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Approximations to the Average Run Length in Cumulative Sum Control Charts
Technometrics, 1975An approximation to the average run length for cumulative sum control charts is derived using the analogy between this procedure and the sequential probability ratio test for normal observations. This approximation is also derived by using a Brownian motion approximation to the cumulative sum.
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Is Average Run Length to False Alarm Always an Informative Criterion?
Sequential Analysis, 2008Apart from Bayesian approaches, the average run length (ARL) to false alarm has always been seen as the natural performance criterion for quantifying the propensity of a detection scheme to make false alarms, and no researchers seem to have questioned this on grounds that it does not always apply.
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The Journal of King Mongkut's University of Technology North Bangkok, 2022
Sunisa Wiwek +2 more
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Sunisa Wiwek +2 more
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Bounds for the Distribution of the Run Length of Geometric Moving Average Charts
Applied Statistics, 1986Let \(\{X_ n: n\geq 1\}\) be a sequence of i.i.d. random variables and consider a geometric moving average scheme \(S_ n=(1-r)S_{n-1}+rX_ n\), \(n\geq 1\), where \(S_ 0=w\) for some specified initial value w, - \(\infty \leq h^-n+1). \] Part (i) contains the derived bounds for the distribution of N, Parts (ii) and (iii) guarantee improved bounds at ...
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A study on average run length of fuzzy EWMA control chart
Soft Computing, 2022Muhammad Zahir Khan +3 more
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Structural basis for the recognition of SARS-CoV-2 by full-length human ACE2
Science, 2020Renhong Yan, Yuanyuan Zhang, Yaning Li
exaly
Steady-state average run length(s): Methodology, formulas, and numerics
Sequential Analysis, 2021openaire +1 more source
Exact average run lengths of cusum schemes for erlang distributions
Sequential Analysis, 1998null Seven Knoth, null Seven Knoth
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