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

Gideon Mensah Engmann1,2, Dong Han1

  • 1School of Mathematical Sciences, Shanghai Jiao Tong University, Shanghai, People's Republic of China.

Journal of Applied Statistics
|June 16, 2022
PubMed

Keywords:
IBMMean–variance monitoringoptimized CUSUM & EWMA multi-charts

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