doi: 10.7763/IJAPM.2014.V4.290
The ARL of EWMA Chart for Monitoring ZINB Model Using Markov Chain Approach
- the Department of Applied Statistics, King
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.
Keywords
- Exponentially weighted moving average
- zero-inflated negative binomial
- average run length
- markov chain
- computational times
How to 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. https://doi.org/ 10.7763/IJAPM.2014.V4.290
Copyright & License
Copyright © 2014 by the authors. This is an open access article distributed under the Creative Commons Attribution License which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited (CC BY 4.0).