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Journal of Quality Technology
A Quarterly Journal of Methods, Applications and Related Topics
Volume 22, 1990 - Issue 2
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Computer Programs

Average Run Lengths for Exponentially Weighted Moving Average Control Schemes Using the Markov Chain Approach

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Pages 154-162 | Published online: 21 Feb 2018

References

  • Brook, D. and Evans, D. A. (1972). “An approach to the Probability Distribution of CUSUM Run Lengths.” Biometrika 59, pp. 539–549.
  • Burden, R. L.; Faires, J. D.; and Reynolds, A. C. (1978). Numerical Analysis. Prindle, Weber & Schmidt, Boston, MA.
  • Crowder, S. V. (1987). “A Simple Method for Studying Run Length Distributions of Exponentially Weighted Moving Average Control Charts.” Technometrics 29, pp. 401–407.
  • Griffiths, P. and Hill, I. D., Eds. (1985). Applied Statistics Algorithms. Ellis Horwood Limited, Chichester, England.
  • Lucas, J. M. and Saccucci, M. S. (1987). “Exponentially Weighted Moving Average Control Schemes: Properties and Enhancements.” Drexel University Faculty Working Series Paper #87–4, Philadelphia, PA.
  • Lucas, J. M. and Saccucci, M. S. (1990). “Exponentially Weighted Moving Average Control Schemes: Properties and Enhancements.” Technometrics (to appear).

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