On Average Run Lengths of Control Charts for Autocorrelated Processes
Author:
Publisher
Springer Science and Business Media LLC
Subject
General Mathematics,Statistics and Probability
Link
http://link.springer.com/content/pdf/10.1007/s11009-009-9160-4.pdf
Reference16 articles.
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2. Brook D, Evans DA (1972) An approach to the probability distribution of cusum run length. Biometrika 59:539–549
3. Fu JC, Koutras MV (1994) Distribution theory of runs: a Markov chain approach. J Am Stat Assoc 89:1050–1058
4. Fu JC, Lou WYW (2003) Distribution theory of runs and patterns and its applications: a finite Markov chain approach. World Scientific, Singapore
5. Fu JC, Galit S, Chang YM (2003) A unified Markov chain approach for computing the run length distribution in control charts with simple or compound rules. Stat Probab Lett 65:457–466
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