IJAPM 2014 Vol.4(4): 236-239 ISSN: 2010-362X
DOI: 10.7763/IJAPM.2014.V4.290
DOI: 10.7763/IJAPM.2014.V4.290
The ARL of EWMA Chart for Monitoring ZINB Model Using Markov Chain Approach
C. Chananet, S. Sukparungsee, and Y. Areepong
Abstract—In this paper, we proposed the Markov Chain
Approach (MCA) to evaluate the average run length (ARL) of
exponentially weighted moving average (EWMA) control chart
when zero-inflated counted are observed in a negative binomial
model. Furthermore, the efficiency of the MCA is compared
with Monte Carlo Simulation via the CPU times which the
former is much saving computational times used when
compared with the latter method.
Index Terms—Exponentially weighted moving average, zero-inflated negative binomial, average run length, markov chain, computational times.
The authors are with the Department of Applied Statistics, King Mongkut’s University of Technology North Bangkok, Thailand (e-mail: chanaphunc@kmutnb.ac.th, swns@kmutnb.ac.th, yupaporna@kmutnb.ac.th).
Index Terms—Exponentially weighted moving average, zero-inflated negative binomial, average run length, markov chain, computational times.
The authors are with the Department of Applied Statistics, King Mongkut’s University of Technology North Bangkok, Thailand (e-mail: chanaphunc@kmutnb.ac.th, swns@kmutnb.ac.th, yupaporna@kmutnb.ac.th).
Cite: C. Chananet, S. Sukparungsee, and Y. Areepong, "The ARL of EWMA Chart for Monitoring ZINB Model Using Markov Chain Approach," International Journal of Applied Physics and Mathematics vol. 4, no. 4, pp. 236-239, 2014.
General Information
ISSN: 2010-362X (Online)
Abbreviated Title: Int. J. Appl. Phys. Math.
Frequency: Quarterly
APC: 500USD
DOI: 10.17706/IJAPM
Editor-in-Chief: Prof. Haydar Akca
Abstracting/ Indexing: INSPEC(IET), CNKI, Google Scholar, EBSCO, Chemical Abstracts Services (CAS), etc.
E-mail: ijapm@iap.org
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