A a comparison of the markov chain and the integral equation approaches for evaluating the run length distribution of quality control charts
From MaRDI portal
Publication:4019237
DOI10.1080/03610919108812948zbMath0850.62739MaRDI QIDQ4019237
Charles W. Champ, Steven E. Rigdon
Publication date: 16 January 1993
Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610919108812948
62P30: Applications of statistics in engineering and industry; control charts
65R20: Numerical methods for integral equations
60J20: Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.)
Related Items
Evaluating properties of variable sampling interval control charts, Unnamed Item, The EWMA sign chart revisited: performance and alternatives without and with ties, Explicit analytical solutions for ARL of CUSUM chart for a long-memory SARFIMA model, Average run length of the long-memory autoregressive fractionally integrated moving average process of the exponential weighted moving average control chart, The computation of average run length and average time to signal: an overview, An Accurate Method for Determining the Pre-Change Run Length Distribution of the Generalized Shiryaev-Roberts Detection Procedure, Optimal Statistical Design of a Multivariate EWMA Chart Based on ARL and MRL, Unnamed Item, Derivation of explicit formulae for performance measures of CUSUM control chart for SMA(Q)\(_s\) model with exponential white noise, Necessary and sufficient conditions for non-interaction of a pair of one-sided EWMA schemes with reflecting boundaries, Computation of the ARL for CUSUM-\(S^2\) schemes, On the average run lengths of quality control schemes using a Markov chain approach, Monitoring the ratio of population means of a bivariate normal distribution using CUSUM type control charts, Economic design of memory-type control charts: the fallacy of the formula proposed by Lorenzen and Vance (1986), Effect of Inspection Error on Out-of-Control Average Run Length of CUSUM Charts
Cites Work
- The Distribution of the Run Length of One-Sided CUSUM Procedures for Continuous Random Variables
- Computational Methods for Integral Equations
- A Simple Method for Studying Run-Length Distributions of Exponentially Weighted Moving Average Charts
- The Performance of Control Charts and Cusums Under Linear Trend
- An approach to the probability distribution of cusum run length