Capizzi, Giovanna - Masarotto, Guido (2007) Evaluation of the Run-Length Distribution for a Combined Shewhart-EWMA Control Chart. [Working Paper] WORKING PAPER SERIES, 21/2007 . , PADOVA
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A simple algorithm is introduced for computing the run length distribution of a monitoring scheme combining a Shewhart chart with an Exponentially Weighted Moving Average control chart. The algorithm is based on the numerical approximation of the integral equations and integral recurrence relations related to the run-length distribution. In particular, a modified Clenshaw-Curtis quadrature rule is applied for handling discontinuities in the integrand function due to the simultaneous use of the two control schemes.
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