The effect of serial correlation on the in-control average run length of cumulative score charts (Q1923402)

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scientific article; zbMATH DE number 932250
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    The effect of serial correlation on the in-control average run length of cumulative score charts
    scientific article; zbMATH DE number 932250

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      The effect of serial correlation on the in-control average run length of cumulative score charts (English)
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      19 January 1997
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      scores
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      Markov chain
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      run length distribution
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      asymptotic average run length
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      process control
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      CUSUM
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      cumulative score chart
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      serial correlation
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      in-control average run length
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      Shewhart chart
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      correlated random walk
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      first-order autoregressive process
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      Monte Carlo estimates
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      parametrizations
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