A double-integral equation for the average run length of a multivariate exponentially weighted moving average control chart

DOI10.1016/0167-7152(94)00196-FzbMath0835.62097OpenAlexW1988299380MaRDI QIDQ1903186

Steven E. Rigdon

Publication date: 11 January 1996

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-7152(94)00196-f

zbMATH Keywords

average run lengthARLexponentially weighted moving average control chartiterated kernelsHotelling T-square chartMEWMA statisticshifts in the process mean

Mathematics Subject Classification ID

Applications of statistics in engineering and industry; control charts (62P30) Numerical methods for integral equations (65R20) Integral equations with miscellaneous special kernels (45H05)

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Cites Work

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• A Simple Method for Studying Run-Length Distributions of Exponentially Weighted Moving Average Charts
• A Multivariate Exponentially Weighted Moving Average Control Chart
• An integral equation for the in-control average run length of a multivariate exponentially weighted moving average control chart