fkde {gb}

Estimate Asymptotic Joint Distribution of EWMA variables

Description

Estimate Asymptotic Joint Distribution of EWMA variables for control chart.

Usage

  fkde(n=5, pm0=0.5, pI0=0.2, lambda=0.05,
       gridsize=100,B=10000,T=10000)

Arguments

n

sample size.

lambda

a parameter to compute EWMA

pm0, pI0

in-control parameters for the control chart.

gridsize

gridsize to evalue the joint PDF values

B, T

iteration times and maximum time of t to generate random samples for density estimation

Author(s)

B. Wang [e-mail]

References

Yang, S.F. and Wang, B. “Using A Kernel Control Region to Monitor Both the Process Location and Dispersion”.