This preview shows pages 1–3. Sign up to view the full content.
This preview has intentionally blurred sections. Sign up to view the full version.View Full Document
Unformatted text preview: ) (b) Fill in the blank in the table based on your obtained K in (a).( Show your steps) (c) Based on this tabular CUSUM, please conclude whether the process has a mean shift using h=5, If the process has a mean shift, please indicate at which sample this process was last in control, and estimate the magnitude of this mean shift. Page 3 of 3 Problem 4: Textbook 9.19 (Table 9E.2, miu=8.02, sigma=0.05) Problem 5: extra credit point: for normally distributed data ) , ( ~ 2 N X i t X is the sample average at time t with the sample size n Define EWMA monitoring statistic as Please prove Var (Z t ) = 2 n 2 ( ) 1 (1 ) 2t You are required to write out each step assumption. 1 ) 1 ( ) 1 ( t j t t j j t X Z...
View Full Document
This note was uploaded on 03/16/2012 for the course IEOR 466 taught by Professor Richard during the Spring '12 term at Columbia.
- Spring '12