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...

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Bibliographic Details
Main Authors: Sasigarn Kuvattana, Piyapatr Busababodhin, Yupaporn Areepong, Saowanit Sukparungsee
Format: Article
Language:English
Published: Prince of Songkla University 2016-10-01
Series:Songklanakarin Journal of Science and Technology (SJST)
Subjects:
ARL
Online Access:http://rdo.psu.ac.th/sjstweb/journal/38-5/38-5-12.pdf