A Note on Average Run Lengths of Moving Average Control Charts

2004 ◽  
Vol 19 (1) ◽  
Author(s):  
Lingyun Zhang ◽  
C. D. Lai ◽  
K. Govindaraju ◽  
M. Bebbington
Keyword(s):  
Control Charts ◽  
Moving Average ◽  
Average Control ◽  
Run Lengths

AVERAGE RUN LENGTHS FOR MOVING AVERAGE CONTROL CHARTS

1999 ◽  
Vol 13 (2) ◽  
pp. 209-220 ◽  
Author(s):  
Sheldon M. Ross
Keyword(s):  
Control Charts ◽  
Moving Average ◽  
Upper And Lower Bounds ◽  
Recursive Procedure ◽  
Efficient Simulation ◽  
Population Distributions ◽  
Average Control ◽  
The Mean ◽  
Run Lengths ◽  
Mean Time

We are interested in E [N], the mean time until the most recent k values of a sequence of independent and identically distributed random variables exceeds a specified constant. Using recent results, we present a simulation procedure for determining E [N]. These results are also used to obtain upper and lower bounds for E [N]. These bounds, however, are in terms of a quantity ω that is not easily calculated. A recursive procedure for evaluating ω when the data distribution is Bernoulli is given. Efficient simulation procedures for estimating ω in the cases of normal and exponential population distributions are also presented, as is a Markov chain monte carlo procedure when the distribution is general.

An Economic‐Statistical Design of Moving Average Control Charts

2006 ◽  
Vol 7 (3) ◽  
pp. 107-115 ◽  
Author(s):  
Fong‐Jung Yu ◽  
Hsiang Chin ◽  
Hsiao Wei Huang
Keyword(s):  
Control Charts ◽  
Moving Average ◽  
Statistical Design ◽  
Average Control
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