An Explicit Analytical Solution of the Average Run Length of an Exponentially Weighted Moving Average Control Chart using an Autoregressive Model

The aim of this paper is to derive explicit formulas of Average Run Length (ARL) using a Fredholm integral equation of the second kind for an Exponentially Weighted Moving Average (EWMA) control chart using an Autoregressive Model. A common characteristic used for comparing the performance of contro...

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Bibliographic Details
Main Authors: Saowanit Sukparungsee, Yupaporn Areepong
Format: บทความวารสาร
Language:English
Published: Science Faculty of Chiang Mai University 2019
Online Access:http://it.science.cmu.ac.th/ejournal/dl.php?journal_id=8305
http://cmuir.cmu.ac.th/jspui/handle/6653943832/63945
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Institution: Chiang Mai University
Language: English