Abstract
This paper presents formulas for gradients of the Average Run Length (ARL) and other Run Length characteristics by control scheme parameters, in the context of Markov Chain approach to analysis of Markov-type control schemes. We illustrate use of these formulas in several problems related to control charting, including (a) design of control schemes, (b) inference on Run Length characteristics based on Phase-1 data and (c) performance analysis for highly complex input data distributions.
Talk to us
Join us for a 30 min session where you can share your feedback and ask us any queries you have
More From: Communications in Statistics - Simulation and Computation
Disclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.