Necessary and sufficient conditions for non-interaction of a pair of one-sided EWMA schemes with reflecting boundaries

Zhonghua Li, Zhaojun Wang and Zhang Wu

Statistics & Probability Letters, 2009, vol. 79, issue 3, 368-374

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.

Date: 2009
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