Shewhart-type monitoring schemes with supplementary w-of-w runs-rules to monitor the mean of autocorrelated samples
DOI10.1080/03610918.2019.1650180OpenAlexW2968694512WikidataQ127375257 ScholiaQ127375257MaRDI QIDQ5086358FDOQ5086358
Authors: Sandile C. Shongwe, Jean-Claude Malela-Majika
Publication date: 5 July 2022
Published in: Communications in Statistics. Simulation and Computation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610918.2019.1650180
Markov chainautocorrelationsteady-statetransition probability matrixShewhart chartsruns-ruleszero-stateskipping sampling strategy
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Cited In (2)
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