Average Run Lengths of Geometric Moving Average Charts by Numerical Methods

DOI10.2307/1268164MaRDI QIDQ3873286zbMATH OpenOpenAlexFDO

Authors

Publication date 1978

Full work available at URL https://doi.org/10.2307/1268164

zbMATH Keywords

geometric moving averagemean time to ruinnumerical procedureruin barriers

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Applications of renewal theory (reliability, demand theory, etc.) (60K10) Applications of statistics in engineering and industry; control charts (62P30)

Cited in

(24)

• Control charts based on order-restricted tests
• A unified Markov chain approach for computing the run length distribution in control charts with simple or compound rules.
• On the average run lengths of quality control schemes using a Markov chain approach
• Fast initial response features for EWMA control charts
• Alarm rates for quality control charts
• Monitoring observations generated from a binomial distribution using modified exponentially weighted moving average control chart
• Ewma control chart under linear drift
• Bounding the risk probability
• Optimal Surveillance Based on Exponentially Weighted Moving Averages
• Monitoring Poisson Observations Using Modified Exponentially Weighted Moving Average Control Charts
• A parabolic mask for continuous sampling inspection
• Evaluatiok of optimum weights and average run lenghts in ewma control schemes
• A NOTE ON EWMA CHARTS FOR MONITORING MEAN CHANGES IN NORMAL PROCESSES
• Reconciling the Integral Equation and Markov Chain Approaches for Computing EWMA Average Run Lengths
• Designs of moving average control chart
• Statistical Surveillance. Optimality and Methods
• Exponentially weighted moving average control charts with reflecting boundaries
• Optimal designs of one-sided ewma charts for monitoring a process variance
• Steady-state average run length(s): Methodology, formulas, and numerics
• A control chart for COM-Poisson distribution using a modified EWMA statistic
• A One-Sided EWMA Control Chart for Monitoring Process Means
• The EWMA-\(X\)-\(S\)-control chart and its performance in the case of precise and imprecise data
• The Inertial properties of EWMA control charts
• On moving average based location charts under modified successive sampling

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