Reconciling the integral equation and Markov chain approaches for computing EWMA average run lengths

Communications in Statistics Part B: Simulation and Computation

Volumn 32, Issue 2, 2003, Pages 591-604

  Calzada, Maria E ^a   Scariano, Stephen M ^b  

^a LOYOLA UNIVERSITY   (United States)

^b Old South Distributing Co Inc   (United States)

Author keywords

Average run lengths; EWMA charts; Integral equations; Markov chains

Indexed keywords

EID: 0038271898     PISSN: 03610918     EISSN: None     Source Type: Journal    
DOI: 10.1081/SAC-120017508     Document Type: Article

References (22)