIDQ4869594

Steven E. Rigdon

Publication date: 26 March 1996

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00949659508811685

zbMATH Keywords

Radau quadraturesecant methodin-control average run lengthmultivariate exponentially weighted moving average control chartupper control limits

Mathematics Subject Classification ID

Applications of statistics in engineering and industry; control charts (62P30) Statistical tables (62Q05) Integral equations with miscellaneous special kernels (45H05)

Related Items (14)

Optimization of univariate and multivariate exponentially weighted moving-average control charts using genetic algorithms ⋮ Properties of Multivariate Control Charts with Estimated Parameters ⋮ One‐sided mewama control charts ⋮ Multivariate Control Charts for Monitoring the Process Mean and Variability Using Sequential Sampling ⋮ A double-integral equation for the average run length of a multivariate exponentially weighted moving average control chart ⋮ Application of structural equation modeling to evaluate the intention of shippers to use internet services in liner shipping ⋮ The steady-state behavior of multivariate exponentially weighted moving average control charts ⋮ Economic design of memory-type control charts: the fallacy of the formula proposed by Lorenzen and Vance (1986) ⋮ Number of Replications Required in Control Chart Monte Carlo Simulation Studies ⋮ The Performance of the MEWMA Control Chart when Parameters are Estimated ⋮ A gradient approach to efficient design and analysis of multivariate EWMA control charts ⋮ A Comparison Between Two Multivariate EWMA Schemes ⋮ Optimal Statistical Design of a Multivariate EWMA Chart Based on ARL and MRL ⋮ The performance of multivariate CUSUM control charts with estimated parameters

Cites Work

• Multivariate CUSUM Quality-Control Procedures
• A Simple Method for Studying Run-Length Distributions of Exponentially Weighted Moving Average Charts
• Multivariate Generalizations of Cumulative Sum Quality-Control Schemes
• A Multivariate Exponentially Weighted Moving Average Control Chart
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