On the Construction of Families of Absolutely Continuous Copulas with Given Restrictions |
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| Authors: | Arturo Erdely |
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| Institution: | Department of Probability and Statistics , IIMAS, UNAM, Ciudad Universitaria , México |
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| Abstract: | ABSTRACT We prove that the standard EWMA mean chart with asymptotic control limits and the EWMA mean chart with time-varying control limits for monitoring mean changes in a normal process with known mean and known variance are ARL-unbiased. Using the results derived we discuss the effects of estimation of the process mean on ARL. |
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| Keywords: | Absolutely continuous copulas Copulas Diagonal sections |
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