An integral equation for the in-control average run length of a multivariate exponentially weighted moving average control chart

DOI10.1080/00949659508811685zbMath0842.62087OpenAlexW2169883919MaRDI QIDQ4869594

Steven E. Rigdon

Publication date: 26 March 1996

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00949659508811685

zbMATH Keywords

Radau quadraturesecant methodin-control average run lengthmultivariate exponentially weighted moving average control chartupper control limits

Mathematics Subject Classification ID

Applications of statistics in engineering and industry; control charts (62P30) Statistical tables (62Q05) Integral equations with miscellaneous special kernels (45H05)

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Cites Work

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• Multivariate CUSUM Quality-Control Procedures
• A Simple Method for Studying Run-Length Distributions of Exponentially Weighted Moving Average Charts
• Multivariate Generalizations of Cumulative Sum Quality-Control Schemes
• A Multivariate Exponentially Weighted Moving Average Control Chart