Evaluation of the run-length distribution for a combined Shewhart-EWMA control chart

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Evaluation of the run-length distribution for a combined Shewhart-EWMA control chart

A simple algorithm is introduced for computing the run length distribution of a monitoring scheme combining a Shewhart chart with an Exponentially Weighted Moving Average control chart. The algorithm is based on the numerical approximation of the integral equations and integral recurrence relations related to the run-length distribution. In particular, a modified Clenshaw-Curtis quadrature rule...

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ژورنال

عنوان ژورنال: Statistics and Computing

سال: 2009

ISSN: 0960-3174,1573-1375

DOI: 10.1007/s11222-008-9113-8