Necessary and sufficient conditions for non-interaction of a pair of one-sided EWMA schemes with reflecting boundaries
From MaRDI portal
Publication:1003797
DOI10.1016/j.spl.2008.09.004zbMath1155.62087OpenAlexW1992228503MaRDI QIDQ1003797
Zhonghua Li, Zhaojun Wang, Zhang Wu
Publication date: 4 March 2009
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spl.2008.09.004
Related Items (4)
Evaluation of exponentially weighted moving variance control chart subject to linear drifts ⋮ The computation of average run length and average time to signal: an overview ⋮ On-line monitoring data quality of high-dimensional data streams ⋮ A generally weighted moving average control chart for monitoring the coefficient of variation
Cites Work
- On the Markov Chain Approach to the Two-Sided CUSUM Procedure
- The Distribution of the Run Length of One-Sided CUSUM Procedures for Continuous Random Variables
- Counted Data CUSUM's
- On a unified approach to the analysis of two-sided cumulative sum control schemes with headstarts
- A Simple Method for Studying Run-Length Distributions of Exponentially Weighted Moving Average Charts
- A a comparison of the markov chain and the integral equation approaches for evaluating the run length distribution of quality control charts
- The geometric approximation to the cusum run length distribution
- Exponentially weighted moving average control charts with reflecting boundaries
- An approach to the probability distribution of cusum run length
This page was built for publication: Necessary and sufficient conditions for non-interaction of a pair of one-sided EWMA schemes with reflecting boundaries