Cabral Morais, Manuel; Okhrin, Yarema; Pacheco, António; … - In: Statistics & Decisions 24 (2006) 4, pp. 397-413
This paper discusses in detail the impact of shifts on the process variance ( σ 2 ) 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...