On the stochastic behaviour of the run length of EWMA control schemes for the mean of correlated output in the presence of shifts in σ

This paper discusses in detail the impact of shifts on the process variance (σ2) on the run length (RL) of modified upper one-sided EWMA charts for the process mean (μ) when the output is correlated.

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Year of publication:	2006
Authors:	Manuel, Cabral Morais ; Yarema, Okhrin ; António, Pacheco ; Wolfgang, Schmidt
Published in:	Statistics & Risk Modeling. - De Gruyter. - Vol. 24.2006, 4/2006, p. 17-17
Publisher:	De Gruyter

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Extent:	text/html
Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10011015577