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)...

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Bibliographic Details
Main Authors: Yupaporn Areepong, Novikov , Alexander
Format: Article
Published: Penerbit ukm 2008