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Average Run Lengths for Exponentially Weighted Moving Average Control Schemes Using the Markov Chain Approach

Summary: A FORTRAN computer program is given for the computation of average run lengths (ARLs) for exponentially weighted moving average (EWMA) and combined Shewhart-EWMA control schemes. The program calculates zero-state and steady-state ARLs using the Markov chain approximation.

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  • Topics:
  • Keywords: Average run length (ARL),Exponentially weighted moving average control charts (EWMA),Markov chains,Control systems
  • Author: Saccucci, Michael S.; Lucas, James M.
  • Journal: Journal of Quality Technology