A Unified Markov Chain Approach for Computing the Run Length Distribution in Control Charts with Simple or Compound Rules

TitleA Unified Markov Chain Approach for Computing the Run Length Distribution in Control Charts with Simple or Compound Rules
Publication TypeJournal Article
Year of Publication2003
AuthorsFu, J. C., G. Shmueli, and Y. M. Chang
JournalStatistics & Probability Letters
Volume65
Issue4
Pages457-466
Abstract

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.

URLhttp://www.ingentaconnect.com/content/els/01677152/2003/00000065/00000004/art00311
AttachmentSize
StatProbLettersPaper.pdf246.79 KB

Contact

Galit Shmuéli
SRITNE Chaired Professor
of Data Analytics
Associate Professor of Statistics & Information Systems
Indian School of Business
Gachibowli, Hyderabad 500 032
India

galit.shmueli@gmail.com