The optimized CUSUM and EWMA multi-charts for jointly detecting a range of mean and variance change

Engmann, GM; Han, D

Engmann, GM (corresponding author), Shanghai Jiao Tong Univ, Sch Math Sci, Shanghai 200240, Peoples R China.; Engmann, GM (corresponding author), CK Tedam Univ Technol & Appl Sci, Dept Stat, Navrongo, Ghana.

JOURNAL OF APPLIED STATISTICS, ; ():

Abstract

This article considers the problem of jointly monitoring the mean and variance of a process by multi-chart schemes. Multi-chart is a combination of se......

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