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
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
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
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
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