Journal of Computational and Applied Mathematics - Special issue on numerical analysis in the 20th century vol. 1: approximation theory
Nyström-Clenshaw-Curtis quadrature for integral equations with discontinuous kernels
Mathematics of Computation
Accurate ARL computation for EWMA-S2 control charts
Statistics and Computing
Is Gauss Quadrature Better than Clenshaw-Curtis?
SIAM Review
Computational Statistics & Data Analysis
Evaluation of exponentially weighted moving variance control chart subject to linear drifts
Computational Statistics & Data Analysis
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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 Clenshaw-Curtis product-integration rule is applied for handling discontinuities in the integrand function due to the simultaneous use of the two control schemes. The proposed algorithm, implemented in R and publicy available, compares favourably with the Markov chain approach originally used to approximate the run length properties of the combined Shewhart-EWMA.