A unified Markov chain approach for computing the run length distribution in control charts with simple or compound rules

被引：39

作者：

Fu, JC

Shmueli, G ^{[1
]}

Chang, YM

机构：

[1] Univ Maryland, Robert H Smith Sch Business, Dept Decis & Informat Technol, College Pk, MD 20742 USA

[2] Univ Manitoba, Dept Stat, Winnipeg, MB R3T 2N2, Canada

[3] Natl Univ Kaohsiung, Dept Appl Math, Kaohsiung, Taiwan

来源：

STATISTICS & PROBABILITY LETTERS | 2003年 / 65卷 / 04期

关键词：

control charts; Markov chain; transition matrix; discretization;

D O I：

10.1016/j.spl.2003.10.004

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

We introduce a general theoretical framework, based on the Markov chain imbedding approach, that leads to the run-length distribution for a multitude of control charts that are based on a simple rule or on a compound set of rules. (C) 2003 Elsevier B.V. All rights reserved.

引用

页码：457 / 466

页数：10