Article ID Journal Published Year Pages File Type
1155074 Statistics & Probability Letters 2009 7 Pages PDF
Abstract

This paper deals with the necessary and sufficient conditions for non-interaction of the upper-sided and lower-sided EWMAs with reflecting boundaries, the average run length, the Laplace transform of the run length and some analysis under the condition of interaction.

Related Topics
Physical Sciences and Engineering Mathematics Statistics and Probability
Authors
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