Accurate ARL computation for EWMA-S2 control charts-Reference-Cited by-同舟云学术

Accurate ARL computation for EWMA-S2 control charts

Published:2005-10 Issue:4 Volume:15 Page:341-352
ISSN:0960-3174
Container-title:Statistics and Computing
language:en
Short-container-title:Stat Comput

Author:

Knoth Sven

Publisher

Springer Science and Business Media LLC

Subject

Computational Theory and Mathematics,Statistics, Probability and Uncertainty,Statistics and Probability,Theoretical Computer Science

Link

http://link.springer.com/content/pdf/10.1007/s11222-005-3393-z.pdf

Reference35 articles.

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3. Atkinson K.E. 1976. A survey of numerical methods for the solution of Fredholm integral equations of the second kind. Philadelphia: Society for Industrial and Applied Mathematics SIAM. VII, 230 p.

4. Brook D. and Evans D.A. 1972. An approach to the probability distribution of CUSUM run length. Biometrika 59(3): 539–549.

5. Calzada M.E. and Scariano S.M. 2003. Reconciling the integral equation and Markov chain approaches for computing EWMA average run lengths. Commun. Stat. Simula. Comput. 32(2): 591–604.

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