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

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)

Optimal Statistical Design of a Multivariate EWMA Chart Based on ARL and MRL
Economic design of memory-type control charts: the fallacy of the formula proposed by Lorenzen and Vance (1986)
Title not available (Why is that?)
Efficient performance evaluation of the generalized Shiryaev-Roberts detection procedure in a multi-cyclic setup
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
Effect of Inspection Error on Out-of-Control Average Run Length of CUSUM Charts
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
Derivation of explicit formulae for performance measures of CUSUM control chart for SMA(Q)\(_s\) model with exponential white noise
On the average run lengths of quality control schemes using a Markov chain approach
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
An Accurate Method for Determining the Pre-Change Run Length Distribution of the Generalized Shiryaev-Roberts Detection Procedure
Title not available (Why is that?)

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