Publication Cover
Sequential Analysis
Design Methods and Applications
Volume 20, 2001 - Issue 1-2
47
Views
7
CrossRef citations to date
0
Altmetric
Original Articles

SOME STOCHASTIC PROPERTIES OF UPPER ONE-SIDED AND EWMA CHARTS FOR μ IN THE PRESENCE OF SHIFTS IN σ

&
Pages 1-12 | Received 01 Jan 1999, Published online: 16 Aug 2006

REFERENCES

  • Brook , D. and Evans , D. A. 1972 . “ An approach to the probability distribution of cusum run length ” . In Biometrika Vol. 59 , 539 – 549 .
  • Cabral , M. Morais and Pacheco , A. 1998 . “ Two stochastic properties of one-sided Exponentially Weighted Moving Average control charts ” . In Communications in Statistics — Simulation and Computation Vol. 27 , 937 – 952 .
  • Cabral , M. Morais and Pacheco , A. 2000a . On the performance of combined EWMA schemes for μ and σ: a Markovian approach . Communications in Statistics — Simulation and Computation , 29 ( 1 ) : 153 – 174 .
  • Cabral , M. Morais and Pacheco , A. Some stochastic properties of upper one-sided and EWMA charts for μ in the presence of shifts in σ , Technical Report 38/2000 . Instituto Superior Técnico, Mathematics Department, Lisbon, Portugal 2000b
  • Keilson , J. and Kester , A. 1977 . “ Monotone matrices and monotone Markov processes ” . In Stochastic Processes and their Applications Vol. 5 , 231 – 241 .
  • Lucas , J. M. and Crosier , R. B. 1982 . “ Fast Initial Response for CUSUM quality-control schemes: give your CUSUM a head start ” . In Technometrics Vol. 24 , 199 – 205 .
  • Lucas , J. M. and Saccucci , M. S. 1990 . “ Exponentially Weighted Moving Average control schemes: properties and enhancements ” . In Technometrics Vol. 32 , 1 – 12 .
  • Shaked , M. and Shanthikumar , J. G. 1994 . Stochastic Orders and Their Applications Academic Press .
  • St. John , R. C. and Bragg , D. J. “ Joint X-bar & R charts under shift in mu or sigma ” . In ASQC Quality Congress Transactions — Milwaukee 547 – 550 .

Reprints and Corporate Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

To request a reprint or corporate permissions for this article, please click on the relevant link below:

Academic Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

Obtain permissions instantly via Rightslink by clicking on the button below:

If you are unable to obtain permissions via Rightslink, please complete and submit this Permissions form. For more information, please visit our Permissions help page.