Average Run Lengths for Exponentially Weighted Moving Average Control Schemes Using the Markov Chain Approach
作者： Michael S. Saccucci , James M. Lucas
DOI: 10.1080/00224065.1990.11979227
关键词: Markov chain 、 Algorithm 、 Computer program 、 Exponentially weighted moving average 、 Statistics 、 Mathematics 、 Computation 、 Control (management) 、 Fortran 、 Average run length 、 EWMA chart
摘要: … properties of control schemes … properties of the combined Shewhart-EWMA control scheme can be obtained by modifying the transition probability matrix for an EWMA control scheme …
asq.org参考文章(1)
D. BROOK, D. A. EVANS, An approach to the probability distribution of cusum run length Biometrika. ,vol. 59, pp. 539- 549 ,(1972) , 10.1093/BIOMET/59.3.539