The effect of serial correlation on the in-control average run length of cumulative score charts

DOI10.1016/0378-3758(95)00153-0zbMath0854.62093MaRDI QIDQ1923402

Walter Böhm, Peter Hackl

Publication date: 19 January 1997

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

Full work available at URL: https://doi.org/10.1016/0378-3758(95)00153-0

zbMATH Keywords

CUSUM; Markov chain; serial correlation; process control; parametrizations; scores; run length distribution; correlated random walk; Shewhart chart; first-order autoregressive process; Monte Carlo estimates; in-control average run length; asymptotic average run length; cumulative score chart

Mathematics Subject Classification ID

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

60J20: Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.)

62L10: Sequential statistical analysis

Related Items

Unnamed Item, On average run lengths of control charts for autocorrelated processes, Inference for post-change parameters after sequential CUSUM test under AR(1) model, On the average run lengths of quality control schemes using a Markov chain approach

Cites Work

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