Conference paper
Regenerative likelihood ratio control schemes
Emmanuel Yashchin
IWISQC 2013
This paper presents formulas for gradients of the Average Run Length (ARL) and other Run Length characteristics by control scheme parameters, in the context of Markov Chain approach to analysis of Markov-type control schemes. We illustrate use of these formulas in several problems related to control charting, including (a) design of control schemes, (b) inference on Run Length characteristics based on Phase-1 data and (c) performance analysis for highly complex input data distributions.
Emmanuel Yashchin
IWISQC 2013
Danning Jiang, Dimitri Kanevsky, et al.
ICASSP 2011
Emmanuel Yashchin
Technometrics
Betty J. Flehinger, Benjamin Reiser, et al.
Technometrics