Bounds for the Distribution of the Run Length of Geometric Moving Average Charts
DOI10.2307/2347265zbMATH Open0608.62127OpenAlexW2516304413MaRDI QIDQ3747579FDOQ3747579
Authors: Karl-Heinz Waldmann 
Publication date: 1986
Published in: Applied Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/2347265
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- scientific article; zbMATH DE number 1107635
numerical resultspercentage pointsaverage run lengthupper and lower boundsdistribution of run lengthgeometric moving average scheme
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics in engineering and industry; control charts (62P30) Stopping times; optimal stopping problems; gambling theory (60G40)
Cited In (16)
- Bounds for the Distribution of the Run Length of One-Sided and Two-Sided CUSUM Quality Control Schemes
- Exponentially weighted moving average control charts with reflecting boundaries
- Alarm rates for quality control charts
- Evaluatiok of optimum weights and average run lenghts in ewma control schemes
- Controlling the exponentially weighted moving average \(S^2\) control chart false alarm behavior when the in-control variance level must be estimated
- The optimization design of EWMA charts for monitoring environmental performance
- Optimal Surveillance Based on Exponentially Weighted Moving Averages
- Fast initial response features for EWMA control charts
- A generalized quality control procedure
- Optimal design of one-sided exponential EWMA charts based on median run length and expected median run length
- EWMA Schemes with Nonhomogeneous Transition Kernels
- Optimal designs of one-sided ewma charts for monitoring a process variance
- An optimal design of ewma control charts based on median run length
- Accurate ARL Calculation for EWMA Control Charts Monitoring Normal Mean and Variance Simultaneously
- On Thresholds of Moving Averages with Given On-Target Significant Levels
- A nonparametric exponentially weighted moving average control scheme
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