On the performance of combinedEWMAschemes forμandσ: a markovian approach

DOI10.1080/03610910008813607zbMath0968.62556OpenAlexW2134893094MaRDI QIDQ4490151

António Pacheco, Manuel Cabral Morais

Publication date: 10 July 2000

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610910008813607

zbMATH Keywords

average run lengthtwo-dimensional Markov chainprobability of a misleading signalrun length percentage points

Mathematics Subject Classification ID

Applications of statistics in engineering and industry; control charts (62P30)

Related Items

On the misleading signals in simultaneous schemes for the mean vector and covariance matrix of multivariate i.i.d. output, Joint economic design of EWMA control charts for mean and variance, Economic design of EWMA control charts based on loss function, Statistical Surveillance. Optimality and Methods, Using one EWMA chart to jointly monitor the process mean and variance, Unnamed Item, Misleading Signals in Simultaneous Schemes for the Mean Vector and Covariance Matrix of a Bivariate Process, SOME STOCHASTIC PROPERTIES OF UPPER ONE-SIDED AND EWMA CHARTS FOR μ IN THE PRESENCE OF SHIFTS IN σ, Stochastic Ordering in the Qualitative Assessment of the Performance of Simultaneous Schemes for Bivariate Processes, Evaluations of some Exponentially Weighted Moving Average methods, Strategies to Reduce the Probability of a Misleading Signal, A Study on EWMA charts with runs rules—the Markov chain approach, Misleading Signals in Simultaneous Residual Schemes for the Mean and Variance of a Stationary Process, Economic statistical design of adaptive control schemes for monitoring the mean and variance: An application to analyzers

Uses Software

• Mathematica

Cites Work

• Joint Monitoring of Process Mean and Variance Using Exponentially Weighted Moving Average Control Charts
• On the Markov Chain Approach to the Two-Sided CUSUM Procedure
• Variable sampling intervals for multiparameter shewhart charts
• Multivariate CUSUM Quality-Control Procedures
• Some Omnibus Exponentially Weighted Moving Average Statistical Process Monitoring Schemes
• A Markov Chain Model for the Multivariate Exponentially Weighted Moving Averages Control Chart
• Analysis of a two-dimensional markov chain
• An approach to the probability distribution of cusum run length
• Unnamed Item