scientific article; zbMATH DE number 1107635
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Publication:4373571
EWMA control charts for monitorinq a process \(X_1,X_2,\cdots\) are investigated. They are defined by \(Z_n = (1-\lambda)Z_{n-1}+\lambda X_n\) and the decision rule to release an alarm, if \(|Z_n-\mu_0|>c\sigma_{e,n}\), where \(\sigma_{e,n}\) denotes the variance of \(Z_n\). Bounds for the moments of the run length are derived and a comparison of different EWMA charts is performed by means of a simulation study. For the entire collection see [Zbl 0867.00026].
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