A Simple Method for Studying Run-Length Distributions of Exponentially Weighted Moving Average Charts
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Publication:3769825
DOI10.2307/1269450zbMath0632.62097OpenAlexW1994428102MaRDI QIDQ3769825
Publication date: 1987
Published in: Technometrics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/1269450
Fredholm integral equationGaussian quadratureexponentially weighted moving averagenormal observationsEWMA chartaverage run lengthsnonnormal casesstandard deviations of run lengthstabulation of moments of run lengths
Applications of statistics in engineering and industry; control charts (62P30) Statistical tables (62Q05) Numerical quadrature and cubature formulas (65D32) Probabilistic methods, stochastic differential equations (65C99)
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