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

DOI10.1016/S0378-3758(98)00260-2MaRDI QIDQ1297585zbMATHOpenAlexFDO

Authors Alexander Schöne, Wolfgang Schmid, 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

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)

Recommendations

• Some properties of the EWMA control chart in the presence of autocorrelation
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• Two stochastic properties of one‐sided exponentially weighted moving average control charts∗

Cites work

• scientific article; zbMATH DE number 3712886 (Why is no real title available?)
• scientific article; zbMATH DE number 1218902 (Why is no real title available?)
• scientific article; zbMATH DE number 1107635 (Why is no real title available?)
• 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
• Some properties of the EWMA control chart in the presence of autocorrelation
• The multivariate normal distribution

Cited in

(3)

• EWMA Charts for Detecting a Change-Point in the Drift of a Stochastic Process
• scientific article; zbMATH DE number 7142728 (Why is no real title available?)
• On the stochastic behaviour of the run length of EWMA control schemes for the mean of correlated output in the presence of shifts in σ

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