Martingale approach to EWMA control charts for changes in exponential distribution
Exponentially weighted moving average (EWMA) procedure is a popular chart used for detecting small shifts of parameters of distributions in quality control and surveillance problems. The objective of this paper is to derive characteristics of a particular process such as Average Run Length (ARL)...
Main Authors: | Yupaporn Areepong, Novikov , Alexander |
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Format: | Article |
Published: |
Penerbit ukm
2008
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Online Access: | http://journalarticle.ukm.my/1867/ http://journalarticle.ukm.my/1867/ |
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