A a comparison of the markov chain and the integral equation approaches for evaluating the run length distribution of quality control charts

DOI10.1080/03610919108812948MaRDI QIDQ4019237zbMATH OpenOpenAlexFDO

Authors 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

Mathematics Subject Classification ID

Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.) (60J20) Applications of statistics in engineering and industry; control charts (62P30) Numerical methods for integral equations (65R20)

Cites work

• A Simple Method for Studying Run-Length Distributions of Exponentially Weighted Moving Average Charts
• An approach to the probability distribution of cusum run length
• Computational Methods for Integral Equations
• The Distribution of the Run Length of One-Sided CUSUM Procedures for Continuous Random Variables
• The Performance of Control Charts and Cusums Under Linear Trend

Cited in

(19)

• Economic design of memory-type control charts: the fallacy of the formula proposed by Lorenzen and Vance (1986)
• Optimal Statistical Design of a Multivariate EWMA Chart Based on ARL and MRL
• scientific article; zbMATH DE number 7536193 (Why is no real title available?)
• Efficient performance evaluation of the generalized Shiryaev-Roberts detection procedure in a multi-cyclic setup
• Effect of Inspection Error on Out-of-Control Average Run Length of CUSUM Charts
• An accurate method for determining the pre-change run length distribution of the generalized Shiryaev-Roberts detection procedure
• Determining the ARL for a shift in the mean of a long-memory \(\mathrm{ARFIMA}(1, d, 1)(1, D, 1)_s\) process with exponential white noise running on a CUSUM control chart
• 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
• Derivation of explicit formulae for performance measures of CUSUM control chart for SMA(Q)\(_s\) model with exponential white noise
• Enhancing the performance of an adjusted MEWMA control chart running on trend and quadratic trend autoregressive models
• The computation of average run length and average time to signal: an overview
• The EWMA sign chart revisited: performance and alternatives without and with ties
• Evaluating properties of variable sampling interval control charts
• Average run length of the long-memory autoregressive fractionally integrated moving average process of the exponential weighted moving average control chart
• Explicit analytical solutions for ARL of CUSUM chart for a long-memory SARFIMA model
• Monitoring the ratio of population means of a bivariate normal distribution using CUSUM type control charts
• scientific article; zbMATH DE number 7508949 (Why is no real title available?)

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