Martingale approach to EWMA control charts for
changes in exponential distribution

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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)...

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

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