Items for "stochastic ordering"

On the stochastic behaviour of the run length of EWMA control schemes for the mean of correlated output in the presence of shifts in σ

This paper discusses in detail the impact of shifts on the process variance (σ²) on the run length (RL) of modified upper one-sided EWMA charts for the process mean (μ) when the output is correlated.
Quite apart from the relevance of a process variance change in its own right, a dilation in σ² can cause an undesirable stochastic decrease in the detection speed of some specific shifts in μ...

Keywords: statistical process control, run length, control schemes, time series, stochastic ordering