Bivariate copulas on the exponentially weighted moving average control chart
This paper proposes four types of copulas on the Exponentially Weighted Moving Average (EWMA) control chart when observations are from an exponential distribution using a Monte Carlo simulation approach. The performance of the control chart is based on the Average Run Length (ARL) which is compare...
Main Authors: | , , , |
---|---|
Format: | Article |
Language: | English |
Published: |
Prince of Songkla University
2016-10-01
|
Series: | Songklanakarin Journal of Science and Technology (SJST) |
Subjects: | |
Online Access: | http://rdo.psu.ac.th/sjstweb/journal/38-5/38-5-12.pdf |