摘要
给出了CUSUM和EWMA控制图在Lévy稳定过程均值变点监测的ARL近似估计,采用数字模拟的方法对CUSUM和EWMA控制图监测Lévy稳定过程均值变点的效果进行比较.
In this paper we not only present the asymptotic estimation of the ARL for the CUSUM and EWMA control charts but also compare the detection performance by the numerical simulation between CUSUM and EWMA in detecing the mean change of a Lévy stable process
出处
《河南科学》
2009年第7期757-761,共5页
Henan Science
基金
国家自然科学基金计划资助项目(60572001)
