Lévy稳定过程均值变点监测在EWMA和GEWMA控制图中的比较

Comparison of EWMA and GEWMA in detecing mean shifts of Lévy stable processes

首先给出了EWMA和GEWMA控制图在Lévy稳定过程均值变点监测的ARL近似估计,其次采用数字模拟的方法对EWMA和GEWMA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 EWMA and GEWMA control charts but also compare the detection performance by the numerical simulation between EWMA and GEWMA in deteeing the mean change of a Levy stable process.