Improved bounds for the average run length of control charts based on finite weighted sums

DOI10.1214/AOS/1176347887MaRDI QIDQ808142zbMATH OpenOpenAlexFDO

Authors Walter Böhm, Peter Hackl

Publication date 1990

Published in The Annals of Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1214/aos/1176347887

zbMATH Keywords

average run lengthlower boundupper boundARLfinite weighted sumsmoving sum techniquenonnormal control variableprocess control procedures

Mathematics Subject Classification ID

Applications of statistics in engineering and industry; control charts (62P30) Sums of independent random variables; random walks (60G50)

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Cited in

(7)

• scientific article; zbMATH DE number 3965289 (Why is no real title available?)
• Exact average run lengths for monitoring Poisson counts
• On the reaction time of moving sum detectors
• The ARL of modified Shewhart control charts for conditionally heteroskedastic models
• A Note on Average Run Lengths of Moving Average Control Charts
• Sequential Detection of an Arbitrary Transient Change Profile by the FMA Test
• The factorial moments of the generalized Bernoulli-Fibonacci distribution

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