On the run length of the EWMA scheme: A monotonicity result for normal variables

DOI10.1016/S0378-3758(98)00260-2zbMATH Open0923.62106OpenAlexW2067859933MaRDI QIDQ1297585FDOQ1297585

Wolfgang Schmid, Alexander Schöne, Sven Knoth

Publication date: 31 October 1999

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0378-3758(98)00260-2

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zbMATH Keywords

multivariate normal distributionstatistical process controlEWMA control chartSlepian's inequalitytimes series analysis

Mathematics Subject Classification ID

Applications of statistics in engineering and industry; control charts (62P30)

Cites Work

• The multivariate normal distribution
• CUSUM control schemes for Gaussian processes
• Performance of CUSUM Control Schemes for Serially Correlated Observations
• Run-Length Distributions of Special-Cause Control Charts for Correlated Processes
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Some properties of the EWMA control chart in the presence of autocorrelation

Cited In (2)

• EWMA Charts for Detecting a Change-Point in the Drift of a Stochastic Process
• Title not available (Why is that?)

Uses Software

• NAG
• nag

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