On the run length of the EWMA scheme: A monotonicity result for normal variables (Q1297585)
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scientific article; zbMATH DE number 1329419
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| English | On the run length of the EWMA scheme: A monotonicity result for normal variables |
scientific article; zbMATH DE number 1329419 |
Statements
On the run length of the EWMA scheme: A monotonicity result for normal variables (English)
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31 October 1999
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multivariate normal distribution
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statistical process control
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times series analysis
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Slepian's inequality
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EWMA control chart
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0.8647021651268005
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0.8094208836555481
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