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

DOI10.1214/AOS/1176347887zbMATH Open0731.62152OpenAlexW2043232525MaRDI QIDQ808142FDOQ808142

Peter Hackl, Walter Böhm

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

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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)

Cited In (6)

• Title not available (Why is that?)
• On the reaction time of moving sum detectors
• Title not available (Why is that?)
• Exact Average Run Lengths for Monitoring Poisson Counts
• A Note on Average Run Lengths of Moving Average Control Charts
• Sequential Detection of an Arbitrary Transient Change Profile by the FMA Test

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