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Journal article
The behavior of ewma-type quality control schemes in the case of mixture alternatives: The case of mixture alternatives
Sequential analysis, Vol.14(2), pp.157-177
01/01/1995
Abstract
This paper evaluates the average run length properties of some EWMA—type control procedures for monitoring the mean and/or variance of a process. We introduce an EWMA scheme for the extreme value of a sample (EXTV—EWMA). A comparison is made between the standard EWMA for individual (standardized) observations Z, the omnibus EWMA for
, and the EXTV—EWMA for max when the underlying distribution of the data is not normal, but is a mixture of normal distributions. A Markov chain approach is utilized to approximate the average run lengths of these control schemes.
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Details
- Title
- The behavior of ewma-type quality control schemes in the case of mixture alternatives
- Publication Details
- Sequential analysis, Vol.14(2), pp.157-177
- Resource Type
- Journal article
- Publisher
- Marcel Dekker, Inc
- Copyright
- © Taylor & Francis
- Identifiers
- 99380553394106600
- Academic Unit
- Hal Marcus College of Science and Engineering ; Mathematics and Statistics
- Language
- English