In Statistical Process Control (SPC) there exists a need to model the run-length distribution of a Q-chart that monitors the process mean when measurements are from an exponential distribution with an unknown parameter. To develop exact expressions for the probabilities of run-lengths the joint...

We provide analytical formulae for the asymptotic bias (ABIAS) and mean squared error (AMSE) of the IV estimator, and obtain approximations thereof based on an asymptotic scheme which essentially requires the expectation of the first stage F-statistic to converge to a finite (possibly small)...

Let the column vectors of X:: M-N, MN, be distributed as independent complex normal vectors with the same covariance matrix [Sigma]. Then the usual quadratic form in the complex normal vectors is denoted by Z=XLXH where L: N-N is a positive definite hermitian matrix. This paper deals with...