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)...

Full description

Bibliographic Details
Main Authors: Yupaporn Areepong, Novikov , Alexander
Format: Article
Published: Penerbit ukm 2008
Online Access:http://journalarticle.ukm.my/1867/
http://journalarticle.ukm.my/1867/