Shewhart-type monitoring schemes with supplementary w-of-w runs-rules to monitor the mean of autocorrelated samples (Q5086358)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 7553312
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Shewhart-type monitoring schemes with supplementary w-of-w runs-rules to monitor the mean of autocorrelated samples |
scientific article; zbMATH DE number 7553312 |
Statements
Shewhart-type monitoring schemes with supplementary w-of-w runs-rules to monitor the mean of autocorrelated samples (English)
0 references
5 July 2022
0 references
Shewhart charts
0 references
runs-rules
0 references
Markov chain
0 references
zero-state
0 references
steady-state
0 references
skipping sampling strategy
0 references
transition probability matrix
0 references
autocorrelation
0 references
0 references
0 references
0 references
0 references
0 references
0 references
