Steady-state average run length(s): Methodology, formulas, and numerics

DOI10.1080/07474946.2021.1940501zbMATH Open1504.62183OpenAlexW3197274529WikidataQ113850993 ScholiaQ113850993MaRDI QIDQ5012706FDOQ5012706

Authors: Sven Knoth 

Publication date: 25 November 2021

Published in: Sequential Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/07474946.2021.1940501

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zbMATH Keywords

Markov chainchange pointintegral equationquasistationary distributionARL measures

Mathematics Subject Classification ID

Applications of statistics in engineering and industry; control charts (62P30) Sequential statistical analysis (62L10) Numerical methods for integral equations (65R20)

Cites Work

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Cited In (14)

• Investigating zero-state and steady-state performance of MEWMA-CoDa control chart using variable sampling interval
• On designing efficient multivariate exponentially weighted moving average control chart for compositional data using variable sample size
• Title not available (Why is that?)
• How to measure the average rate of change?
• Sequential detection of common transient signals in high dimensional data stream
• Control charts for high-dimensional time series with estimated in-control parameters
• ARL estimation of the control chart of log likelihood ratios' sum for Markov sequence
• Average stopping times and their applications in process control
• The average run lengths of control charts for stable Lévy processes
• The computation of average run length and average time to signal: an overview
• One-sided and two-sided \(w\)-\textit{of}-\(w\) runs-rules schemes: an overall performance perspective and the unified run-length derivations
• Some comments regarding the synthetic \(\overline{X}\) chart
• Control charts for measurement error models
• Discussion on “Is Average Run Length to False Alarm Always an Informative Criterion?” by Yajun Mei

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