Optimal Statistical Design of a Multivariate EWMA Chart Based on ARL and MRL

DOI10.1080/03610910600716779zbMath1102.62133OpenAlexW2021786279MaRDI QIDQ5481751

Michael B. C. Khoo, Ming Ha Lee

Publication date: 10 August 2006

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

Full work available at URL: https://doi.org/10.1080/03610910600716779

zbMATH Keywords

Markov chainaverage run length (ARL)median run length (MRL)

Mathematics Subject Classification ID

Computational methods in Markov chains (60J22) Applications of statistics in engineering and industry; control charts (62P30)

Related Items (6)

Optimal design of one-sided exponential EWMA charts based on median run length and expected median run length ⋮ On designing efficient multivariate exponentially weighted moving average control chart for compositional data using variable sample size ⋮ Economically Optimal Design of a Multivariate SyntheticT²Chart ⋮ Design of a multivariate exponentially weighted moving average control chart with variable sampling intervals ⋮ A gradient approach to efficient design and analysis of multivariate EWMA control charts ⋮ A Multivariate Synthetic Control Chart for Monitoring the Process Mean Vector of Skewed Populations Using Weighted Standard Deviations

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